CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3320 |
1.3329 |
0.0009 |
0.1% |
1.3537 |
| High |
1.3380 |
1.3450 |
0.0070 |
0.5% |
1.3669 |
| Low |
1.3269 |
1.3240 |
-0.0029 |
-0.2% |
1.3385 |
| Close |
1.3354 |
1.3417 |
0.0063 |
0.5% |
1.3416 |
| Range |
0.0111 |
0.0210 |
0.0099 |
89.2% |
0.0284 |
| ATR |
0.0155 |
0.0159 |
0.0004 |
2.5% |
0.0000 |
| Volume |
397 |
1,287 |
890 |
224.2% |
1,224 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3999 |
1.3918 |
1.3533 |
|
| R3 |
1.3789 |
1.3708 |
1.3475 |
|
| R2 |
1.3579 |
1.3579 |
1.3456 |
|
| R1 |
1.3498 |
1.3498 |
1.3436 |
1.3539 |
| PP |
1.3369 |
1.3369 |
1.3369 |
1.3389 |
| S1 |
1.3288 |
1.3288 |
1.3398 |
1.3329 |
| S2 |
1.3159 |
1.3159 |
1.3379 |
|
| S3 |
1.2949 |
1.3078 |
1.3359 |
|
| S4 |
1.2739 |
1.2868 |
1.3302 |
|
|
| 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 |
1.3548 |
1.3161 |
0.0387 |
2.9% |
0.0172 |
1.3% |
66% |
False |
False |
410 |
| 10 |
1.3669 |
1.3161 |
0.0508 |
3.8% |
0.0155 |
1.2% |
50% |
False |
False |
337 |
| 20 |
1.3888 |
1.3161 |
0.0727 |
5.4% |
0.0156 |
1.2% |
35% |
False |
False |
225 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0109 |
0.8% |
20% |
False |
False |
119 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0096 |
0.7% |
20% |
False |
False |
83 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0080 |
0.6% |
20% |
False |
False |
63 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.4% |
0.0065 |
0.5% |
18% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4343 |
|
2.618 |
1.4000 |
|
1.618 |
1.3790 |
|
1.000 |
1.3660 |
|
0.618 |
1.3580 |
|
HIGH |
1.3450 |
|
0.618 |
1.3370 |
|
0.500 |
1.3345 |
|
0.382 |
1.3320 |
|
LOW |
1.3240 |
|
0.618 |
1.3110 |
|
1.000 |
1.3030 |
|
1.618 |
1.2900 |
|
2.618 |
1.2690 |
|
4.250 |
1.2348 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3393 |
1.3380 |
| PP |
1.3369 |
1.3343 |
| S1 |
1.3345 |
1.3306 |
|