CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3522 |
1.3488 |
-0.0034 |
-0.3% |
1.3775 |
| High |
1.3543 |
1.3569 |
0.0026 |
0.2% |
1.3794 |
| Low |
1.3430 |
1.3468 |
0.0038 |
0.3% |
1.3420 |
| Close |
1.3496 |
1.3506 |
0.0010 |
0.1% |
1.3513 |
| Range |
0.0113 |
0.0101 |
-0.0012 |
-10.6% |
0.0374 |
| ATR |
0.0181 |
0.0175 |
-0.0006 |
-3.1% |
0.0000 |
| Volume |
268,074 |
266,909 |
-1,165 |
-0.4% |
1,390,887 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3817 |
1.3763 |
1.3562 |
|
| R3 |
1.3716 |
1.3662 |
1.3534 |
|
| R2 |
1.3615 |
1.3615 |
1.3525 |
|
| R1 |
1.3561 |
1.3561 |
1.3515 |
1.3588 |
| PP |
1.3514 |
1.3514 |
1.3514 |
1.3528 |
| S1 |
1.3460 |
1.3460 |
1.3497 |
1.3487 |
| S2 |
1.3413 |
1.3413 |
1.3487 |
|
| S3 |
1.3312 |
1.3359 |
1.3478 |
|
| S4 |
1.3211 |
1.3258 |
1.3450 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4698 |
1.4479 |
1.3719 |
|
| R3 |
1.4324 |
1.4105 |
1.3616 |
|
| R2 |
1.3950 |
1.3950 |
1.3582 |
|
| R1 |
1.3731 |
1.3731 |
1.3547 |
1.3654 |
| PP |
1.3576 |
1.3576 |
1.3576 |
1.3537 |
| S1 |
1.3357 |
1.3357 |
1.3479 |
1.3280 |
| S2 |
1.3202 |
1.3202 |
1.3444 |
|
| S3 |
1.2828 |
1.2983 |
1.3410 |
|
| S4 |
1.2454 |
1.2609 |
1.3307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3614 |
1.3420 |
0.0194 |
1.4% |
0.0126 |
0.9% |
44% |
False |
False |
287,592 |
| 10 |
1.3857 |
1.3420 |
0.0437 |
3.2% |
0.0170 |
1.3% |
20% |
False |
False |
289,696 |
| 20 |
1.4241 |
1.3420 |
0.0821 |
6.1% |
0.0188 |
1.4% |
10% |
False |
False |
310,769 |
| 40 |
1.4241 |
1.3142 |
0.1099 |
8.1% |
0.0185 |
1.4% |
33% |
False |
False |
316,365 |
| 60 |
1.4511 |
1.3142 |
0.1369 |
10.1% |
0.0184 |
1.4% |
27% |
False |
False |
268,917 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.5% |
0.0180 |
1.3% |
26% |
False |
False |
201,896 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.5% |
0.0175 |
1.3% |
26% |
False |
False |
161,569 |
| 120 |
1.4610 |
1.3142 |
0.1468 |
10.9% |
0.0166 |
1.2% |
25% |
False |
False |
134,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3998 |
|
2.618 |
1.3833 |
|
1.618 |
1.3732 |
|
1.000 |
1.3670 |
|
0.618 |
1.3631 |
|
HIGH |
1.3569 |
|
0.618 |
1.3530 |
|
0.500 |
1.3519 |
|
0.382 |
1.3507 |
|
LOW |
1.3468 |
|
0.618 |
1.3406 |
|
1.000 |
1.3367 |
|
1.618 |
1.3305 |
|
2.618 |
1.3204 |
|
4.250 |
1.3039 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3519 |
1.3522 |
| PP |
1.3514 |
1.3517 |
| S1 |
1.3510 |
1.3511 |
|