CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3640 |
1.3771 |
0.0131 |
1.0% |
1.3353 |
| High |
1.3825 |
1.3817 |
-0.0008 |
-0.1% |
1.3518 |
| Low |
1.3573 |
1.3676 |
0.0103 |
0.8% |
1.3142 |
| Close |
1.3779 |
1.3775 |
-0.0004 |
0.0% |
1.3381 |
| Range |
0.0252 |
0.0141 |
-0.0111 |
-44.0% |
0.0376 |
| ATR |
0.0197 |
0.0193 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
312,759 |
299,054 |
-13,705 |
-4.4% |
1,901,919 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4179 |
1.4118 |
1.3853 |
|
| R3 |
1.4038 |
1.3977 |
1.3814 |
|
| R2 |
1.3897 |
1.3897 |
1.3801 |
|
| R1 |
1.3836 |
1.3836 |
1.3788 |
1.3867 |
| PP |
1.3756 |
1.3756 |
1.3756 |
1.3771 |
| S1 |
1.3695 |
1.3695 |
1.3762 |
1.3726 |
| S2 |
1.3615 |
1.3615 |
1.3749 |
|
| S3 |
1.3474 |
1.3554 |
1.3736 |
|
| S4 |
1.3333 |
1.3413 |
1.3697 |
|
|
| 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 |
1.3353 |
0.0472 |
3.4% |
0.0199 |
1.4% |
89% |
False |
False |
293,994 |
| 10 |
1.3825 |
1.3142 |
0.0683 |
5.0% |
0.0199 |
1.4% |
93% |
False |
False |
336,299 |
| 20 |
1.3872 |
1.3142 |
0.0730 |
5.3% |
0.0185 |
1.3% |
87% |
False |
False |
337,825 |
| 40 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0176 |
1.3% |
45% |
False |
False |
185,724 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0178 |
1.3% |
45% |
False |
False |
124,003 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0168 |
1.2% |
45% |
False |
False |
93,057 |
| 100 |
1.4610 |
1.3142 |
0.1468 |
10.7% |
0.0151 |
1.1% |
43% |
False |
False |
74,462 |
| 120 |
1.4735 |
1.3142 |
0.1593 |
11.6% |
0.0134 |
1.0% |
40% |
False |
False |
62,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4416 |
|
2.618 |
1.4186 |
|
1.618 |
1.4045 |
|
1.000 |
1.3958 |
|
0.618 |
1.3904 |
|
HIGH |
1.3817 |
|
0.618 |
1.3763 |
|
0.500 |
1.3747 |
|
0.382 |
1.3730 |
|
LOW |
1.3676 |
|
0.618 |
1.3589 |
|
1.000 |
1.3535 |
|
1.618 |
1.3448 |
|
2.618 |
1.3307 |
|
4.250 |
1.3077 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3766 |
1.3747 |
| PP |
1.3756 |
1.3719 |
| S1 |
1.3747 |
1.3691 |
|