CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3527 |
1.3457 |
-0.0070 |
-0.5% |
1.3816 |
| High |
1.3558 |
1.3540 |
-0.0018 |
-0.1% |
1.3857 |
| Low |
1.3428 |
1.3420 |
-0.0008 |
-0.1% |
1.3484 |
| Close |
1.3511 |
1.3464 |
-0.0047 |
-0.3% |
1.3748 |
| Range |
0.0130 |
0.0120 |
-0.0010 |
-7.7% |
0.0373 |
| ATR |
0.0192 |
0.0187 |
-0.0005 |
-2.7% |
0.0000 |
| Volume |
294,827 |
321,354 |
26,527 |
9.0% |
1,481,459 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3835 |
1.3769 |
1.3530 |
|
| R3 |
1.3715 |
1.3649 |
1.3497 |
|
| R2 |
1.3595 |
1.3595 |
1.3486 |
|
| R1 |
1.3529 |
1.3529 |
1.3475 |
1.3562 |
| PP |
1.3475 |
1.3475 |
1.3475 |
1.3491 |
| S1 |
1.3409 |
1.3409 |
1.3453 |
1.3442 |
| S2 |
1.3355 |
1.3355 |
1.3442 |
|
| S3 |
1.3235 |
1.3289 |
1.3431 |
|
| S4 |
1.3115 |
1.3169 |
1.3398 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4815 |
1.4655 |
1.3953 |
|
| R3 |
1.4442 |
1.4282 |
1.3851 |
|
| R2 |
1.4069 |
1.4069 |
1.3816 |
|
| R1 |
1.3909 |
1.3909 |
1.3782 |
1.3803 |
| PP |
1.3696 |
1.3696 |
1.3696 |
1.3643 |
| S1 |
1.3536 |
1.3536 |
1.3714 |
1.3430 |
| S2 |
1.3323 |
1.3323 |
1.3680 |
|
| S3 |
1.2950 |
1.3163 |
1.3645 |
|
| S4 |
1.2577 |
1.2790 |
1.3543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3795 |
1.3420 |
0.0375 |
2.8% |
0.0163 |
1.2% |
12% |
False |
True |
266,254 |
| 10 |
1.3879 |
1.3420 |
0.0459 |
3.4% |
0.0176 |
1.3% |
10% |
False |
True |
290,448 |
| 20 |
1.4241 |
1.3420 |
0.0821 |
6.1% |
0.0192 |
1.4% |
5% |
False |
True |
314,685 |
| 40 |
1.4241 |
1.3142 |
0.1099 |
8.2% |
0.0188 |
1.4% |
29% |
False |
False |
323,715 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.5% |
0.0185 |
1.4% |
23% |
False |
False |
255,294 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.5% |
0.0182 |
1.4% |
23% |
False |
False |
191,638 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.5% |
0.0174 |
1.3% |
23% |
False |
False |
153,356 |
| 120 |
1.4610 |
1.3142 |
0.1468 |
10.9% |
0.0164 |
1.2% |
22% |
False |
False |
127,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4050 |
|
2.618 |
1.3854 |
|
1.618 |
1.3734 |
|
1.000 |
1.3660 |
|
0.618 |
1.3614 |
|
HIGH |
1.3540 |
|
0.618 |
1.3494 |
|
0.500 |
1.3480 |
|
0.382 |
1.3466 |
|
LOW |
1.3420 |
|
0.618 |
1.3346 |
|
1.000 |
1.3300 |
|
1.618 |
1.3226 |
|
2.618 |
1.3106 |
|
4.250 |
1.2910 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3480 |
1.3530 |
| PP |
1.3475 |
1.3508 |
| S1 |
1.3469 |
1.3486 |
|