CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3891 |
1.4175 |
0.0284 |
2.0% |
1.3861 |
| High |
1.4241 |
1.4195 |
-0.0046 |
-0.3% |
1.4241 |
| Low |
1.3858 |
1.4126 |
0.0268 |
1.9% |
1.3792 |
| Close |
1.4201 |
1.4148 |
-0.0053 |
-0.4% |
1.4148 |
| Range |
0.0383 |
0.0069 |
-0.0314 |
-82.0% |
0.0449 |
| ATR |
0.0193 |
0.0185 |
-0.0008 |
-4.4% |
0.0000 |
| Volume |
413,401 |
226,202 |
-187,199 |
-45.3% |
1,601,093 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4363 |
1.4325 |
1.4186 |
|
| R3 |
1.4294 |
1.4256 |
1.4167 |
|
| R2 |
1.4225 |
1.4225 |
1.4161 |
|
| R1 |
1.4187 |
1.4187 |
1.4154 |
1.4172 |
| PP |
1.4156 |
1.4156 |
1.4156 |
1.4149 |
| S1 |
1.4118 |
1.4118 |
1.4142 |
1.4103 |
| S2 |
1.4087 |
1.4087 |
1.4135 |
|
| S3 |
1.4018 |
1.4049 |
1.4129 |
|
| S4 |
1.3949 |
1.3980 |
1.4110 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5407 |
1.5227 |
1.4395 |
|
| R3 |
1.4958 |
1.4778 |
1.4271 |
|
| R2 |
1.4509 |
1.4509 |
1.4230 |
|
| R1 |
1.4329 |
1.4329 |
1.4189 |
1.4419 |
| PP |
1.4060 |
1.4060 |
1.4060 |
1.4106 |
| S1 |
1.3880 |
1.3880 |
1.4107 |
1.3970 |
| S2 |
1.3611 |
1.3611 |
1.4066 |
|
| S3 |
1.3162 |
1.3431 |
1.4025 |
|
| S4 |
1.2713 |
1.2982 |
1.3901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4241 |
1.3792 |
0.0449 |
3.2% |
0.0175 |
1.2% |
79% |
False |
False |
320,218 |
| 10 |
1.4241 |
1.3645 |
0.0596 |
4.2% |
0.0176 |
1.2% |
84% |
False |
False |
321,043 |
| 20 |
1.4241 |
1.3142 |
0.1099 |
7.8% |
0.0185 |
1.3% |
92% |
False |
False |
326,754 |
| 40 |
1.4277 |
1.3142 |
0.1135 |
8.0% |
0.0188 |
1.3% |
89% |
False |
False |
272,481 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.0% |
0.0178 |
1.3% |
71% |
False |
False |
182,043 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.0% |
0.0173 |
1.2% |
71% |
False |
False |
136,620 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.0% |
0.0166 |
1.2% |
71% |
False |
False |
109,331 |
| 120 |
1.4610 |
1.3142 |
0.1468 |
10.4% |
0.0144 |
1.0% |
69% |
False |
False |
91,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4488 |
|
2.618 |
1.4376 |
|
1.618 |
1.4307 |
|
1.000 |
1.4264 |
|
0.618 |
1.4238 |
|
HIGH |
1.4195 |
|
0.618 |
1.4169 |
|
0.500 |
1.4161 |
|
0.382 |
1.4152 |
|
LOW |
1.4126 |
|
0.618 |
1.4083 |
|
1.000 |
1.4057 |
|
1.618 |
1.4014 |
|
2.618 |
1.3945 |
|
4.250 |
1.3833 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4161 |
1.4104 |
| PP |
1.4156 |
1.4060 |
| S1 |
1.4152 |
1.4017 |
|