CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3417 |
0.0007 |
0.1% |
1.3485 |
| High |
1.3410 |
1.3417 |
0.0007 |
0.1% |
1.3543 |
| Low |
1.3343 |
1.3260 |
-0.0083 |
-0.6% |
1.3260 |
| Close |
1.3360 |
1.3278 |
-0.0082 |
-0.6% |
1.3278 |
| Range |
0.0067 |
0.0157 |
0.0090 |
134.3% |
0.0283 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
3.4% |
0.0000 |
| Volume |
5 |
11 |
6 |
120.0% |
34 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3789 |
1.3691 |
1.3364 |
|
| R3 |
1.3632 |
1.3534 |
1.3321 |
|
| R2 |
1.3475 |
1.3475 |
1.3307 |
|
| R1 |
1.3377 |
1.3377 |
1.3292 |
1.3348 |
| PP |
1.3318 |
1.3318 |
1.3318 |
1.3304 |
| S1 |
1.3220 |
1.3220 |
1.3264 |
1.3191 |
| S2 |
1.3161 |
1.3161 |
1.3249 |
|
| S3 |
1.3004 |
1.3063 |
1.3235 |
|
| S4 |
1.2847 |
1.2906 |
1.3192 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4209 |
1.4027 |
1.3434 |
|
| R3 |
1.3926 |
1.3744 |
1.3356 |
|
| R2 |
1.3643 |
1.3643 |
1.3330 |
|
| R1 |
1.3461 |
1.3461 |
1.3304 |
1.3411 |
| PP |
1.3360 |
1.3360 |
1.3360 |
1.3335 |
| S1 |
1.3178 |
1.3178 |
1.3252 |
1.3128 |
| S2 |
1.3077 |
1.3077 |
1.3226 |
|
| S3 |
1.2794 |
1.2895 |
1.3200 |
|
| S4 |
1.2511 |
1.2612 |
1.3122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3543 |
1.3260 |
0.0283 |
2.1% |
0.0062 |
0.5% |
6% |
False |
True |
11 |
| 10 |
1.3785 |
1.3260 |
0.0525 |
4.0% |
0.0092 |
0.7% |
3% |
False |
True |
15 |
| 20 |
1.4165 |
1.3260 |
0.0905 |
6.8% |
0.0063 |
0.5% |
2% |
False |
True |
11 |
| 40 |
1.4188 |
1.3221 |
0.0967 |
7.3% |
0.0033 |
0.2% |
6% |
False |
False |
6 |
| 60 |
1.4235 |
1.3221 |
0.1014 |
7.6% |
0.0024 |
0.2% |
6% |
False |
False |
5 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.3% |
0.0020 |
0.2% |
5% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4084 |
|
2.618 |
1.3828 |
|
1.618 |
1.3671 |
|
1.000 |
1.3574 |
|
0.618 |
1.3514 |
|
HIGH |
1.3417 |
|
0.618 |
1.3357 |
|
0.500 |
1.3339 |
|
0.382 |
1.3320 |
|
LOW |
1.3260 |
|
0.618 |
1.3163 |
|
1.000 |
1.3103 |
|
1.618 |
1.3006 |
|
2.618 |
1.2849 |
|
4.250 |
1.2593 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3339 |
1.3402 |
| PP |
1.3318 |
1.3360 |
| S1 |
1.3298 |
1.3319 |
|