CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3508 |
1.3533 |
0.0025 |
0.2% |
1.3789 |
| High |
1.3576 |
1.3545 |
-0.0031 |
-0.2% |
1.3798 |
| Low |
1.3491 |
1.3343 |
-0.0148 |
-1.1% |
1.3440 |
| Close |
1.3522 |
1.3346 |
-0.0176 |
-1.3% |
1.3526 |
| Range |
0.0085 |
0.0202 |
0.0117 |
137.6% |
0.0358 |
| ATR |
0.0160 |
0.0163 |
0.0003 |
1.8% |
0.0000 |
| Volume |
1,206 |
1,637 |
431 |
35.7% |
5,462 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4017 |
1.3884 |
1.3457 |
|
| R3 |
1.3815 |
1.3682 |
1.3402 |
|
| R2 |
1.3613 |
1.3613 |
1.3383 |
|
| R1 |
1.3480 |
1.3480 |
1.3365 |
1.3446 |
| PP |
1.3411 |
1.3411 |
1.3411 |
1.3394 |
| S1 |
1.3278 |
1.3278 |
1.3327 |
1.3244 |
| S2 |
1.3209 |
1.3209 |
1.3309 |
|
| S3 |
1.3007 |
1.3076 |
1.3290 |
|
| S4 |
1.2805 |
1.2874 |
1.3235 |
|
|
| 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 |
1.3625 |
1.3343 |
0.0282 |
2.1% |
0.0133 |
1.0% |
1% |
False |
True |
1,329 |
| 10 |
1.3798 |
1.3343 |
0.0455 |
3.4% |
0.0147 |
1.1% |
1% |
False |
True |
1,156 |
| 20 |
1.4231 |
1.3343 |
0.0888 |
6.7% |
0.0175 |
1.3% |
0% |
False |
True |
1,035 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
8.0% |
0.0169 |
1.3% |
17% |
False |
False |
735 |
| 60 |
1.4410 |
1.3161 |
0.1249 |
9.4% |
0.0157 |
1.2% |
15% |
False |
False |
532 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0137 |
1.0% |
14% |
False |
False |
403 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0118 |
0.9% |
14% |
False |
False |
323 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.5% |
0.0102 |
0.8% |
13% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4404 |
|
2.618 |
1.4074 |
|
1.618 |
1.3872 |
|
1.000 |
1.3747 |
|
0.618 |
1.3670 |
|
HIGH |
1.3545 |
|
0.618 |
1.3468 |
|
0.500 |
1.3444 |
|
0.382 |
1.3420 |
|
LOW |
1.3343 |
|
0.618 |
1.3218 |
|
1.000 |
1.3141 |
|
1.618 |
1.3016 |
|
2.618 |
1.2814 |
|
4.250 |
1.2485 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3444 |
1.3460 |
| PP |
1.3411 |
1.3422 |
| S1 |
1.3379 |
1.3384 |
|