CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3510 |
1.3620 |
0.0110 |
0.8% |
1.3776 |
| High |
1.3630 |
1.3785 |
0.0155 |
1.1% |
1.3843 |
| Low |
1.3510 |
1.3620 |
0.0110 |
0.8% |
1.3510 |
| Close |
1.3596 |
1.3762 |
0.0166 |
1.2% |
1.3762 |
| Range |
0.0120 |
0.0165 |
0.0045 |
37.5% |
0.0333 |
| ATR |
0.0106 |
0.0112 |
0.0006 |
5.6% |
0.0000 |
| Volume |
5 |
25 |
20 |
400.0% |
48 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4217 |
1.4155 |
1.3853 |
|
| R3 |
1.4052 |
1.3990 |
1.3807 |
|
| R2 |
1.3887 |
1.3887 |
1.3792 |
|
| R1 |
1.3825 |
1.3825 |
1.3777 |
1.3856 |
| PP |
1.3722 |
1.3722 |
1.3722 |
1.3738 |
| S1 |
1.3660 |
1.3660 |
1.3747 |
1.3691 |
| S2 |
1.3557 |
1.3557 |
1.3732 |
|
| S3 |
1.3392 |
1.3495 |
1.3717 |
|
| S4 |
1.3227 |
1.3330 |
1.3671 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4704 |
1.4566 |
1.3945 |
|
| R3 |
1.4371 |
1.4233 |
1.3854 |
|
| R2 |
1.4038 |
1.4038 |
1.3823 |
|
| R1 |
1.3900 |
1.3900 |
1.3793 |
1.3803 |
| PP |
1.3705 |
1.3705 |
1.3705 |
1.3656 |
| S1 |
1.3567 |
1.3567 |
1.3731 |
1.3470 |
| S2 |
1.3372 |
1.3372 |
1.3701 |
|
| S3 |
1.3039 |
1.3234 |
1.3670 |
|
| S4 |
1.2706 |
1.2901 |
1.3579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3843 |
1.3510 |
0.0333 |
2.4% |
0.0091 |
0.7% |
76% |
False |
False |
9 |
| 10 |
1.3916 |
1.3510 |
0.0406 |
3.0% |
0.0051 |
0.4% |
62% |
False |
False |
5 |
| 20 |
1.4188 |
1.3510 |
0.0678 |
4.9% |
0.0027 |
0.2% |
37% |
False |
False |
5 |
| 40 |
1.4188 |
1.3221 |
0.0967 |
7.0% |
0.0016 |
0.1% |
56% |
False |
False |
5 |
| 60 |
1.4458 |
1.3221 |
0.1237 |
9.0% |
0.0012 |
0.1% |
44% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4486 |
|
2.618 |
1.4217 |
|
1.618 |
1.4052 |
|
1.000 |
1.3950 |
|
0.618 |
1.3887 |
|
HIGH |
1.3785 |
|
0.618 |
1.3722 |
|
0.500 |
1.3703 |
|
0.382 |
1.3683 |
|
LOW |
1.3620 |
|
0.618 |
1.3518 |
|
1.000 |
1.3455 |
|
1.618 |
1.3353 |
|
2.618 |
1.3188 |
|
4.250 |
1.2919 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3742 |
1.3724 |
| PP |
1.3722 |
1.3686 |
| S1 |
1.3703 |
1.3648 |
|