CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3907 |
1.3900 |
-0.0007 |
-0.1% |
1.3869 |
| High |
1.3941 |
1.3965 |
0.0024 |
0.2% |
1.3898 |
| Low |
1.3857 |
1.3796 |
-0.0061 |
-0.4% |
1.3648 |
| Close |
1.3918 |
1.3888 |
-0.0030 |
-0.2% |
1.3856 |
| Range |
0.0084 |
0.0169 |
0.0085 |
101.2% |
0.0250 |
| ATR |
0.0157 |
0.0158 |
0.0001 |
0.5% |
0.0000 |
| Volume |
418 |
331 |
-87 |
-20.8% |
2,935 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4390 |
1.4308 |
1.3981 |
|
| R3 |
1.4221 |
1.4139 |
1.3934 |
|
| R2 |
1.4052 |
1.4052 |
1.3919 |
|
| R1 |
1.3970 |
1.3970 |
1.3903 |
1.3927 |
| PP |
1.3883 |
1.3883 |
1.3883 |
1.3861 |
| S1 |
1.3801 |
1.3801 |
1.3873 |
1.3758 |
| S2 |
1.3714 |
1.3714 |
1.3857 |
|
| S3 |
1.3545 |
1.3632 |
1.3842 |
|
| S4 |
1.3376 |
1.3463 |
1.3795 |
|
|
| 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 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0149 |
1.1% |
76% |
True |
False |
401 |
| 10 |
1.3965 |
1.3648 |
0.0317 |
2.3% |
0.0150 |
1.1% |
76% |
True |
False |
490 |
| 20 |
1.3965 |
1.3161 |
0.0804 |
5.8% |
0.0164 |
1.2% |
90% |
True |
False |
435 |
| 40 |
1.4410 |
1.3161 |
0.1249 |
9.0% |
0.0148 |
1.1% |
58% |
False |
False |
281 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.4% |
0.0124 |
0.9% |
55% |
False |
False |
192 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.4% |
0.0104 |
0.8% |
55% |
False |
False |
144 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.0% |
0.0088 |
0.6% |
52% |
False |
False |
116 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.0% |
0.0074 |
0.5% |
52% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4683 |
|
2.618 |
1.4407 |
|
1.618 |
1.4238 |
|
1.000 |
1.4134 |
|
0.618 |
1.4069 |
|
HIGH |
1.3965 |
|
0.618 |
1.3900 |
|
0.500 |
1.3881 |
|
0.382 |
1.3861 |
|
LOW |
1.3796 |
|
0.618 |
1.3692 |
|
1.000 |
1.3627 |
|
1.618 |
1.3523 |
|
2.618 |
1.3354 |
|
4.250 |
1.3078 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3886 |
1.3886 |
| PP |
1.3883 |
1.3883 |
| S1 |
1.3881 |
1.3881 |
|