CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3530 |
1.3485 |
-0.0045 |
-0.3% |
1.3762 |
| High |
1.3536 |
1.3524 |
-0.0012 |
-0.1% |
1.3762 |
| Low |
1.3530 |
1.3485 |
-0.0045 |
-0.3% |
1.3465 |
| Close |
1.3536 |
1.3524 |
-0.0012 |
-0.1% |
1.3536 |
| Range |
0.0006 |
0.0039 |
0.0033 |
550.0% |
0.0297 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
25 |
14 |
-11 |
-44.0% |
97 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3628 |
1.3615 |
1.3545 |
|
| R3 |
1.3589 |
1.3576 |
1.3535 |
|
| R2 |
1.3550 |
1.3550 |
1.3531 |
|
| R1 |
1.3537 |
1.3537 |
1.3528 |
1.3544 |
| PP |
1.3511 |
1.3511 |
1.3511 |
1.3514 |
| S1 |
1.3498 |
1.3498 |
1.3520 |
1.3505 |
| S2 |
1.3472 |
1.3472 |
1.3517 |
|
| S3 |
1.3433 |
1.3459 |
1.3513 |
|
| S4 |
1.3394 |
1.3420 |
1.3503 |
|
|
| 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 |
1.3641 |
1.3465 |
0.0176 |
1.3% |
0.0067 |
0.5% |
34% |
False |
False |
20 |
| 10 |
1.3843 |
1.3465 |
0.0378 |
2.8% |
0.0089 |
0.7% |
16% |
False |
False |
15 |
| 20 |
1.4188 |
1.3465 |
0.0723 |
5.3% |
0.0052 |
0.4% |
8% |
False |
False |
10 |
| 40 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0026 |
0.2% |
31% |
False |
False |
7 |
| 60 |
1.4458 |
1.3221 |
0.1237 |
9.1% |
0.0020 |
0.1% |
24% |
False |
False |
5 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.1% |
0.0017 |
0.1% |
24% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3690 |
|
2.618 |
1.3626 |
|
1.618 |
1.3587 |
|
1.000 |
1.3563 |
|
0.618 |
1.3548 |
|
HIGH |
1.3524 |
|
0.618 |
1.3509 |
|
0.500 |
1.3505 |
|
0.382 |
1.3500 |
|
LOW |
1.3485 |
|
0.618 |
1.3461 |
|
1.000 |
1.3446 |
|
1.618 |
1.3422 |
|
2.618 |
1.3383 |
|
4.250 |
1.3319 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3518 |
1.3519 |
| PP |
1.3511 |
1.3515 |
| S1 |
1.3505 |
1.3510 |
|