CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3785 |
1.3776 |
-0.0009 |
-0.1% |
1.3916 |
| High |
1.3785 |
1.3776 |
-0.0009 |
-0.1% |
1.3916 |
| Low |
1.3776 |
1.3725 |
-0.0051 |
-0.4% |
1.3650 |
| Close |
1.3776 |
1.3776 |
0.0000 |
0.0% |
1.3776 |
| Range |
0.0009 |
0.0051 |
0.0042 |
466.7% |
0.0266 |
| ATR |
0.0097 |
0.0093 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
10 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3912 |
1.3895 |
1.3804 |
|
| R3 |
1.3861 |
1.3844 |
1.3790 |
|
| R2 |
1.3810 |
1.3810 |
1.3785 |
|
| R1 |
1.3793 |
1.3793 |
1.3781 |
1.3802 |
| PP |
1.3759 |
1.3759 |
1.3759 |
1.3763 |
| S1 |
1.3742 |
1.3742 |
1.3771 |
1.3751 |
| S2 |
1.3708 |
1.3708 |
1.3767 |
|
| S3 |
1.3657 |
1.3691 |
1.3762 |
|
| S4 |
1.3606 |
1.3640 |
1.3748 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4579 |
1.4443 |
1.3922 |
|
| R3 |
1.4313 |
1.4177 |
1.3849 |
|
| R2 |
1.4047 |
1.4047 |
1.3825 |
|
| R1 |
1.3911 |
1.3911 |
1.3800 |
1.3846 |
| PP |
1.3781 |
1.3781 |
1.3781 |
1.3748 |
| S1 |
1.3645 |
1.3645 |
1.3752 |
1.3580 |
| S2 |
1.3515 |
1.3515 |
1.3727 |
|
| S3 |
1.3249 |
1.3379 |
1.3703 |
|
| S4 |
1.2983 |
1.3113 |
1.3630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3835 |
1.3650 |
0.0185 |
1.3% |
0.0020 |
0.1% |
68% |
False |
False |
1 |
| 10 |
1.4188 |
1.3650 |
0.0538 |
3.9% |
0.0014 |
0.1% |
23% |
False |
False |
5 |
| 20 |
1.4188 |
1.3640 |
0.0548 |
4.0% |
0.0007 |
0.1% |
25% |
False |
False |
3 |
| 40 |
1.4188 |
1.3221 |
0.0967 |
7.0% |
0.0007 |
0.0% |
57% |
False |
False |
4 |
| 60 |
1.4458 |
1.3221 |
0.1237 |
9.0% |
0.0008 |
0.1% |
45% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3993 |
|
2.618 |
1.3910 |
|
1.618 |
1.3859 |
|
1.000 |
1.3827 |
|
0.618 |
1.3808 |
|
HIGH |
1.3776 |
|
0.618 |
1.3757 |
|
0.500 |
1.3751 |
|
0.382 |
1.3744 |
|
LOW |
1.3725 |
|
0.618 |
1.3693 |
|
1.000 |
1.3674 |
|
1.618 |
1.3642 |
|
2.618 |
1.3591 |
|
4.250 |
1.3508 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3768 |
1.3780 |
| PP |
1.3759 |
1.3779 |
| S1 |
1.3751 |
1.3777 |
|