CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3621 |
1.3616 |
-0.0005 |
0.0% |
1.3365 |
| High |
1.3668 |
1.3819 |
0.0151 |
1.1% |
1.3520 |
| Low |
1.3558 |
1.3603 |
0.0045 |
0.3% |
1.3161 |
| Close |
1.3651 |
1.3775 |
0.0124 |
0.9% |
1.3382 |
| Range |
0.0110 |
0.0216 |
0.0106 |
96.4% |
0.0359 |
| ATR |
0.0165 |
0.0169 |
0.0004 |
2.2% |
0.0000 |
| Volume |
340 |
230 |
-110 |
-32.4% |
2,387 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4380 |
1.4294 |
1.3894 |
|
| R3 |
1.4164 |
1.4078 |
1.3834 |
|
| R2 |
1.3948 |
1.3948 |
1.3815 |
|
| R1 |
1.3862 |
1.3862 |
1.3795 |
1.3905 |
| PP |
1.3732 |
1.3732 |
1.3732 |
1.3754 |
| S1 |
1.3646 |
1.3646 |
1.3755 |
1.3689 |
| S2 |
1.3516 |
1.3516 |
1.3735 |
|
| S3 |
1.3300 |
1.3430 |
1.3716 |
|
| S4 |
1.3084 |
1.3214 |
1.3656 |
|
|
| 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 |
1.3819 |
1.3240 |
0.0579 |
4.2% |
0.0198 |
1.4% |
92% |
True |
False |
591 |
| 10 |
1.3819 |
1.3161 |
0.0658 |
4.8% |
0.0178 |
1.3% |
93% |
True |
False |
380 |
| 20 |
1.3879 |
1.3161 |
0.0718 |
5.2% |
0.0158 |
1.1% |
86% |
False |
False |
286 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0123 |
0.9% |
47% |
False |
False |
161 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0107 |
0.8% |
47% |
False |
False |
110 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0088 |
0.6% |
47% |
False |
False |
84 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.1% |
0.0073 |
0.5% |
44% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4737 |
|
2.618 |
1.4384 |
|
1.618 |
1.4168 |
|
1.000 |
1.4035 |
|
0.618 |
1.3952 |
|
HIGH |
1.3819 |
|
0.618 |
1.3736 |
|
0.500 |
1.3711 |
|
0.382 |
1.3686 |
|
LOW |
1.3603 |
|
0.618 |
1.3470 |
|
1.000 |
1.3387 |
|
1.618 |
1.3254 |
|
2.618 |
1.3038 |
|
4.250 |
1.2685 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3754 |
1.3716 |
| PP |
1.3732 |
1.3658 |
| S1 |
1.3711 |
1.3599 |
|