CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3900 |
1.3896 |
-0.0004 |
0.0% |
1.3869 |
| High |
1.3965 |
1.4231 |
0.0266 |
1.9% |
1.3898 |
| Low |
1.3796 |
1.3896 |
0.0100 |
0.7% |
1.3648 |
| Close |
1.3888 |
1.4196 |
0.0308 |
2.2% |
1.3856 |
| Range |
0.0169 |
0.0335 |
0.0166 |
98.2% |
0.0250 |
| ATR |
0.0158 |
0.0171 |
0.0013 |
8.3% |
0.0000 |
| Volume |
331 |
792 |
461 |
139.3% |
2,935 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5113 |
1.4989 |
1.4380 |
|
| R3 |
1.4778 |
1.4654 |
1.4288 |
|
| R2 |
1.4443 |
1.4443 |
1.4257 |
|
| R1 |
1.4319 |
1.4319 |
1.4227 |
1.4381 |
| PP |
1.4108 |
1.4108 |
1.4108 |
1.4139 |
| S1 |
1.3984 |
1.3984 |
1.4165 |
1.4046 |
| S2 |
1.3773 |
1.3773 |
1.4135 |
|
| S3 |
1.3438 |
1.3649 |
1.4104 |
|
| S4 |
1.3103 |
1.3314 |
1.4012 |
|
|
| 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 |
1.4231 |
1.3700 |
0.0531 |
3.7% |
0.0180 |
1.3% |
93% |
True |
False |
435 |
| 10 |
1.4231 |
1.3648 |
0.0583 |
4.1% |
0.0171 |
1.2% |
94% |
True |
False |
526 |
| 20 |
1.4231 |
1.3161 |
0.1070 |
7.5% |
0.0174 |
1.2% |
97% |
True |
False |
471 |
| 40 |
1.4309 |
1.3161 |
0.1148 |
8.1% |
0.0154 |
1.1% |
90% |
False |
False |
300 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.2% |
0.0129 |
0.9% |
79% |
False |
False |
204 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.2% |
0.0108 |
0.8% |
79% |
False |
False |
154 |
| 100 |
1.4553 |
1.3161 |
0.1392 |
9.8% |
0.0091 |
0.6% |
74% |
False |
False |
124 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
9.8% |
0.0076 |
0.5% |
74% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5655 |
|
2.618 |
1.5108 |
|
1.618 |
1.4773 |
|
1.000 |
1.4566 |
|
0.618 |
1.4438 |
|
HIGH |
1.4231 |
|
0.618 |
1.4103 |
|
0.500 |
1.4064 |
|
0.382 |
1.4024 |
|
LOW |
1.3896 |
|
0.618 |
1.3689 |
|
1.000 |
1.3561 |
|
1.618 |
1.3354 |
|
2.618 |
1.3019 |
|
4.250 |
1.2472 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4152 |
1.4135 |
| PP |
1.4108 |
1.4074 |
| S1 |
1.4064 |
1.4014 |
|