CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3764 |
1.3871 |
0.0107 |
0.8% |
1.3382 |
| High |
1.3885 |
1.3905 |
0.0020 |
0.1% |
1.3885 |
| Low |
1.3714 |
1.3717 |
0.0003 |
0.0% |
1.3371 |
| Close |
1.3870 |
1.3725 |
-0.0145 |
-1.0% |
1.3870 |
| Range |
0.0171 |
0.0188 |
0.0017 |
9.9% |
0.0514 |
| ATR |
0.0192 |
0.0191 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
276,593 |
278,080 |
1,487 |
0.5% |
1,422,742 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4346 |
1.4224 |
1.3828 |
|
| R3 |
1.4158 |
1.4036 |
1.3777 |
|
| R2 |
1.3970 |
1.3970 |
1.3759 |
|
| R1 |
1.3848 |
1.3848 |
1.3742 |
1.3815 |
| PP |
1.3782 |
1.3782 |
1.3782 |
1.3766 |
| S1 |
1.3660 |
1.3660 |
1.3708 |
1.3627 |
| S2 |
1.3594 |
1.3594 |
1.3691 |
|
| S3 |
1.3406 |
1.3472 |
1.3673 |
|
| S4 |
1.3218 |
1.3284 |
1.3622 |
|
|
| 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 |
1.3905 |
1.3557 |
0.0348 |
2.5% |
0.0174 |
1.3% |
48% |
True |
False |
289,569 |
| 10 |
1.3905 |
1.3142 |
0.0763 |
5.6% |
0.0192 |
1.4% |
76% |
True |
False |
322,924 |
| 20 |
1.3905 |
1.3142 |
0.0763 |
5.6% |
0.0190 |
1.4% |
76% |
True |
False |
335,470 |
| 40 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0176 |
1.3% |
41% |
False |
False |
199,550 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0177 |
1.3% |
41% |
False |
False |
133,243 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0169 |
1.2% |
41% |
False |
False |
99,983 |
| 100 |
1.4610 |
1.3142 |
0.1468 |
10.7% |
0.0154 |
1.1% |
40% |
False |
False |
80,008 |
| 120 |
1.4735 |
1.3142 |
0.1593 |
11.6% |
0.0137 |
1.0% |
37% |
False |
False |
66,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4704 |
|
2.618 |
1.4397 |
|
1.618 |
1.4209 |
|
1.000 |
1.4093 |
|
0.618 |
1.4021 |
|
HIGH |
1.3905 |
|
0.618 |
1.3833 |
|
0.500 |
1.3811 |
|
0.382 |
1.3789 |
|
LOW |
1.3717 |
|
0.618 |
1.3601 |
|
1.000 |
1.3529 |
|
1.618 |
1.3413 |
|
2.618 |
1.3225 |
|
4.250 |
1.2918 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3811 |
1.3791 |
| PP |
1.3782 |
1.3769 |
| S1 |
1.3754 |
1.3747 |
|