CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3531 |
1.3365 |
-0.0166 |
-1.2% |
1.3537 |
| High |
1.3548 |
1.3365 |
-0.0183 |
-1.4% |
1.3669 |
| Low |
1.3397 |
1.3184 |
-0.0213 |
-1.6% |
1.3385 |
| Close |
1.3416 |
1.3218 |
-0.0198 |
-1.5% |
1.3416 |
| Range |
0.0151 |
0.0181 |
0.0030 |
19.9% |
0.0284 |
| ATR |
0.0147 |
0.0153 |
0.0006 |
4.1% |
0.0000 |
| Volume |
50 |
70 |
20 |
40.0% |
1,224 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3799 |
1.3689 |
1.3318 |
|
| R3 |
1.3618 |
1.3508 |
1.3268 |
|
| R2 |
1.3437 |
1.3437 |
1.3251 |
|
| R1 |
1.3327 |
1.3327 |
1.3235 |
1.3292 |
| PP |
1.3256 |
1.3256 |
1.3256 |
1.3238 |
| S1 |
1.3146 |
1.3146 |
1.3201 |
1.3111 |
| S2 |
1.3075 |
1.3075 |
1.3185 |
|
| S3 |
1.2894 |
1.2965 |
1.3168 |
|
| S4 |
1.2713 |
1.2784 |
1.3118 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4342 |
1.4163 |
1.3572 |
|
| R3 |
1.4058 |
1.3879 |
1.3494 |
|
| R2 |
1.3774 |
1.3774 |
1.3468 |
|
| R1 |
1.3595 |
1.3595 |
1.3442 |
1.3543 |
| PP |
1.3490 |
1.3490 |
1.3490 |
1.3464 |
| S1 |
1.3311 |
1.3311 |
1.3390 |
1.3259 |
| S2 |
1.3206 |
1.3206 |
1.3364 |
|
| S3 |
1.2922 |
1.3027 |
1.3338 |
|
| S4 |
1.2638 |
1.2743 |
1.3260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3669 |
1.3184 |
0.0485 |
3.7% |
0.0152 |
1.1% |
7% |
False |
True |
135 |
| 10 |
1.3784 |
1.3184 |
0.0600 |
4.5% |
0.0155 |
1.2% |
6% |
False |
True |
193 |
| 20 |
1.4150 |
1.3184 |
0.0966 |
7.3% |
0.0147 |
1.1% |
4% |
False |
True |
135 |
| 40 |
1.4472 |
1.3184 |
0.1288 |
9.7% |
0.0108 |
0.8% |
3% |
False |
True |
73 |
| 60 |
1.4472 |
1.3184 |
0.1288 |
9.7% |
0.0090 |
0.7% |
3% |
False |
True |
51 |
| 80 |
1.4472 |
1.3184 |
0.1288 |
9.7% |
0.0074 |
0.6% |
3% |
False |
True |
39 |
| 100 |
1.4556 |
1.3184 |
0.1372 |
10.4% |
0.0060 |
0.5% |
2% |
False |
True |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4134 |
|
2.618 |
1.3839 |
|
1.618 |
1.3658 |
|
1.000 |
1.3546 |
|
0.618 |
1.3477 |
|
HIGH |
1.3365 |
|
0.618 |
1.3296 |
|
0.500 |
1.3275 |
|
0.382 |
1.3253 |
|
LOW |
1.3184 |
|
0.618 |
1.3072 |
|
1.000 |
1.3003 |
|
1.618 |
1.2891 |
|
2.618 |
1.2710 |
|
4.250 |
1.2415 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3275 |
1.3425 |
| PP |
1.3256 |
1.3356 |
| S1 |
1.3237 |
1.3287 |
|