CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3515 |
1.3359 |
-0.0156 |
-1.2% |
1.3522 |
| High |
1.3531 |
1.3412 |
-0.0119 |
-0.9% |
1.3569 |
| Low |
1.3319 |
1.3212 |
-0.0107 |
-0.8% |
1.3212 |
| Close |
1.3328 |
1.3239 |
-0.0089 |
-0.7% |
1.3239 |
| Range |
0.0212 |
0.0200 |
-0.0012 |
-5.7% |
0.0357 |
| ATR |
0.0177 |
0.0179 |
0.0002 |
0.9% |
0.0000 |
| Volume |
304,645 |
298,756 |
-5,889 |
-1.9% |
1,138,384 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3888 |
1.3763 |
1.3349 |
|
| R3 |
1.3688 |
1.3563 |
1.3294 |
|
| R2 |
1.3488 |
1.3488 |
1.3276 |
|
| R1 |
1.3363 |
1.3363 |
1.3257 |
1.3326 |
| PP |
1.3288 |
1.3288 |
1.3288 |
1.3269 |
| S1 |
1.3163 |
1.3163 |
1.3221 |
1.3126 |
| S2 |
1.3088 |
1.3088 |
1.3202 |
|
| S3 |
1.2888 |
1.2963 |
1.3184 |
|
| S4 |
1.2688 |
1.2763 |
1.3129 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4411 |
1.4182 |
1.3435 |
|
| R3 |
1.4054 |
1.3825 |
1.3337 |
|
| R2 |
1.3697 |
1.3697 |
1.3304 |
|
| R1 |
1.3468 |
1.3468 |
1.3272 |
1.3404 |
| PP |
1.3340 |
1.3340 |
1.3340 |
1.3308 |
| S1 |
1.3111 |
1.3111 |
1.3206 |
1.3047 |
| S2 |
1.2983 |
1.2983 |
1.3174 |
|
| S3 |
1.2626 |
1.2754 |
1.3141 |
|
| S4 |
1.2269 |
1.2397 |
1.3043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3614 |
1.3212 |
0.0402 |
3.0% |
0.0159 |
1.2% |
7% |
False |
True |
285,036 |
| 10 |
1.3795 |
1.3212 |
0.0583 |
4.4% |
0.0161 |
1.2% |
5% |
False |
True |
275,645 |
| 20 |
1.4195 |
1.3212 |
0.0983 |
7.4% |
0.0181 |
1.4% |
3% |
False |
True |
302,823 |
| 40 |
1.4241 |
1.3142 |
0.1099 |
8.3% |
0.0187 |
1.4% |
9% |
False |
False |
317,007 |
| 60 |
1.4358 |
1.3142 |
0.1216 |
9.2% |
0.0187 |
1.4% |
8% |
False |
False |
278,906 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.7% |
0.0181 |
1.4% |
7% |
False |
False |
209,420 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.7% |
0.0176 |
1.3% |
7% |
False |
False |
167,600 |
| 120 |
1.4558 |
1.3142 |
0.1416 |
10.7% |
0.0169 |
1.3% |
7% |
False |
False |
139,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4262 |
|
2.618 |
1.3936 |
|
1.618 |
1.3736 |
|
1.000 |
1.3612 |
|
0.618 |
1.3536 |
|
HIGH |
1.3412 |
|
0.618 |
1.3336 |
|
0.500 |
1.3312 |
|
0.382 |
1.3288 |
|
LOW |
1.3212 |
|
0.618 |
1.3088 |
|
1.000 |
1.3012 |
|
1.618 |
1.2888 |
|
2.618 |
1.2688 |
|
4.250 |
1.2362 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3312 |
1.3391 |
| PP |
1.3288 |
1.3340 |
| S1 |
1.3263 |
1.3290 |
|