CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3380 |
1.3621 |
0.0241 |
1.8% |
1.3365 |
| High |
1.3680 |
1.3668 |
-0.0012 |
-0.1% |
1.3520 |
| Low |
1.3379 |
1.3558 |
0.0179 |
1.3% |
1.3161 |
| Close |
1.3652 |
1.3651 |
-0.0001 |
0.0% |
1.3382 |
| Range |
0.0301 |
0.0110 |
-0.0191 |
-63.5% |
0.0359 |
| ATR |
0.0169 |
0.0165 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
713 |
340 |
-373 |
-52.3% |
2,387 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3956 |
1.3913 |
1.3712 |
|
| R3 |
1.3846 |
1.3803 |
1.3681 |
|
| R2 |
1.3736 |
1.3736 |
1.3671 |
|
| R1 |
1.3693 |
1.3693 |
1.3661 |
1.3715 |
| PP |
1.3626 |
1.3626 |
1.3626 |
1.3636 |
| S1 |
1.3583 |
1.3583 |
1.3641 |
1.3605 |
| S2 |
1.3516 |
1.3516 |
1.3631 |
|
| S3 |
1.3406 |
1.3473 |
1.3621 |
|
| S4 |
1.3296 |
1.3363 |
1.3591 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4431 |
1.4266 |
1.3579 |
|
| R3 |
1.4072 |
1.3907 |
1.3481 |
|
| R2 |
1.3713 |
1.3713 |
1.3448 |
|
| R1 |
1.3548 |
1.3548 |
1.3415 |
1.3631 |
| PP |
1.3354 |
1.3354 |
1.3354 |
1.3396 |
| S1 |
1.3189 |
1.3189 |
1.3349 |
1.3272 |
| S2 |
1.2995 |
1.2995 |
1.3316 |
|
| S3 |
1.2636 |
1.2830 |
1.3283 |
|
| S4 |
1.2277 |
1.2471 |
1.3185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3680 |
1.3240 |
0.0440 |
3.2% |
0.0177 |
1.3% |
93% |
False |
False |
624 |
| 10 |
1.3680 |
1.3161 |
0.0519 |
3.8% |
0.0169 |
1.2% |
94% |
False |
False |
398 |
| 20 |
1.3879 |
1.3161 |
0.0718 |
5.3% |
0.0155 |
1.1% |
68% |
False |
False |
278 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0120 |
0.9% |
37% |
False |
False |
155 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0104 |
0.8% |
37% |
False |
False |
107 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0086 |
0.6% |
37% |
False |
False |
81 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.2% |
0.0071 |
0.5% |
35% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4136 |
|
2.618 |
1.3956 |
|
1.618 |
1.3846 |
|
1.000 |
1.3778 |
|
0.618 |
1.3736 |
|
HIGH |
1.3668 |
|
0.618 |
1.3626 |
|
0.500 |
1.3613 |
|
0.382 |
1.3600 |
|
LOW |
1.3558 |
|
0.618 |
1.3490 |
|
1.000 |
1.3448 |
|
1.618 |
1.3380 |
|
2.618 |
1.3270 |
|
4.250 |
1.3091 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3638 |
1.3609 |
| PP |
1.3626 |
1.3566 |
| S1 |
1.3613 |
1.3524 |
|