CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3550 |
1.3530 |
-0.0020 |
-0.1% |
1.3762 |
| High |
1.3555 |
1.3536 |
-0.0019 |
-0.1% |
1.3762 |
| Low |
1.3465 |
1.3530 |
0.0065 |
0.5% |
1.3465 |
| Close |
1.3489 |
1.3536 |
0.0047 |
0.3% |
1.3536 |
| Range |
0.0090 |
0.0006 |
-0.0084 |
-93.3% |
0.0297 |
| ATR |
0.0113 |
0.0108 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
9 |
25 |
16 |
177.8% |
97 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3552 |
1.3550 |
1.3539 |
|
| R3 |
1.3546 |
1.3544 |
1.3538 |
|
| R2 |
1.3540 |
1.3540 |
1.3537 |
|
| R1 |
1.3538 |
1.3538 |
1.3537 |
1.3539 |
| PP |
1.3534 |
1.3534 |
1.3534 |
1.3535 |
| S1 |
1.3532 |
1.3532 |
1.3535 |
1.3533 |
| S2 |
1.3528 |
1.3528 |
1.3535 |
|
| S3 |
1.3522 |
1.3526 |
1.3534 |
|
| S4 |
1.3516 |
1.3520 |
1.3533 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4479 |
1.4304 |
1.3699 |
|
| R3 |
1.4182 |
1.4007 |
1.3618 |
|
| R2 |
1.3885 |
1.3885 |
1.3590 |
|
| R1 |
1.3710 |
1.3710 |
1.3563 |
1.3649 |
| PP |
1.3588 |
1.3588 |
1.3588 |
1.3557 |
| S1 |
1.3413 |
1.3413 |
1.3509 |
1.3352 |
| S2 |
1.3291 |
1.3291 |
1.3482 |
|
| S3 |
1.2994 |
1.3116 |
1.3454 |
|
| S4 |
1.2697 |
1.2819 |
1.3373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3762 |
1.3465 |
0.0297 |
2.2% |
0.0090 |
0.7% |
24% |
False |
False |
19 |
| 10 |
1.3843 |
1.3465 |
0.0378 |
2.8% |
0.0091 |
0.7% |
19% |
False |
False |
14 |
| 20 |
1.4188 |
1.3465 |
0.0723 |
5.3% |
0.0050 |
0.4% |
10% |
False |
False |
10 |
| 40 |
1.4188 |
1.3221 |
0.0967 |
7.1% |
0.0025 |
0.2% |
33% |
False |
False |
6 |
| 60 |
1.4458 |
1.3221 |
0.1237 |
9.1% |
0.0020 |
0.1% |
25% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3562 |
|
2.618 |
1.3552 |
|
1.618 |
1.3546 |
|
1.000 |
1.3542 |
|
0.618 |
1.3540 |
|
HIGH |
1.3536 |
|
0.618 |
1.3534 |
|
0.500 |
1.3533 |
|
0.382 |
1.3532 |
|
LOW |
1.3530 |
|
0.618 |
1.3526 |
|
1.000 |
1.3524 |
|
1.618 |
1.3520 |
|
2.618 |
1.3514 |
|
4.250 |
1.3505 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3535 |
1.3527 |
| PP |
1.3534 |
1.3519 |
| S1 |
1.3533 |
1.3510 |
|