CME Euro FX (E) Future March 2012
| 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 |
1.3534 |
1.3508 |
-0.0026 |
-0.2% |
1.3789 |
| High |
1.3556 |
1.3576 |
0.0020 |
0.1% |
1.3798 |
| Low |
1.3450 |
1.3491 |
0.0041 |
0.3% |
1.3440 |
| Close |
1.3512 |
1.3522 |
0.0010 |
0.1% |
1.3526 |
| Range |
0.0106 |
0.0085 |
-0.0021 |
-19.8% |
0.0358 |
| ATR |
0.0166 |
0.0160 |
-0.0006 |
-3.5% |
0.0000 |
| Volume |
771 |
1,206 |
435 |
56.4% |
5,462 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3785 |
1.3738 |
1.3569 |
|
| R3 |
1.3700 |
1.3653 |
1.3545 |
|
| R2 |
1.3615 |
1.3615 |
1.3538 |
|
| R1 |
1.3568 |
1.3568 |
1.3530 |
1.3592 |
| PP |
1.3530 |
1.3530 |
1.3530 |
1.3541 |
| S1 |
1.3483 |
1.3483 |
1.3514 |
1.3507 |
| S2 |
1.3445 |
1.3445 |
1.3506 |
|
| S3 |
1.3360 |
1.3398 |
1.3499 |
|
| S4 |
1.3275 |
1.3313 |
1.3475 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4662 |
1.4452 |
1.3723 |
|
| R3 |
1.4304 |
1.4094 |
1.3624 |
|
| R2 |
1.3946 |
1.3946 |
1.3592 |
|
| R1 |
1.3736 |
1.3736 |
1.3559 |
1.3662 |
| PP |
1.3588 |
1.3588 |
1.3588 |
1.3551 |
| S1 |
1.3378 |
1.3378 |
1.3493 |
1.3304 |
| S2 |
1.3230 |
1.3230 |
1.3460 |
|
| S3 |
1.2872 |
1.3020 |
1.3428 |
|
| S4 |
1.2514 |
1.2662 |
1.3329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3625 |
1.3440 |
0.0185 |
1.4% |
0.0115 |
0.9% |
44% |
False |
False |
1,305 |
| 10 |
1.3844 |
1.3440 |
0.0404 |
3.0% |
0.0158 |
1.2% |
20% |
False |
False |
1,036 |
| 20 |
1.4231 |
1.3440 |
0.0791 |
5.8% |
0.0173 |
1.3% |
10% |
False |
False |
970 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.9% |
0.0168 |
1.2% |
34% |
False |
False |
704 |
| 60 |
1.4458 |
1.3161 |
0.1297 |
9.6% |
0.0155 |
1.1% |
28% |
False |
False |
505 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0135 |
1.0% |
28% |
False |
False |
382 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0116 |
0.9% |
28% |
False |
False |
306 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.3% |
0.0101 |
0.7% |
26% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3937 |
|
2.618 |
1.3799 |
|
1.618 |
1.3714 |
|
1.000 |
1.3661 |
|
0.618 |
1.3629 |
|
HIGH |
1.3576 |
|
0.618 |
1.3544 |
|
0.500 |
1.3534 |
|
0.382 |
1.3523 |
|
LOW |
1.3491 |
|
0.618 |
1.3438 |
|
1.000 |
1.3406 |
|
1.618 |
1.3353 |
|
2.618 |
1.3268 |
|
4.250 |
1.3130 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3534 |
1.3538 |
| PP |
1.3530 |
1.3532 |
| S1 |
1.3526 |
1.3527 |
|