CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4175 |
1.4146 |
-0.0029 |
-0.2% |
1.3861 |
| High |
1.4195 |
1.4166 |
-0.0029 |
-0.2% |
1.4241 |
| Low |
1.4126 |
1.3822 |
-0.0304 |
-2.2% |
1.3792 |
| Close |
1.4148 |
1.3920 |
-0.0228 |
-1.6% |
1.4148 |
| Range |
0.0069 |
0.0344 |
0.0275 |
398.6% |
0.0449 |
| ATR |
0.0185 |
0.0196 |
0.0011 |
6.2% |
0.0000 |
| Volume |
226,202 |
341,297 |
115,095 |
50.9% |
1,601,093 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5001 |
1.4805 |
1.4109 |
|
| R3 |
1.4657 |
1.4461 |
1.4015 |
|
| R2 |
1.4313 |
1.4313 |
1.3983 |
|
| R1 |
1.4117 |
1.4117 |
1.3952 |
1.4043 |
| PP |
1.3969 |
1.3969 |
1.3969 |
1.3933 |
| S1 |
1.3773 |
1.3773 |
1.3888 |
1.3699 |
| S2 |
1.3625 |
1.3625 |
1.3857 |
|
| S3 |
1.3281 |
1.3429 |
1.3825 |
|
| S4 |
1.2937 |
1.3085 |
1.3731 |
|
|
| 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% |
0.0217 |
1.6% |
29% |
False |
False |
334,067 |
| 10 |
1.4241 |
1.3645 |
0.0596 |
4.3% |
0.0192 |
1.4% |
46% |
False |
False |
327,364 |
| 20 |
1.4241 |
1.3142 |
0.1099 |
7.9% |
0.0192 |
1.4% |
71% |
False |
False |
325,144 |
| 40 |
1.4277 |
1.3142 |
0.1135 |
8.2% |
0.0194 |
1.4% |
69% |
False |
False |
280,914 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0180 |
1.3% |
55% |
False |
False |
187,719 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0176 |
1.3% |
55% |
False |
False |
140,885 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.2% |
0.0168 |
1.2% |
55% |
False |
False |
112,744 |
| 120 |
1.4610 |
1.3142 |
0.1468 |
10.5% |
0.0147 |
1.1% |
53% |
False |
False |
93,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5628 |
|
2.618 |
1.5067 |
|
1.618 |
1.4723 |
|
1.000 |
1.4510 |
|
0.618 |
1.4379 |
|
HIGH |
1.4166 |
|
0.618 |
1.4035 |
|
0.500 |
1.3994 |
|
0.382 |
1.3953 |
|
LOW |
1.3822 |
|
0.618 |
1.3609 |
|
1.000 |
1.3478 |
|
1.618 |
1.3265 |
|
2.618 |
1.2921 |
|
4.250 |
1.2360 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3994 |
1.4032 |
| PP |
1.3969 |
1.3994 |
| S1 |
1.3945 |
1.3957 |
|