CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3861 |
1.3925 |
0.0064 |
0.5% |
1.3871 |
| High |
1.3949 |
1.3954 |
0.0005 |
0.0% |
1.3905 |
| Low |
1.3815 |
1.3842 |
0.0027 |
0.2% |
1.3645 |
| Close |
1.3940 |
1.3920 |
-0.0020 |
-0.1% |
1.3859 |
| Range |
0.0134 |
0.0112 |
-0.0022 |
-16.4% |
0.0260 |
| ATR |
0.0184 |
0.0178 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
272,052 |
340,513 |
68,461 |
25.2% |
1,609,339 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4241 |
1.4193 |
1.3982 |
|
| R3 |
1.4129 |
1.4081 |
1.3951 |
|
| R2 |
1.4017 |
1.4017 |
1.3941 |
|
| R1 |
1.3969 |
1.3969 |
1.3930 |
1.3937 |
| PP |
1.3905 |
1.3905 |
1.3905 |
1.3890 |
| S1 |
1.3857 |
1.3857 |
1.3910 |
1.3825 |
| S2 |
1.3793 |
1.3793 |
1.3899 |
|
| S3 |
1.3681 |
1.3745 |
1.3889 |
|
| S4 |
1.3569 |
1.3633 |
1.3858 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4583 |
1.4481 |
1.4002 |
|
| R3 |
1.4323 |
1.4221 |
1.3931 |
|
| R2 |
1.4063 |
1.4063 |
1.3907 |
|
| R1 |
1.3961 |
1.3961 |
1.3883 |
1.3882 |
| PP |
1.3803 |
1.3803 |
1.3803 |
1.3764 |
| S1 |
1.3701 |
1.3701 |
1.3835 |
1.3622 |
| S2 |
1.3543 |
1.3543 |
1.3811 |
|
| S3 |
1.3283 |
1.3441 |
1.3788 |
|
| S4 |
1.3023 |
1.3181 |
1.3716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3954 |
1.3649 |
0.0305 |
2.2% |
0.0156 |
1.1% |
89% |
True |
False |
322,567 |
| 10 |
1.3954 |
1.3573 |
0.0381 |
2.7% |
0.0170 |
1.2% |
91% |
True |
False |
311,031 |
| 20 |
1.3954 |
1.3142 |
0.0812 |
5.8% |
0.0181 |
1.3% |
96% |
True |
False |
321,960 |
| 40 |
1.4511 |
1.3142 |
0.1369 |
9.8% |
0.0182 |
1.3% |
57% |
False |
False |
247,991 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0177 |
1.3% |
55% |
False |
False |
165,605 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0171 |
1.2% |
55% |
False |
False |
124,269 |
| 100 |
1.4610 |
1.3142 |
0.1468 |
10.5% |
0.0161 |
1.2% |
53% |
False |
False |
99,446 |
| 120 |
1.4610 |
1.3142 |
0.1468 |
10.5% |
0.0141 |
1.0% |
53% |
False |
False |
82,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4430 |
|
2.618 |
1.4247 |
|
1.618 |
1.4135 |
|
1.000 |
1.4066 |
|
0.618 |
1.4023 |
|
HIGH |
1.3954 |
|
0.618 |
1.3911 |
|
0.500 |
1.3898 |
|
0.382 |
1.3885 |
|
LOW |
1.3842 |
|
0.618 |
1.3773 |
|
1.000 |
1.3730 |
|
1.618 |
1.3661 |
|
2.618 |
1.3549 |
|
4.250 |
1.3366 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3913 |
1.3889 |
| PP |
1.3905 |
1.3857 |
| S1 |
1.3898 |
1.3826 |
|