CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3755 |
1.3732 |
-0.0023 |
-0.2% |
1.3380 |
| High |
1.3803 |
1.3850 |
0.0047 |
0.3% |
1.3880 |
| Low |
1.3652 |
1.3721 |
0.0069 |
0.5% |
1.3379 |
| Close |
1.3731 |
1.3736 |
0.0005 |
0.0% |
1.3867 |
| Range |
0.0151 |
0.0129 |
-0.0022 |
-14.6% |
0.0501 |
| ATR |
0.0166 |
0.0163 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
642 |
367 |
-275 |
-42.8% |
2,242 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4156 |
1.4075 |
1.3807 |
|
| R3 |
1.4027 |
1.3946 |
1.3771 |
|
| R2 |
1.3898 |
1.3898 |
1.3760 |
|
| R1 |
1.3817 |
1.3817 |
1.3748 |
1.3858 |
| PP |
1.3769 |
1.3769 |
1.3769 |
1.3789 |
| S1 |
1.3688 |
1.3688 |
1.3724 |
1.3729 |
| S2 |
1.3640 |
1.3640 |
1.3712 |
|
| S3 |
1.3511 |
1.3559 |
1.3701 |
|
| S4 |
1.3382 |
1.3430 |
1.3665 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5212 |
1.5040 |
1.4143 |
|
| R3 |
1.4711 |
1.4539 |
1.4005 |
|
| R2 |
1.4210 |
1.4210 |
1.3959 |
|
| R1 |
1.4038 |
1.4038 |
1.3913 |
1.4124 |
| PP |
1.3709 |
1.3709 |
1.3709 |
1.3752 |
| S1 |
1.3537 |
1.3537 |
1.3821 |
1.3623 |
| S2 |
1.3208 |
1.3208 |
1.3775 |
|
| S3 |
1.2707 |
1.3036 |
1.3729 |
|
| S4 |
1.2206 |
1.2535 |
1.3591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3898 |
1.3652 |
0.0246 |
1.8% |
0.0151 |
1.1% |
34% |
False |
False |
580 |
| 10 |
1.3898 |
1.3240 |
0.0658 |
4.8% |
0.0175 |
1.3% |
75% |
False |
False |
585 |
| 20 |
1.3898 |
1.3161 |
0.0737 |
5.4% |
0.0163 |
1.2% |
78% |
False |
False |
407 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0136 |
1.0% |
44% |
False |
False |
232 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0118 |
0.9% |
44% |
False |
False |
159 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0095 |
0.7% |
44% |
False |
False |
120 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.2% |
0.0080 |
0.6% |
41% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4398 |
|
2.618 |
1.4188 |
|
1.618 |
1.4059 |
|
1.000 |
1.3979 |
|
0.618 |
1.3930 |
|
HIGH |
1.3850 |
|
0.618 |
1.3801 |
|
0.500 |
1.3786 |
|
0.382 |
1.3770 |
|
LOW |
1.3721 |
|
0.618 |
1.3641 |
|
1.000 |
1.3592 |
|
1.618 |
1.3512 |
|
2.618 |
1.3383 |
|
4.250 |
1.3173 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3786 |
1.3775 |
| PP |
1.3769 |
1.3762 |
| S1 |
1.3753 |
1.3749 |
|