CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3925 |
1.3904 |
-0.0021 |
-0.2% |
1.3871 |
| High |
1.3954 |
1.3970 |
0.0016 |
0.1% |
1.3905 |
| Low |
1.3842 |
1.3792 |
-0.0050 |
-0.4% |
1.3645 |
| Close |
1.3920 |
1.3890 |
-0.0030 |
-0.2% |
1.3859 |
| Range |
0.0112 |
0.0178 |
0.0066 |
58.9% |
0.0260 |
| ATR |
0.0178 |
0.0178 |
0.0000 |
0.0% |
0.0000 |
| Volume |
340,513 |
348,925 |
8,412 |
2.5% |
1,609,339 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4418 |
1.4332 |
1.3988 |
|
| R3 |
1.4240 |
1.4154 |
1.3939 |
|
| R2 |
1.4062 |
1.4062 |
1.3923 |
|
| R1 |
1.3976 |
1.3976 |
1.3906 |
1.3930 |
| PP |
1.3884 |
1.3884 |
1.3884 |
1.3861 |
| S1 |
1.3798 |
1.3798 |
1.3874 |
1.3752 |
| S2 |
1.3706 |
1.3706 |
1.3857 |
|
| S3 |
1.3528 |
1.3620 |
1.3841 |
|
| S4 |
1.3350 |
1.3442 |
1.3792 |
|
|
| 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 |
1.3970 |
1.3649 |
0.0321 |
2.3% |
0.0162 |
1.2% |
75% |
True |
False |
334,629 |
| 10 |
1.3970 |
1.3645 |
0.0325 |
2.3% |
0.0162 |
1.2% |
75% |
True |
False |
314,647 |
| 20 |
1.3970 |
1.3142 |
0.0828 |
6.0% |
0.0182 |
1.3% |
90% |
True |
False |
324,307 |
| 40 |
1.4439 |
1.3142 |
0.1297 |
9.3% |
0.0183 |
1.3% |
58% |
False |
False |
256,675 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0178 |
1.3% |
53% |
False |
False |
171,400 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0172 |
1.2% |
53% |
False |
False |
128,628 |
| 100 |
1.4610 |
1.3142 |
0.1468 |
10.6% |
0.0163 |
1.2% |
51% |
False |
False |
102,935 |
| 120 |
1.4610 |
1.3142 |
0.1468 |
10.6% |
0.0141 |
1.0% |
51% |
False |
False |
85,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4727 |
|
2.618 |
1.4436 |
|
1.618 |
1.4258 |
|
1.000 |
1.4148 |
|
0.618 |
1.4080 |
|
HIGH |
1.3970 |
|
0.618 |
1.3902 |
|
0.500 |
1.3881 |
|
0.382 |
1.3860 |
|
LOW |
1.3792 |
|
0.618 |
1.3682 |
|
1.000 |
1.3614 |
|
1.618 |
1.3504 |
|
2.618 |
1.3326 |
|
4.250 |
1.3036 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3887 |
1.3887 |
| PP |
1.3884 |
1.3884 |
| S1 |
1.3881 |
1.3881 |
|