CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3771 |
1.3764 |
-0.0007 |
-0.1% |
1.3382 |
| High |
1.3817 |
1.3885 |
0.0068 |
0.5% |
1.3885 |
| Low |
1.3676 |
1.3714 |
0.0038 |
0.3% |
1.3371 |
| Close |
1.3775 |
1.3870 |
0.0095 |
0.7% |
1.3870 |
| Range |
0.0141 |
0.0171 |
0.0030 |
21.3% |
0.0514 |
| ATR |
0.0193 |
0.0192 |
-0.0002 |
-0.8% |
0.0000 |
| Volume |
299,054 |
276,593 |
-22,461 |
-7.5% |
1,422,742 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4336 |
1.4274 |
1.3964 |
|
| R3 |
1.4165 |
1.4103 |
1.3917 |
|
| R2 |
1.3994 |
1.3994 |
1.3901 |
|
| R1 |
1.3932 |
1.3932 |
1.3886 |
1.3963 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3839 |
| S1 |
1.3761 |
1.3761 |
1.3854 |
1.3792 |
| S2 |
1.3652 |
1.3652 |
1.3839 |
|
| S3 |
1.3481 |
1.3590 |
1.3823 |
|
| S4 |
1.3310 |
1.3419 |
1.3776 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5251 |
1.5074 |
1.4153 |
|
| R3 |
1.4737 |
1.4560 |
1.4011 |
|
| R2 |
1.4223 |
1.4223 |
1.3964 |
|
| R1 |
1.4046 |
1.4046 |
1.3917 |
1.4135 |
| PP |
1.3709 |
1.3709 |
1.3709 |
1.3753 |
| S1 |
1.3532 |
1.3532 |
1.3823 |
1.3621 |
| S2 |
1.3195 |
1.3195 |
1.3776 |
|
| S3 |
1.2681 |
1.3018 |
1.3729 |
|
| S4 |
1.2167 |
1.2504 |
1.3587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3885 |
1.3371 |
0.0514 |
3.7% |
0.0200 |
1.4% |
97% |
True |
False |
284,548 |
| 10 |
1.3885 |
1.3142 |
0.0743 |
5.4% |
0.0195 |
1.4% |
98% |
True |
False |
332,466 |
| 20 |
1.3885 |
1.3142 |
0.0743 |
5.4% |
0.0187 |
1.4% |
98% |
True |
False |
336,861 |
| 40 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0176 |
1.3% |
51% |
False |
False |
192,623 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0175 |
1.3% |
51% |
False |
False |
128,612 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0169 |
1.2% |
51% |
False |
False |
96,510 |
| 100 |
1.4610 |
1.3142 |
0.1468 |
10.6% |
0.0152 |
1.1% |
50% |
False |
False |
77,228 |
| 120 |
1.4735 |
1.3142 |
0.1593 |
11.5% |
0.0136 |
1.0% |
46% |
False |
False |
64,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4612 |
|
2.618 |
1.4333 |
|
1.618 |
1.4162 |
|
1.000 |
1.4056 |
|
0.618 |
1.3991 |
|
HIGH |
1.3885 |
|
0.618 |
1.3820 |
|
0.500 |
1.3800 |
|
0.382 |
1.3779 |
|
LOW |
1.3714 |
|
0.618 |
1.3608 |
|
1.000 |
1.3543 |
|
1.618 |
1.3437 |
|
2.618 |
1.3266 |
|
4.250 |
1.2987 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3847 |
1.3823 |
| PP |
1.3823 |
1.3776 |
| S1 |
1.3800 |
1.3729 |
|