CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3375 |
1.3327 |
-0.0048 |
-0.4% |
1.3534 |
| High |
1.3429 |
1.3418 |
-0.0011 |
-0.1% |
1.3576 |
| Low |
1.3240 |
1.3297 |
0.0057 |
0.4% |
1.3240 |
| Close |
1.3259 |
1.3325 |
0.0066 |
0.5% |
1.3259 |
| Range |
0.0189 |
0.0121 |
-0.0068 |
-36.0% |
0.0336 |
| ATR |
0.0165 |
0.0165 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,984 |
3,392 |
1,408 |
71.0% |
5,598 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3710 |
1.3638 |
1.3392 |
|
| R3 |
1.3589 |
1.3517 |
1.3358 |
|
| R2 |
1.3468 |
1.3468 |
1.3347 |
|
| R1 |
1.3396 |
1.3396 |
1.3336 |
1.3372 |
| PP |
1.3347 |
1.3347 |
1.3347 |
1.3334 |
| S1 |
1.3275 |
1.3275 |
1.3314 |
1.3251 |
| S2 |
1.3226 |
1.3226 |
1.3303 |
|
| S3 |
1.3105 |
1.3154 |
1.3292 |
|
| S4 |
1.2984 |
1.3033 |
1.3258 |
|
|
| 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 |
1.3576 |
1.3240 |
0.0336 |
2.5% |
0.0141 |
1.1% |
25% |
False |
False |
1,798 |
| 10 |
1.3798 |
1.3240 |
0.0558 |
4.2% |
0.0141 |
1.1% |
15% |
False |
False |
1,445 |
| 20 |
1.4150 |
1.3240 |
0.0910 |
6.8% |
0.0171 |
1.3% |
9% |
False |
False |
1,181 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
8.0% |
0.0170 |
1.3% |
15% |
False |
False |
866 |
| 60 |
1.4231 |
1.3161 |
0.1070 |
8.0% |
0.0159 |
1.2% |
15% |
False |
False |
621 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0138 |
1.0% |
13% |
False |
False |
469 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0121 |
0.9% |
13% |
False |
False |
376 |
| 120 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0104 |
0.8% |
13% |
False |
False |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3932 |
|
2.618 |
1.3735 |
|
1.618 |
1.3614 |
|
1.000 |
1.3539 |
|
0.618 |
1.3493 |
|
HIGH |
1.3418 |
|
0.618 |
1.3372 |
|
0.500 |
1.3358 |
|
0.382 |
1.3343 |
|
LOW |
1.3297 |
|
0.618 |
1.3222 |
|
1.000 |
1.3176 |
|
1.618 |
1.3101 |
|
2.618 |
1.2980 |
|
4.250 |
1.2783 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3358 |
1.3393 |
| PP |
1.3347 |
1.3370 |
| S1 |
1.3336 |
1.3348 |
|