CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4168 |
1.4143 |
-0.0025 |
-0.2% |
1.3824 |
| High |
1.4180 |
1.4150 |
-0.0030 |
-0.2% |
1.4231 |
| Low |
1.4123 |
1.3824 |
-0.0299 |
-2.1% |
1.3796 |
| Close |
1.4144 |
1.3917 |
-0.0227 |
-1.6% |
1.4144 |
| Range |
0.0057 |
0.0326 |
0.0269 |
471.9% |
0.0435 |
| ATR |
0.0164 |
0.0176 |
0.0012 |
7.0% |
0.0000 |
| Volume |
1,680 |
485 |
-1,195 |
-71.1% |
3,486 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4942 |
1.4755 |
1.4096 |
|
| R3 |
1.4616 |
1.4429 |
1.4007 |
|
| R2 |
1.4290 |
1.4290 |
1.3977 |
|
| R1 |
1.4103 |
1.4103 |
1.3947 |
1.4034 |
| PP |
1.3964 |
1.3964 |
1.3964 |
1.3929 |
| S1 |
1.3777 |
1.3777 |
1.3887 |
1.3708 |
| S2 |
1.3638 |
1.3638 |
1.3857 |
|
| S3 |
1.3312 |
1.3451 |
1.3827 |
|
| S4 |
1.2986 |
1.3125 |
1.3738 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5362 |
1.5188 |
1.4383 |
|
| R3 |
1.4927 |
1.4753 |
1.4264 |
|
| R2 |
1.4492 |
1.4492 |
1.4224 |
|
| R1 |
1.4318 |
1.4318 |
1.4184 |
1.4405 |
| PP |
1.4057 |
1.4057 |
1.4057 |
1.4101 |
| S1 |
1.3883 |
1.3883 |
1.4104 |
1.3970 |
| S2 |
1.3622 |
1.3622 |
1.4064 |
|
| S3 |
1.3187 |
1.3448 |
1.4024 |
|
| S4 |
1.2752 |
1.3013 |
1.3905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4231 |
1.3796 |
0.0435 |
3.1% |
0.0194 |
1.4% |
28% |
False |
False |
741 |
| 10 |
1.4231 |
1.3648 |
0.0583 |
4.2% |
0.0174 |
1.3% |
46% |
False |
False |
597 |
| 20 |
1.4231 |
1.3161 |
0.1070 |
7.7% |
0.0176 |
1.3% |
71% |
False |
False |
573 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.7% |
0.0162 |
1.2% |
71% |
False |
False |
354 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.4% |
0.0131 |
0.9% |
58% |
False |
False |
240 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.4% |
0.0111 |
0.8% |
58% |
False |
False |
181 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.4% |
0.0094 |
0.7% |
58% |
False |
False |
146 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.0% |
0.0080 |
0.6% |
54% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5536 |
|
2.618 |
1.5003 |
|
1.618 |
1.4677 |
|
1.000 |
1.4476 |
|
0.618 |
1.4351 |
|
HIGH |
1.4150 |
|
0.618 |
1.4025 |
|
0.500 |
1.3987 |
|
0.382 |
1.3949 |
|
LOW |
1.3824 |
|
0.618 |
1.3623 |
|
1.000 |
1.3498 |
|
1.618 |
1.3297 |
|
2.618 |
1.2971 |
|
4.250 |
1.2439 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3987 |
1.4028 |
| PP |
1.3964 |
1.3991 |
| S1 |
1.3940 |
1.3954 |
|