CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3776 |
1.3792 |
0.0016 |
0.1% |
1.3916 |
| High |
1.3776 |
1.3843 |
0.0067 |
0.5% |
1.3916 |
| Low |
1.3725 |
1.3783 |
0.0058 |
0.4% |
1.3650 |
| Close |
1.3776 |
1.3843 |
0.0067 |
0.5% |
1.3776 |
| Range |
0.0051 |
0.0060 |
0.0009 |
17.6% |
0.0266 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
2 |
13 |
11 |
550.0% |
10 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4003 |
1.3983 |
1.3876 |
|
| R3 |
1.3943 |
1.3923 |
1.3860 |
|
| R2 |
1.3883 |
1.3883 |
1.3854 |
|
| R1 |
1.3863 |
1.3863 |
1.3849 |
1.3873 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3828 |
| S1 |
1.3803 |
1.3803 |
1.3838 |
1.3813 |
| S2 |
1.3763 |
1.3763 |
1.3832 |
|
| S3 |
1.3703 |
1.3743 |
1.3827 |
|
| S4 |
1.3643 |
1.3683 |
1.3810 |
|
|
| 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 |
1.3843 |
1.3725 |
0.0118 |
0.9% |
0.0028 |
0.2% |
100% |
True |
False |
3 |
| 10 |
1.4188 |
1.3650 |
0.0538 |
3.9% |
0.0020 |
0.1% |
36% |
False |
False |
6 |
| 20 |
1.4188 |
1.3650 |
0.0538 |
3.9% |
0.0010 |
0.1% |
36% |
False |
False |
4 |
| 40 |
1.4188 |
1.3221 |
0.0967 |
7.0% |
0.0008 |
0.1% |
64% |
False |
False |
4 |
| 60 |
1.4458 |
1.3221 |
0.1237 |
8.9% |
0.0009 |
0.1% |
50% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4098 |
|
2.618 |
1.4000 |
|
1.618 |
1.3940 |
|
1.000 |
1.3903 |
|
0.618 |
1.3880 |
|
HIGH |
1.3843 |
|
0.618 |
1.3820 |
|
0.500 |
1.3813 |
|
0.382 |
1.3806 |
|
LOW |
1.3783 |
|
0.618 |
1.3746 |
|
1.000 |
1.3723 |
|
1.618 |
1.3686 |
|
2.618 |
1.3626 |
|
4.250 |
1.3528 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3833 |
1.3823 |
| PP |
1.3823 |
1.3804 |
| S1 |
1.3813 |
1.3784 |
|