CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3516 |
1.3410 |
-0.0106 |
-0.8% |
1.3762 |
| High |
1.3543 |
1.3410 |
-0.0133 |
-1.0% |
1.3762 |
| Low |
1.3501 |
1.3343 |
-0.0158 |
-1.2% |
1.3465 |
| Close |
1.3533 |
1.3360 |
-0.0173 |
-1.3% |
1.3536 |
| Range |
0.0042 |
0.0067 |
0.0025 |
59.5% |
0.0297 |
| ATR |
0.0099 |
0.0106 |
0.0006 |
6.5% |
0.0000 |
| Volume |
4 |
5 |
1 |
25.0% |
97 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3572 |
1.3533 |
1.3397 |
|
| R3 |
1.3505 |
1.3466 |
1.3378 |
|
| R2 |
1.3438 |
1.3438 |
1.3372 |
|
| R1 |
1.3399 |
1.3399 |
1.3366 |
1.3385 |
| PP |
1.3371 |
1.3371 |
1.3371 |
1.3364 |
| S1 |
1.3332 |
1.3332 |
1.3354 |
1.3318 |
| S2 |
1.3304 |
1.3304 |
1.3348 |
|
| S3 |
1.3237 |
1.3265 |
1.3342 |
|
| S4 |
1.3170 |
1.3198 |
1.3323 |
|
|
| 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 |
1.3555 |
1.3343 |
0.0212 |
1.6% |
0.0049 |
0.4% |
8% |
False |
True |
11 |
| 10 |
1.3785 |
1.3343 |
0.0442 |
3.3% |
0.0089 |
0.7% |
4% |
False |
True |
15 |
| 20 |
1.4188 |
1.3343 |
0.0845 |
6.3% |
0.0057 |
0.4% |
2% |
False |
True |
10 |
| 40 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0029 |
0.2% |
14% |
False |
False |
6 |
| 60 |
1.4331 |
1.3221 |
0.1110 |
8.3% |
0.0021 |
0.2% |
13% |
False |
False |
5 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.3% |
0.0018 |
0.1% |
11% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3695 |
|
2.618 |
1.3585 |
|
1.618 |
1.3518 |
|
1.000 |
1.3477 |
|
0.618 |
1.3451 |
|
HIGH |
1.3410 |
|
0.618 |
1.3384 |
|
0.500 |
1.3377 |
|
0.382 |
1.3369 |
|
LOW |
1.3343 |
|
0.618 |
1.3302 |
|
1.000 |
1.3276 |
|
1.618 |
1.3235 |
|
2.618 |
1.3168 |
|
4.250 |
1.3058 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3377 |
1.3443 |
| PP |
1.3371 |
1.3415 |
| S1 |
1.3366 |
1.3388 |
|