CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3816 |
1.3766 |
-0.0050 |
-0.4% |
1.4146 |
| High |
1.3819 |
1.3846 |
0.0027 |
0.2% |
1.4166 |
| Low |
1.3678 |
1.3722 |
0.0044 |
0.3% |
1.3604 |
| Close |
1.3771 |
1.3840 |
0.0069 |
0.5% |
1.3773 |
| Range |
0.0141 |
0.0124 |
-0.0017 |
-12.1% |
0.0562 |
| ATR |
0.0197 |
0.0192 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
246,709 |
263,652 |
16,943 |
6.9% |
1,819,536 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4175 |
1.4131 |
1.3908 |
|
| R3 |
1.4051 |
1.4007 |
1.3874 |
|
| R2 |
1.3927 |
1.3927 |
1.3863 |
|
| R1 |
1.3883 |
1.3883 |
1.3851 |
1.3905 |
| PP |
1.3803 |
1.3803 |
1.3803 |
1.3814 |
| S1 |
1.3759 |
1.3759 |
1.3829 |
1.3781 |
| S2 |
1.3679 |
1.3679 |
1.3817 |
|
| S3 |
1.3555 |
1.3635 |
1.3806 |
|
| S4 |
1.3431 |
1.3511 |
1.3772 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5534 |
1.5215 |
1.4082 |
|
| R3 |
1.4972 |
1.4653 |
1.3928 |
|
| R2 |
1.4410 |
1.4410 |
1.3876 |
|
| R1 |
1.4091 |
1.4091 |
1.3825 |
1.3970 |
| PP |
1.3848 |
1.3848 |
1.3848 |
1.3787 |
| S1 |
1.3529 |
1.3529 |
1.3721 |
1.3408 |
| S2 |
1.3286 |
1.3286 |
1.3670 |
|
| S3 |
1.2724 |
1.2967 |
1.3618 |
|
| S4 |
1.2162 |
1.2405 |
1.3464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3879 |
1.3633 |
0.0246 |
1.8% |
0.0166 |
1.2% |
84% |
False |
False |
314,172 |
| 10 |
1.4241 |
1.3604 |
0.0637 |
4.6% |
0.0207 |
1.5% |
37% |
False |
False |
331,842 |
| 20 |
1.4241 |
1.3573 |
0.0668 |
4.8% |
0.0188 |
1.4% |
40% |
False |
False |
321,436 |
| 40 |
1.4241 |
1.3142 |
0.1099 |
7.9% |
0.0187 |
1.4% |
64% |
False |
False |
323,622 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0179 |
1.3% |
49% |
False |
False |
220,783 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0178 |
1.3% |
49% |
False |
False |
165,717 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0170 |
1.2% |
49% |
False |
False |
132,619 |
| 120 |
1.4610 |
1.3142 |
0.1468 |
10.6% |
0.0155 |
1.1% |
48% |
False |
False |
110,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4373 |
|
2.618 |
1.4171 |
|
1.618 |
1.4047 |
|
1.000 |
1.3970 |
|
0.618 |
1.3923 |
|
HIGH |
1.3846 |
|
0.618 |
1.3799 |
|
0.500 |
1.3784 |
|
0.382 |
1.3769 |
|
LOW |
1.3722 |
|
0.618 |
1.3645 |
|
1.000 |
1.3598 |
|
1.618 |
1.3521 |
|
2.618 |
1.3397 |
|
4.250 |
1.3195 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3821 |
1.3820 |
| PP |
1.3803 |
1.3799 |
| S1 |
1.3784 |
1.3779 |
|