CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3350 |
1.3355 |
0.0005 |
0.0% |
1.3485 |
| High |
1.3400 |
1.3500 |
0.0100 |
0.7% |
1.3543 |
| Low |
1.3350 |
1.3355 |
0.0005 |
0.0% |
1.3260 |
| Close |
1.3375 |
1.3462 |
0.0087 |
0.7% |
1.3278 |
| Range |
0.0050 |
0.0145 |
0.0095 |
190.0% |
0.0283 |
| ATR |
0.0107 |
0.0110 |
0.0003 |
2.6% |
0.0000 |
| Volume |
49 |
6 |
-43 |
-87.8% |
34 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3874 |
1.3813 |
1.3542 |
|
| R3 |
1.3729 |
1.3668 |
1.3502 |
|
| R2 |
1.3584 |
1.3584 |
1.3489 |
|
| R1 |
1.3523 |
1.3523 |
1.3475 |
1.3554 |
| PP |
1.3439 |
1.3439 |
1.3439 |
1.3454 |
| S1 |
1.3378 |
1.3378 |
1.3449 |
1.3409 |
| S2 |
1.3294 |
1.3294 |
1.3435 |
|
| S3 |
1.3149 |
1.3233 |
1.3422 |
|
| S4 |
1.3004 |
1.3088 |
1.3382 |
|
|
| 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 |
1.3500 |
1.3260 |
0.0240 |
1.8% |
0.0096 |
0.7% |
84% |
True |
False |
15 |
| 10 |
1.3555 |
1.3260 |
0.0295 |
2.2% |
0.0073 |
0.5% |
68% |
False |
False |
15 |
| 20 |
1.3843 |
1.3260 |
0.0583 |
4.3% |
0.0075 |
0.6% |
35% |
False |
False |
12 |
| 40 |
1.4188 |
1.3260 |
0.0928 |
6.9% |
0.0039 |
0.3% |
22% |
False |
False |
8 |
| 60 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0028 |
0.2% |
25% |
False |
False |
6 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.2% |
0.0023 |
0.2% |
19% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4116 |
|
2.618 |
1.3880 |
|
1.618 |
1.3735 |
|
1.000 |
1.3645 |
|
0.618 |
1.3590 |
|
HIGH |
1.3500 |
|
0.618 |
1.3445 |
|
0.500 |
1.3428 |
|
0.382 |
1.3410 |
|
LOW |
1.3355 |
|
0.618 |
1.3265 |
|
1.000 |
1.3210 |
|
1.618 |
1.3120 |
|
2.618 |
1.2975 |
|
4.250 |
1.2739 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3451 |
1.3448 |
| PP |
1.3439 |
1.3434 |
| S1 |
1.3428 |
1.3421 |
|