CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3789 |
1.3626 |
-0.0163 |
-1.2% |
1.3774 |
| High |
1.3798 |
1.3630 |
-0.0168 |
-1.2% |
1.3845 |
| Low |
1.3600 |
1.3509 |
-0.0091 |
-0.7% |
1.3486 |
| Close |
1.3619 |
1.3553 |
-0.0066 |
-0.5% |
1.3754 |
| Range |
0.0198 |
0.0121 |
-0.0077 |
-38.9% |
0.0359 |
| ATR |
0.0186 |
0.0181 |
-0.0005 |
-2.5% |
0.0000 |
| Volume |
591 |
320 |
-271 |
-45.9% |
3,682 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3927 |
1.3861 |
1.3620 |
|
| R3 |
1.3806 |
1.3740 |
1.3586 |
|
| R2 |
1.3685 |
1.3685 |
1.3575 |
|
| R1 |
1.3619 |
1.3619 |
1.3564 |
1.3592 |
| PP |
1.3564 |
1.3564 |
1.3564 |
1.3550 |
| S1 |
1.3498 |
1.3498 |
1.3542 |
1.3471 |
| S2 |
1.3443 |
1.3443 |
1.3531 |
|
| S3 |
1.3322 |
1.3377 |
1.3520 |
|
| S4 |
1.3201 |
1.3256 |
1.3486 |
|
|
| 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 |
1.3844 |
1.3486 |
0.0358 |
2.6% |
0.0201 |
1.5% |
19% |
False |
False |
768 |
| 10 |
1.3874 |
1.3486 |
0.0388 |
2.9% |
0.0179 |
1.3% |
17% |
False |
False |
866 |
| 20 |
1.4231 |
1.3486 |
0.0745 |
5.5% |
0.0180 |
1.3% |
9% |
False |
False |
746 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.9% |
0.0174 |
1.3% |
37% |
False |
False |
574 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0150 |
1.1% |
30% |
False |
False |
397 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0132 |
1.0% |
30% |
False |
False |
301 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0113 |
0.8% |
30% |
False |
False |
241 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.3% |
0.0096 |
0.7% |
28% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4144 |
|
2.618 |
1.3947 |
|
1.618 |
1.3826 |
|
1.000 |
1.3751 |
|
0.618 |
1.3705 |
|
HIGH |
1.3630 |
|
0.618 |
1.3584 |
|
0.500 |
1.3570 |
|
0.382 |
1.3555 |
|
LOW |
1.3509 |
|
0.618 |
1.3434 |
|
1.000 |
1.3388 |
|
1.618 |
1.3313 |
|
2.618 |
1.3192 |
|
4.250 |
1.2995 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3570 |
1.3654 |
| PP |
1.3564 |
1.3620 |
| S1 |
1.3559 |
1.3587 |
|