CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3425 |
1.3382 |
-0.0043 |
-0.3% |
1.3353 |
| High |
1.3518 |
1.3690 |
0.0172 |
1.3% |
1.3518 |
| Low |
1.3353 |
1.3371 |
0.0018 |
0.1% |
1.3142 |
| Close |
1.3381 |
1.3654 |
0.0273 |
2.0% |
1.3381 |
| Range |
0.0165 |
0.0319 |
0.0154 |
93.3% |
0.0376 |
| ATR |
0.0189 |
0.0199 |
0.0009 |
4.9% |
0.0000 |
| Volume |
323,825 |
252,973 |
-70,852 |
-21.9% |
1,901,919 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4529 |
1.4410 |
1.3829 |
|
| R3 |
1.4210 |
1.4091 |
1.3742 |
|
| R2 |
1.3891 |
1.3891 |
1.3712 |
|
| R1 |
1.3772 |
1.3772 |
1.3683 |
1.3832 |
| PP |
1.3572 |
1.3572 |
1.3572 |
1.3601 |
| S1 |
1.3453 |
1.3453 |
1.3625 |
1.3513 |
| S2 |
1.3253 |
1.3253 |
1.3596 |
|
| S3 |
1.2934 |
1.3134 |
1.3566 |
|
| S4 |
1.2615 |
1.2815 |
1.3479 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4475 |
1.4304 |
1.3588 |
|
| R3 |
1.4099 |
1.3928 |
1.3484 |
|
| R2 |
1.3723 |
1.3723 |
1.3450 |
|
| R1 |
1.3552 |
1.3552 |
1.3415 |
1.3638 |
| PP |
1.3347 |
1.3347 |
1.3347 |
1.3390 |
| S1 |
1.3176 |
1.3176 |
1.3347 |
1.3262 |
| S2 |
1.2971 |
1.2971 |
1.3312 |
|
| S3 |
1.2595 |
1.2800 |
1.3278 |
|
| S4 |
1.2219 |
1.2424 |
1.3174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3690 |
1.3142 |
0.0548 |
4.0% |
0.0209 |
1.5% |
93% |
True |
False |
356,279 |
| 10 |
1.3690 |
1.3142 |
0.0548 |
4.0% |
0.0199 |
1.5% |
93% |
True |
False |
341,324 |
| 20 |
1.3925 |
1.3142 |
0.0783 |
5.7% |
0.0190 |
1.4% |
65% |
False |
False |
317,046 |
| 40 |
1.4558 |
1.3142 |
0.1416 |
10.4% |
0.0176 |
1.3% |
36% |
False |
False |
163,429 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.4% |
0.0174 |
1.3% |
36% |
False |
False |
109,126 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.4% |
0.0167 |
1.2% |
36% |
False |
False |
81,901 |
| 100 |
1.4610 |
1.3142 |
0.1468 |
10.8% |
0.0148 |
1.1% |
35% |
False |
False |
65,531 |
| 120 |
1.4735 |
1.3142 |
0.1593 |
11.7% |
0.0131 |
1.0% |
32% |
False |
False |
54,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5046 |
|
2.618 |
1.4525 |
|
1.618 |
1.4206 |
|
1.000 |
1.4009 |
|
0.618 |
1.3887 |
|
HIGH |
1.3690 |
|
0.618 |
1.3568 |
|
0.500 |
1.3531 |
|
0.382 |
1.3493 |
|
LOW |
1.3371 |
|
0.618 |
1.3174 |
|
1.000 |
1.3052 |
|
1.618 |
1.2855 |
|
2.618 |
1.2536 |
|
4.250 |
1.2015 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3613 |
1.3590 |
| PP |
1.3572 |
1.3526 |
| S1 |
1.3531 |
1.3463 |
|