CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3871 |
1.3728 |
-0.0143 |
-1.0% |
1.3382 |
| High |
1.3905 |
1.3811 |
-0.0094 |
-0.7% |
1.3885 |
| Low |
1.3717 |
1.3645 |
-0.0072 |
-0.5% |
1.3371 |
| Close |
1.3725 |
1.3734 |
0.0009 |
0.1% |
1.3870 |
| Range |
0.0188 |
0.0166 |
-0.0022 |
-11.7% |
0.0514 |
| ATR |
0.0191 |
0.0189 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
278,080 |
330,988 |
52,908 |
19.0% |
1,422,742 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4228 |
1.4147 |
1.3825 |
|
| R3 |
1.4062 |
1.3981 |
1.3780 |
|
| R2 |
1.3896 |
1.3896 |
1.3764 |
|
| R1 |
1.3815 |
1.3815 |
1.3749 |
1.3856 |
| PP |
1.3730 |
1.3730 |
1.3730 |
1.3750 |
| S1 |
1.3649 |
1.3649 |
1.3719 |
1.3690 |
| S2 |
1.3564 |
1.3564 |
1.3704 |
|
| S3 |
1.3398 |
1.3483 |
1.3688 |
|
| S4 |
1.3232 |
1.3317 |
1.3643 |
|
|
| 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 |
1.3573 |
0.0332 |
2.4% |
0.0184 |
1.3% |
48% |
False |
False |
299,494 |
| 10 |
1.3905 |
1.3235 |
0.0670 |
4.9% |
0.0186 |
1.4% |
74% |
False |
False |
315,492 |
| 20 |
1.3905 |
1.3142 |
0.0763 |
5.6% |
0.0191 |
1.4% |
78% |
False |
False |
336,750 |
| 40 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0179 |
1.3% |
42% |
False |
False |
207,809 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0179 |
1.3% |
42% |
False |
False |
138,753 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0169 |
1.2% |
42% |
False |
False |
104,118 |
| 100 |
1.4610 |
1.3142 |
0.1468 |
10.7% |
0.0155 |
1.1% |
40% |
False |
False |
83,318 |
| 120 |
1.4735 |
1.3142 |
0.1593 |
11.6% |
0.0138 |
1.0% |
37% |
False |
False |
69,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4517 |
|
2.618 |
1.4246 |
|
1.618 |
1.4080 |
|
1.000 |
1.3977 |
|
0.618 |
1.3914 |
|
HIGH |
1.3811 |
|
0.618 |
1.3748 |
|
0.500 |
1.3728 |
|
0.382 |
1.3708 |
|
LOW |
1.3645 |
|
0.618 |
1.3542 |
|
1.000 |
1.3479 |
|
1.618 |
1.3376 |
|
2.618 |
1.3210 |
|
4.250 |
1.2940 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3732 |
1.3775 |
| PP |
1.3730 |
1.3761 |
| S1 |
1.3728 |
1.3748 |
|