CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3592 |
1.3789 |
0.0197 |
1.4% |
1.3774 |
| High |
1.3795 |
1.3798 |
0.0003 |
0.0% |
1.3845 |
| Low |
1.3588 |
1.3600 |
0.0012 |
0.1% |
1.3486 |
| Close |
1.3754 |
1.3619 |
-0.0135 |
-1.0% |
1.3754 |
| Range |
0.0207 |
0.0198 |
-0.0009 |
-4.3% |
0.0359 |
| ATR |
0.0185 |
0.0186 |
0.0001 |
0.5% |
0.0000 |
| Volume |
1,004 |
591 |
-413 |
-41.1% |
3,682 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4266 |
1.4141 |
1.3728 |
|
| R3 |
1.4068 |
1.3943 |
1.3673 |
|
| R2 |
1.3870 |
1.3870 |
1.3655 |
|
| R1 |
1.3745 |
1.3745 |
1.3637 |
1.3709 |
| PP |
1.3672 |
1.3672 |
1.3672 |
1.3654 |
| S1 |
1.3547 |
1.3547 |
1.3601 |
1.3511 |
| S2 |
1.3474 |
1.3474 |
1.3583 |
|
| S3 |
1.3276 |
1.3349 |
1.3565 |
|
| S4 |
1.3078 |
1.3151 |
1.3510 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4772 |
1.4622 |
1.3951 |
|
| R3 |
1.4413 |
1.4263 |
1.3853 |
|
| R2 |
1.4054 |
1.4054 |
1.3820 |
|
| R1 |
1.3904 |
1.3904 |
1.3787 |
1.3800 |
| PP |
1.3695 |
1.3695 |
1.3695 |
1.3643 |
| S1 |
1.3545 |
1.3545 |
1.3721 |
1.3441 |
| S2 |
1.3336 |
1.3336 |
1.3688 |
|
| S3 |
1.2977 |
1.3186 |
1.3655 |
|
| S4 |
1.2618 |
1.2827 |
1.3557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3845 |
1.3486 |
0.0359 |
2.6% |
0.0200 |
1.5% |
37% |
False |
False |
765 |
| 10 |
1.3874 |
1.3486 |
0.0388 |
2.8% |
0.0188 |
1.4% |
34% |
False |
False |
927 |
| 20 |
1.4231 |
1.3486 |
0.0745 |
5.5% |
0.0181 |
1.3% |
18% |
False |
False |
762 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.9% |
0.0174 |
1.3% |
43% |
False |
False |
566 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0148 |
1.1% |
35% |
False |
False |
392 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0130 |
1.0% |
35% |
False |
False |
297 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0112 |
0.8% |
35% |
False |
False |
238 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.2% |
0.0095 |
0.7% |
33% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4640 |
|
2.618 |
1.4316 |
|
1.618 |
1.4118 |
|
1.000 |
1.3996 |
|
0.618 |
1.3920 |
|
HIGH |
1.3798 |
|
0.618 |
1.3722 |
|
0.500 |
1.3699 |
|
0.382 |
1.3676 |
|
LOW |
1.3600 |
|
0.618 |
1.3478 |
|
1.000 |
1.3402 |
|
1.618 |
1.3280 |
|
2.618 |
1.3082 |
|
4.250 |
1.2759 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3699 |
1.3642 |
| PP |
1.3672 |
1.3634 |
| S1 |
1.3646 |
1.3627 |
|