CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3440 |
1.3478 |
0.0038 |
0.3% |
1.3789 |
| High |
1.3550 |
1.3625 |
0.0075 |
0.6% |
1.3798 |
| Low |
1.3440 |
1.3464 |
0.0024 |
0.2% |
1.3440 |
| Close |
1.3478 |
1.3526 |
0.0048 |
0.4% |
1.3526 |
| Range |
0.0110 |
0.0161 |
0.0051 |
46.4% |
0.0358 |
| ATR |
0.0172 |
0.0171 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
1,111 |
1,920 |
809 |
72.8% |
5,462 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4021 |
1.3935 |
1.3615 |
|
| R3 |
1.3860 |
1.3774 |
1.3570 |
|
| R2 |
1.3699 |
1.3699 |
1.3556 |
|
| R1 |
1.3613 |
1.3613 |
1.3541 |
1.3656 |
| PP |
1.3538 |
1.3538 |
1.3538 |
1.3560 |
| S1 |
1.3452 |
1.3452 |
1.3511 |
1.3495 |
| S2 |
1.3377 |
1.3377 |
1.3496 |
|
| S3 |
1.3216 |
1.3291 |
1.3482 |
|
| S4 |
1.3055 |
1.3130 |
1.3437 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4662 |
1.4452 |
1.3723 |
|
| R3 |
1.4304 |
1.4094 |
1.3624 |
|
| R2 |
1.3946 |
1.3946 |
1.3592 |
|
| R1 |
1.3736 |
1.3736 |
1.3559 |
1.3662 |
| PP |
1.3588 |
1.3588 |
1.3588 |
1.3551 |
| S1 |
1.3378 |
1.3378 |
1.3493 |
1.3304 |
| S2 |
1.3230 |
1.3230 |
1.3460 |
|
| S3 |
1.2872 |
1.3020 |
1.3428 |
|
| S4 |
1.2514 |
1.2662 |
1.3329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3798 |
1.3440 |
0.0358 |
2.6% |
0.0141 |
1.0% |
24% |
False |
False |
1,092 |
| 10 |
1.3845 |
1.3440 |
0.0405 |
3.0% |
0.0163 |
1.2% |
21% |
False |
False |
914 |
| 20 |
1.4231 |
1.3440 |
0.0791 |
5.8% |
0.0174 |
1.3% |
11% |
False |
False |
905 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.9% |
0.0171 |
1.3% |
34% |
False |
False |
672 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0153 |
1.1% |
28% |
False |
False |
472 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0135 |
1.0% |
28% |
False |
False |
358 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0114 |
0.8% |
28% |
False |
False |
287 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.3% |
0.0099 |
0.7% |
26% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4309 |
|
2.618 |
1.4046 |
|
1.618 |
1.3885 |
|
1.000 |
1.3786 |
|
0.618 |
1.3724 |
|
HIGH |
1.3625 |
|
0.618 |
1.3563 |
|
0.500 |
1.3545 |
|
0.382 |
1.3526 |
|
LOW |
1.3464 |
|
0.618 |
1.3365 |
|
1.000 |
1.3303 |
|
1.618 |
1.3204 |
|
2.618 |
1.3043 |
|
4.250 |
1.2780 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3545 |
1.3533 |
| PP |
1.3538 |
1.3530 |
| S1 |
1.3532 |
1.3528 |
|