CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3760 |
1.3816 |
0.0056 |
0.4% |
1.3936 |
| High |
1.3760 |
1.3835 |
0.0075 |
0.5% |
1.4188 |
| Low |
1.3760 |
1.3816 |
0.0056 |
0.4% |
1.3889 |
| Close |
1.3760 |
1.3835 |
0.0075 |
0.5% |
1.4140 |
| Range |
0.0000 |
0.0019 |
0.0019 |
|
0.0299 |
| ATR |
0.0101 |
0.0100 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
46 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3886 |
1.3879 |
1.3845 |
|
| R3 |
1.3867 |
1.3860 |
1.3840 |
|
| R2 |
1.3848 |
1.3848 |
1.3838 |
|
| R1 |
1.3841 |
1.3841 |
1.3837 |
1.3845 |
| PP |
1.3829 |
1.3829 |
1.3829 |
1.3830 |
| S1 |
1.3822 |
1.3822 |
1.3833 |
1.3826 |
| S2 |
1.3810 |
1.3810 |
1.3832 |
|
| S3 |
1.3791 |
1.3803 |
1.3830 |
|
| S4 |
1.3772 |
1.3784 |
1.3825 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4969 |
1.4854 |
1.4304 |
|
| R3 |
1.4670 |
1.4555 |
1.4222 |
|
| R2 |
1.4371 |
1.4371 |
1.4195 |
|
| R1 |
1.4256 |
1.4256 |
1.4167 |
1.4314 |
| PP |
1.4072 |
1.4072 |
1.4072 |
1.4101 |
| S1 |
1.3957 |
1.3957 |
1.4113 |
1.4015 |
| S2 |
1.3773 |
1.3773 |
1.4085 |
|
| S3 |
1.3474 |
1.3658 |
1.4058 |
|
| S4 |
1.3175 |
1.3359 |
1.3976 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4165 |
1.3650 |
0.0515 |
3.7% |
0.0009 |
0.1% |
36% |
False |
False |
9 |
| 10 |
1.4188 |
1.3650 |
0.0538 |
3.9% |
0.0008 |
0.1% |
34% |
False |
False |
5 |
| 20 |
1.4188 |
1.3383 |
0.0805 |
5.8% |
0.0004 |
0.0% |
56% |
False |
False |
4 |
| 40 |
1.4188 |
1.3221 |
0.0967 |
7.0% |
0.0005 |
0.0% |
63% |
False |
False |
4 |
| 60 |
1.4458 |
1.3221 |
0.1237 |
8.9% |
0.0007 |
0.0% |
50% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3916 |
|
2.618 |
1.3885 |
|
1.618 |
1.3866 |
|
1.000 |
1.3854 |
|
0.618 |
1.3847 |
|
HIGH |
1.3835 |
|
0.618 |
1.3828 |
|
0.500 |
1.3826 |
|
0.382 |
1.3823 |
|
LOW |
1.3816 |
|
0.618 |
1.3804 |
|
1.000 |
1.3797 |
|
1.618 |
1.3785 |
|
2.618 |
1.3766 |
|
4.250 |
1.3735 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3832 |
1.3804 |
| PP |
1.3829 |
1.3773 |
| S1 |
1.3826 |
1.3743 |
|