CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3815 |
1.3774 |
-0.0041 |
-0.3% |
1.4143 |
| High |
1.3874 |
1.3815 |
-0.0059 |
-0.4% |
1.4150 |
| Low |
1.3714 |
1.3688 |
-0.0026 |
-0.2% |
1.3619 |
| Close |
1.3774 |
1.3772 |
-0.0002 |
0.0% |
1.3774 |
| Range |
0.0160 |
0.0127 |
-0.0033 |
-20.6% |
0.0531 |
| ATR |
0.0183 |
0.0179 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
2,111 |
446 |
-1,665 |
-78.9% |
5,488 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4139 |
1.4083 |
1.3842 |
|
| R3 |
1.4012 |
1.3956 |
1.3807 |
|
| R2 |
1.3885 |
1.3885 |
1.3795 |
|
| R1 |
1.3829 |
1.3829 |
1.3784 |
1.3794 |
| PP |
1.3758 |
1.3758 |
1.3758 |
1.3741 |
| S1 |
1.3702 |
1.3702 |
1.3760 |
1.3667 |
| S2 |
1.3631 |
1.3631 |
1.3749 |
|
| S3 |
1.3504 |
1.3575 |
1.3737 |
|
| S4 |
1.3377 |
1.3448 |
1.3702 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5441 |
1.5138 |
1.4066 |
|
| R3 |
1.4910 |
1.4607 |
1.3920 |
|
| R2 |
1.4379 |
1.4379 |
1.3871 |
|
| R1 |
1.4076 |
1.4076 |
1.3823 |
1.3962 |
| PP |
1.3848 |
1.3848 |
1.3848 |
1.3791 |
| S1 |
1.3545 |
1.3545 |
1.3725 |
1.3431 |
| S2 |
1.3317 |
1.3317 |
1.3677 |
|
| S3 |
1.2786 |
1.3014 |
1.3628 |
|
| S4 |
1.2255 |
1.2483 |
1.3482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3874 |
1.3619 |
0.0255 |
1.9% |
0.0177 |
1.3% |
60% |
False |
False |
1,089 |
| 10 |
1.4231 |
1.3619 |
0.0612 |
4.4% |
0.0186 |
1.3% |
25% |
False |
False |
915 |
| 20 |
1.4231 |
1.3558 |
0.0673 |
4.9% |
0.0172 |
1.2% |
32% |
False |
False |
694 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.8% |
0.0164 |
1.2% |
57% |
False |
False |
479 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0137 |
1.0% |
47% |
False |
False |
329 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0119 |
0.9% |
47% |
False |
False |
249 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0102 |
0.7% |
47% |
False |
False |
200 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.1% |
0.0087 |
0.6% |
44% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4355 |
|
2.618 |
1.4147 |
|
1.618 |
1.4020 |
|
1.000 |
1.3942 |
|
0.618 |
1.3893 |
|
HIGH |
1.3815 |
|
0.618 |
1.3766 |
|
0.500 |
1.3752 |
|
0.382 |
1.3737 |
|
LOW |
1.3688 |
|
0.618 |
1.3610 |
|
1.000 |
1.3561 |
|
1.618 |
1.3483 |
|
2.618 |
1.3356 |
|
4.250 |
1.3148 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3765 |
1.3771 |
| PP |
1.3758 |
1.3770 |
| S1 |
1.3752 |
1.3769 |
|