CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3792 |
1.3617 |
-0.0175 |
-1.3% |
1.3916 |
| High |
1.3843 |
1.3617 |
-0.0226 |
-1.6% |
1.3916 |
| Low |
1.3783 |
1.3560 |
-0.0223 |
-1.6% |
1.3650 |
| Close |
1.3843 |
1.3551 |
-0.0292 |
-2.1% |
1.3776 |
| Range |
0.0060 |
0.0057 |
-0.0003 |
-5.0% |
0.0266 |
| ATR |
0.0091 |
0.0105 |
0.0014 |
15.0% |
0.0000 |
| Volume |
13 |
3 |
-10 |
-76.9% |
10 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3747 |
1.3706 |
1.3582 |
|
| R3 |
1.3690 |
1.3649 |
1.3567 |
|
| R2 |
1.3633 |
1.3633 |
1.3561 |
|
| R1 |
1.3592 |
1.3592 |
1.3556 |
1.3584 |
| PP |
1.3576 |
1.3576 |
1.3576 |
1.3572 |
| S1 |
1.3535 |
1.3535 |
1.3546 |
1.3527 |
| S2 |
1.3519 |
1.3519 |
1.3541 |
|
| S3 |
1.3462 |
1.3478 |
1.3535 |
|
| S4 |
1.3405 |
1.3421 |
1.3520 |
|
|
| 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 |
1.3560 |
0.0283 |
2.1% |
0.0039 |
0.3% |
-3% |
False |
True |
3 |
| 10 |
1.4188 |
1.3560 |
0.0628 |
4.6% |
0.0026 |
0.2% |
-1% |
False |
True |
6 |
| 20 |
1.4188 |
1.3560 |
0.0628 |
4.6% |
0.0013 |
0.1% |
-1% |
False |
True |
4 |
| 40 |
1.4188 |
1.3221 |
0.0967 |
7.1% |
0.0010 |
0.1% |
34% |
False |
False |
4 |
| 60 |
1.4458 |
1.3221 |
0.1237 |
9.1% |
0.0010 |
0.1% |
27% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3859 |
|
2.618 |
1.3766 |
|
1.618 |
1.3709 |
|
1.000 |
1.3674 |
|
0.618 |
1.3652 |
|
HIGH |
1.3617 |
|
0.618 |
1.3595 |
|
0.500 |
1.3589 |
|
0.382 |
1.3582 |
|
LOW |
1.3560 |
|
0.618 |
1.3525 |
|
1.000 |
1.3503 |
|
1.618 |
1.3468 |
|
2.618 |
1.3411 |
|
4.250 |
1.3318 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3589 |
1.3702 |
| PP |
1.3576 |
1.3651 |
| S1 |
1.3564 |
1.3601 |
|