CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3342 |
1.3357 |
0.0015 |
0.1% |
1.3534 |
| High |
1.3464 |
1.3548 |
0.0084 |
0.6% |
1.3576 |
| Low |
1.3311 |
1.3288 |
-0.0023 |
-0.2% |
1.3240 |
| Close |
1.3354 |
1.3447 |
0.0093 |
0.7% |
1.3259 |
| Range |
0.0153 |
0.0260 |
0.0107 |
69.9% |
0.0336 |
| ATR |
0.0164 |
0.0171 |
0.0007 |
4.2% |
0.0000 |
| Volume |
2,297 |
2,757 |
460 |
20.0% |
5,598 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4208 |
1.4087 |
1.3590 |
|
| R3 |
1.3948 |
1.3827 |
1.3519 |
|
| R2 |
1.3688 |
1.3688 |
1.3495 |
|
| R1 |
1.3567 |
1.3567 |
1.3471 |
1.3628 |
| PP |
1.3428 |
1.3428 |
1.3428 |
1.3458 |
| S1 |
1.3307 |
1.3307 |
1.3423 |
1.3368 |
| S2 |
1.3168 |
1.3168 |
1.3399 |
|
| S3 |
1.2908 |
1.3047 |
1.3376 |
|
| S4 |
1.2648 |
1.2787 |
1.3304 |
|
|
| 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 |
1.3548 |
1.3240 |
0.0308 |
2.3% |
0.0185 |
1.4% |
67% |
True |
False |
2,413 |
| 10 |
1.3625 |
1.3240 |
0.0385 |
2.9% |
0.0150 |
1.1% |
54% |
False |
False |
1,859 |
| 20 |
1.3874 |
1.3240 |
0.0634 |
4.7% |
0.0164 |
1.2% |
33% |
False |
False |
1,363 |
| 40 |
1.4231 |
1.3240 |
0.0991 |
7.4% |
0.0171 |
1.3% |
21% |
False |
False |
985 |
| 60 |
1.4231 |
1.3161 |
0.1070 |
8.0% |
0.0163 |
1.2% |
27% |
False |
False |
705 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0140 |
1.0% |
22% |
False |
False |
532 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0124 |
0.9% |
22% |
False |
False |
427 |
| 120 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0108 |
0.8% |
22% |
False |
False |
356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4653 |
|
2.618 |
1.4229 |
|
1.618 |
1.3969 |
|
1.000 |
1.3808 |
|
0.618 |
1.3709 |
|
HIGH |
1.3548 |
|
0.618 |
1.3449 |
|
0.500 |
1.3418 |
|
0.382 |
1.3387 |
|
LOW |
1.3288 |
|
0.618 |
1.3127 |
|
1.000 |
1.3028 |
|
1.618 |
1.2867 |
|
2.618 |
1.2607 |
|
4.250 |
1.2183 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3437 |
1.3437 |
| PP |
1.3428 |
1.3428 |
| S1 |
1.3418 |
1.3418 |
|