CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3627 |
1.3640 |
0.0013 |
0.1% |
1.3353 |
| High |
1.3676 |
1.3825 |
0.0149 |
1.1% |
1.3518 |
| Low |
1.3557 |
1.3573 |
0.0016 |
0.1% |
1.3142 |
| Close |
1.3653 |
1.3779 |
0.0126 |
0.9% |
1.3381 |
| Range |
0.0119 |
0.0252 |
0.0133 |
111.8% |
0.0376 |
| ATR |
0.0193 |
0.0197 |
0.0004 |
2.2% |
0.0000 |
| Volume |
281,363 |
312,759 |
31,396 |
11.2% |
1,901,919 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4482 |
1.4382 |
1.3918 |
|
| R3 |
1.4230 |
1.4130 |
1.3848 |
|
| R2 |
1.3978 |
1.3978 |
1.3825 |
|
| R1 |
1.3878 |
1.3878 |
1.3802 |
1.3928 |
| PP |
1.3726 |
1.3726 |
1.3726 |
1.3751 |
| S1 |
1.3626 |
1.3626 |
1.3756 |
1.3676 |
| S2 |
1.3474 |
1.3474 |
1.3733 |
|
| S3 |
1.3222 |
1.3374 |
1.3710 |
|
| S4 |
1.2970 |
1.3122 |
1.3640 |
|
|
| 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 |
1.3825 |
1.3235 |
0.0590 |
4.3% |
0.0213 |
1.5% |
92% |
True |
False |
323,445 |
| 10 |
1.3825 |
1.3142 |
0.0683 |
5.0% |
0.0201 |
1.5% |
93% |
True |
False |
333,967 |
| 20 |
1.3925 |
1.3142 |
0.0783 |
5.7% |
0.0190 |
1.4% |
81% |
False |
False |
334,125 |
| 40 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0177 |
1.3% |
45% |
False |
False |
178,261 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0176 |
1.3% |
45% |
False |
False |
119,022 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0168 |
1.2% |
45% |
False |
False |
89,322 |
| 100 |
1.4610 |
1.3142 |
0.1468 |
10.7% |
0.0149 |
1.1% |
43% |
False |
False |
71,472 |
| 120 |
1.4735 |
1.3142 |
0.1593 |
11.6% |
0.0133 |
1.0% |
40% |
False |
False |
59,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4896 |
|
2.618 |
1.4485 |
|
1.618 |
1.4233 |
|
1.000 |
1.4077 |
|
0.618 |
1.3981 |
|
HIGH |
1.3825 |
|
0.618 |
1.3729 |
|
0.500 |
1.3699 |
|
0.382 |
1.3669 |
|
LOW |
1.3573 |
|
0.618 |
1.3417 |
|
1.000 |
1.3321 |
|
1.618 |
1.3165 |
|
2.618 |
1.2913 |
|
4.250 |
1.2502 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3752 |
1.3719 |
| PP |
1.3726 |
1.3658 |
| S1 |
1.3699 |
1.3598 |
|