CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3417 |
1.3390 |
-0.0027 |
-0.2% |
1.3485 |
| High |
1.3417 |
1.3400 |
-0.0017 |
-0.1% |
1.3543 |
| Low |
1.3260 |
1.3341 |
0.0081 |
0.6% |
1.3260 |
| Close |
1.3278 |
1.3341 |
0.0063 |
0.5% |
1.3278 |
| Range |
0.0157 |
0.0059 |
-0.0098 |
-62.4% |
0.0283 |
| ATR |
0.0110 |
0.0110 |
0.0001 |
0.8% |
0.0000 |
| Volume |
11 |
4 |
-7 |
-63.6% |
34 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3538 |
1.3498 |
1.3373 |
|
| R3 |
1.3479 |
1.3439 |
1.3357 |
|
| R2 |
1.3420 |
1.3420 |
1.3352 |
|
| R1 |
1.3380 |
1.3380 |
1.3346 |
1.3371 |
| PP |
1.3361 |
1.3361 |
1.3361 |
1.3356 |
| S1 |
1.3321 |
1.3321 |
1.3336 |
1.3312 |
| S2 |
1.3302 |
1.3302 |
1.3330 |
|
| S3 |
1.3243 |
1.3262 |
1.3325 |
|
| S4 |
1.3184 |
1.3203 |
1.3309 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4209 |
1.4027 |
1.3434 |
|
| R3 |
1.3926 |
1.3744 |
1.3356 |
|
| R2 |
1.3643 |
1.3643 |
1.3330 |
|
| R1 |
1.3461 |
1.3461 |
1.3304 |
1.3411 |
| PP |
1.3360 |
1.3360 |
1.3360 |
1.3335 |
| S1 |
1.3178 |
1.3178 |
1.3252 |
1.3128 |
| S2 |
1.3077 |
1.3077 |
1.3226 |
|
| S3 |
1.2794 |
1.2895 |
1.3200 |
|
| S4 |
1.2511 |
1.2612 |
1.3122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3543 |
1.3260 |
0.0283 |
2.1% |
0.0073 |
0.5% |
29% |
False |
False |
7 |
| 10 |
1.3762 |
1.3260 |
0.0502 |
3.8% |
0.0082 |
0.6% |
16% |
False |
False |
13 |
| 20 |
1.3916 |
1.3260 |
0.0656 |
4.9% |
0.0066 |
0.5% |
12% |
False |
False |
9 |
| 40 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0034 |
0.3% |
12% |
False |
False |
6 |
| 60 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0025 |
0.2% |
12% |
False |
False |
6 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.3% |
0.0021 |
0.2% |
10% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3651 |
|
2.618 |
1.3554 |
|
1.618 |
1.3495 |
|
1.000 |
1.3459 |
|
0.618 |
1.3436 |
|
HIGH |
1.3400 |
|
0.618 |
1.3377 |
|
0.500 |
1.3371 |
|
0.382 |
1.3364 |
|
LOW |
1.3341 |
|
0.618 |
1.3305 |
|
1.000 |
1.3282 |
|
1.618 |
1.3246 |
|
2.618 |
1.3187 |
|
4.250 |
1.3090 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3371 |
1.3340 |
| PP |
1.3361 |
1.3339 |
| S1 |
1.3351 |
1.3339 |
|