CME Euro FX (E) Future March 2012
| 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 |
1.3533 |
1.3375 |
-0.0158 |
-1.2% |
1.3534 |
| High |
1.3545 |
1.3429 |
-0.0116 |
-0.9% |
1.3576 |
| Low |
1.3343 |
1.3240 |
-0.0103 |
-0.8% |
1.3240 |
| Close |
1.3346 |
1.3259 |
-0.0087 |
-0.7% |
1.3259 |
| Range |
0.0202 |
0.0189 |
-0.0013 |
-6.4% |
0.0336 |
| ATR |
0.0163 |
0.0165 |
0.0002 |
1.1% |
0.0000 |
| Volume |
1,637 |
1,984 |
347 |
21.2% |
5,598 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3876 |
1.3757 |
1.3363 |
|
| R3 |
1.3687 |
1.3568 |
1.3311 |
|
| R2 |
1.3498 |
1.3498 |
1.3294 |
|
| R1 |
1.3379 |
1.3379 |
1.3276 |
1.3344 |
| PP |
1.3309 |
1.3309 |
1.3309 |
1.3292 |
| S1 |
1.3190 |
1.3190 |
1.3242 |
1.3155 |
| S2 |
1.3120 |
1.3120 |
1.3224 |
|
| S3 |
1.2931 |
1.3001 |
1.3207 |
|
| S4 |
1.2742 |
1.2812 |
1.3155 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4366 |
1.4149 |
1.3444 |
|
| R3 |
1.4030 |
1.3813 |
1.3351 |
|
| R2 |
1.3694 |
1.3694 |
1.3321 |
|
| R1 |
1.3477 |
1.3477 |
1.3290 |
1.3418 |
| PP |
1.3358 |
1.3358 |
1.3358 |
1.3329 |
| S1 |
1.3141 |
1.3141 |
1.3228 |
1.3082 |
| S2 |
1.3022 |
1.3022 |
1.3197 |
|
| S3 |
1.2686 |
1.2805 |
1.3167 |
|
| S4 |
1.2350 |
1.2469 |
1.3074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3625 |
1.3240 |
0.0385 |
2.9% |
0.0149 |
1.1% |
5% |
False |
True |
1,503 |
| 10 |
1.3798 |
1.3240 |
0.0558 |
4.2% |
0.0149 |
1.1% |
3% |
False |
True |
1,206 |
| 20 |
1.4180 |
1.3240 |
0.0940 |
7.1% |
0.0168 |
1.3% |
2% |
False |
True |
1,095 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
8.1% |
0.0171 |
1.3% |
9% |
False |
False |
783 |
| 60 |
1.4309 |
1.3161 |
0.1148 |
8.7% |
0.0159 |
1.2% |
9% |
False |
False |
565 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.9% |
0.0138 |
1.0% |
7% |
False |
False |
427 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.9% |
0.0120 |
0.9% |
7% |
False |
False |
342 |
| 120 |
1.4553 |
1.3161 |
0.1392 |
10.5% |
0.0104 |
0.8% |
7% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4232 |
|
2.618 |
1.3924 |
|
1.618 |
1.3735 |
|
1.000 |
1.3618 |
|
0.618 |
1.3546 |
|
HIGH |
1.3429 |
|
0.618 |
1.3357 |
|
0.500 |
1.3335 |
|
0.382 |
1.3312 |
|
LOW |
1.3240 |
|
0.618 |
1.3123 |
|
1.000 |
1.3051 |
|
1.618 |
1.2934 |
|
2.618 |
1.2745 |
|
4.250 |
1.2437 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3335 |
1.3408 |
| PP |
1.3309 |
1.3358 |
| S1 |
1.3284 |
1.3309 |
|