CME Euro FX (E) Future June 2012
Trading Metrics calculated at close of trading on 02-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1.3673 |
1.3760 |
0.0087 |
0.6% |
1.3936 |
High |
1.3673 |
1.3760 |
0.0087 |
0.6% |
1.4188 |
Low |
1.3650 |
1.3760 |
0.0110 |
0.8% |
1.3889 |
Close |
1.3710 |
1.3760 |
0.0050 |
0.4% |
1.4140 |
Range |
0.0023 |
0.0000 |
-0.0023 |
-100.0% |
0.0299 |
ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.8% |
0.0000 |
Volume |
4 |
2 |
-2 |
-50.0% |
46 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3760 |
1.3760 |
1.3760 |
|
R3 |
1.3760 |
1.3760 |
1.3760 |
|
R2 |
1.3760 |
1.3760 |
1.3760 |
|
R1 |
1.3760 |
1.3760 |
1.3760 |
1.3760 |
PP |
1.3760 |
1.3760 |
1.3760 |
1.3760 |
S1 |
1.3760 |
1.3760 |
1.3760 |
1.3760 |
S2 |
1.3760 |
1.3760 |
1.3760 |
|
S3 |
1.3760 |
1.3760 |
1.3760 |
|
S4 |
1.3760 |
1.3760 |
1.3760 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4969 |
1.4854 |
1.4304 |
|
R3 |
1.4670 |
1.4555 |
1.4222 |
|
R2 |
1.4371 |
1.4371 |
1.4195 |
|
R1 |
1.4256 |
1.4256 |
1.4167 |
1.4314 |
PP |
1.4072 |
1.4072 |
1.4072 |
1.4101 |
S1 |
1.3957 |
1.3957 |
1.4113 |
1.4015 |
S2 |
1.3773 |
1.3773 |
1.4085 |
|
S3 |
1.3474 |
1.3658 |
1.4058 |
|
S4 |
1.3175 |
1.3359 |
1.3976 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4188 |
1.3650 |
0.0538 |
3.9% |
0.0012 |
0.1% |
20% |
False |
False |
10 |
10 |
1.4188 |
1.3650 |
0.0538 |
3.9% |
0.0006 |
0.0% |
20% |
False |
False |
5 |
20 |
1.4188 |
1.3383 |
0.0805 |
5.9% |
0.0003 |
0.0% |
47% |
False |
False |
4 |
40 |
1.4188 |
1.3221 |
0.0967 |
7.0% |
0.0005 |
0.0% |
56% |
False |
False |
4 |
60 |
1.4458 |
1.3221 |
0.1237 |
9.0% |
0.0006 |
0.0% |
44% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3760 |
2.618 |
1.3760 |
1.618 |
1.3760 |
1.000 |
1.3760 |
0.618 |
1.3760 |
HIGH |
1.3760 |
0.618 |
1.3760 |
0.500 |
1.3760 |
0.382 |
1.3760 |
LOW |
1.3760 |
0.618 |
1.3760 |
1.000 |
1.3760 |
1.618 |
1.3760 |
2.618 |
1.3760 |
4.250 |
1.3760 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3760 |
1.3783 |
PP |
1.3760 |
1.3775 |
S1 |
1.3760 |
1.3768 |
|