CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3390 |
1.3350 |
-0.0040 |
-0.3% |
1.3485 |
| High |
1.3400 |
1.3400 |
0.0000 |
0.0% |
1.3543 |
| Low |
1.3341 |
1.3350 |
0.0009 |
0.1% |
1.3260 |
| Close |
1.3341 |
1.3375 |
0.0034 |
0.3% |
1.3278 |
| Range |
0.0059 |
0.0050 |
-0.0009 |
-15.3% |
0.0283 |
| ATR |
0.0110 |
0.0107 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
4 |
49 |
45 |
1,125.0% |
34 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3525 |
1.3500 |
1.3403 |
|
| R3 |
1.3475 |
1.3450 |
1.3389 |
|
| R2 |
1.3425 |
1.3425 |
1.3384 |
|
| R1 |
1.3400 |
1.3400 |
1.3380 |
1.3413 |
| PP |
1.3375 |
1.3375 |
1.3375 |
1.3381 |
| S1 |
1.3350 |
1.3350 |
1.3370 |
1.3363 |
| S2 |
1.3325 |
1.3325 |
1.3366 |
|
| S3 |
1.3275 |
1.3300 |
1.3361 |
|
| S4 |
1.3225 |
1.3250 |
1.3348 |
|
|
| 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% |
0.0075 |
0.6% |
41% |
False |
False |
14 |
| 10 |
1.3641 |
1.3260 |
0.0381 |
2.8% |
0.0071 |
0.5% |
30% |
False |
False |
17 |
| 20 |
1.3843 |
1.3260 |
0.0583 |
4.4% |
0.0069 |
0.5% |
20% |
False |
False |
11 |
| 40 |
1.4188 |
1.3260 |
0.0928 |
6.9% |
0.0035 |
0.3% |
12% |
False |
False |
8 |
| 60 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0026 |
0.2% |
16% |
False |
False |
6 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.2% |
0.0022 |
0.2% |
12% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3613 |
|
2.618 |
1.3531 |
|
1.618 |
1.3481 |
|
1.000 |
1.3450 |
|
0.618 |
1.3431 |
|
HIGH |
1.3400 |
|
0.618 |
1.3381 |
|
0.500 |
1.3375 |
|
0.382 |
1.3369 |
|
LOW |
1.3350 |
|
0.618 |
1.3319 |
|
1.000 |
1.3300 |
|
1.618 |
1.3269 |
|
2.618 |
1.3219 |
|
4.250 |
1.3138 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3375 |
1.3363 |
| PP |
1.3375 |
1.3351 |
| S1 |
1.3375 |
1.3339 |
|