CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3765 |
1.3824 |
0.0059 |
0.4% |
1.3869 |
| High |
1.3888 |
1.3941 |
0.0053 |
0.4% |
1.3898 |
| Low |
1.3700 |
1.3819 |
0.0119 |
0.9% |
1.3648 |
| Close |
1.3856 |
1.3937 |
0.0081 |
0.6% |
1.3856 |
| Range |
0.0188 |
0.0122 |
-0.0066 |
-35.1% |
0.0250 |
| ATR |
0.0166 |
0.0163 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
370 |
265 |
-105 |
-28.4% |
2,935 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4265 |
1.4223 |
1.4004 |
|
| R3 |
1.4143 |
1.4101 |
1.3971 |
|
| R2 |
1.4021 |
1.4021 |
1.3959 |
|
| R1 |
1.3979 |
1.3979 |
1.3948 |
1.4000 |
| PP |
1.3899 |
1.3899 |
1.3899 |
1.3910 |
| S1 |
1.3857 |
1.3857 |
1.3926 |
1.3878 |
| S2 |
1.3777 |
1.3777 |
1.3915 |
|
| S3 |
1.3655 |
1.3735 |
1.3903 |
|
| S4 |
1.3533 |
1.3613 |
1.3870 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4551 |
1.4453 |
1.3994 |
|
| R3 |
1.4301 |
1.4203 |
1.3925 |
|
| R2 |
1.4051 |
1.4051 |
1.3902 |
|
| R1 |
1.3953 |
1.3953 |
1.3879 |
1.3877 |
| PP |
1.3801 |
1.3801 |
1.3801 |
1.3763 |
| S1 |
1.3703 |
1.3703 |
1.3833 |
1.3627 |
| S2 |
1.3551 |
1.3551 |
1.3810 |
|
| S3 |
1.3301 |
1.3453 |
1.3787 |
|
| S4 |
1.3051 |
1.3203 |
1.3719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3941 |
1.3648 |
0.0293 |
2.1% |
0.0154 |
1.1% |
99% |
True |
False |
453 |
| 10 |
1.3941 |
1.3558 |
0.0383 |
2.7% |
0.0158 |
1.1% |
99% |
True |
False |
472 |
| 20 |
1.3941 |
1.3161 |
0.0780 |
5.6% |
0.0166 |
1.2% |
99% |
True |
False |
421 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.4% |
0.0144 |
1.0% |
59% |
False |
False |
262 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.4% |
0.0123 |
0.9% |
59% |
False |
False |
179 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.4% |
0.0101 |
0.7% |
59% |
False |
False |
135 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.0% |
0.0085 |
0.6% |
56% |
False |
False |
109 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.0% |
0.0072 |
0.5% |
56% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4460 |
|
2.618 |
1.4260 |
|
1.618 |
1.4138 |
|
1.000 |
1.4063 |
|
0.618 |
1.4016 |
|
HIGH |
1.3941 |
|
0.618 |
1.3894 |
|
0.500 |
1.3880 |
|
0.382 |
1.3866 |
|
LOW |
1.3819 |
|
0.618 |
1.3744 |
|
1.000 |
1.3697 |
|
1.618 |
1.3622 |
|
2.618 |
1.3500 |
|
4.250 |
1.3301 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3918 |
1.3890 |
| PP |
1.3899 |
1.3842 |
| S1 |
1.3880 |
1.3795 |
|