CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3837 |
1.3701 |
-0.0136 |
-1.0% |
1.3824 |
| High |
1.3839 |
1.3824 |
-0.0015 |
-0.1% |
1.4231 |
| Low |
1.3619 |
1.3637 |
0.0018 |
0.1% |
1.3796 |
| Close |
1.3708 |
1.3758 |
0.0050 |
0.4% |
1.4144 |
| Range |
0.0220 |
0.0187 |
-0.0033 |
-15.0% |
0.0435 |
| ATR |
0.0185 |
0.0185 |
0.0000 |
0.1% |
0.0000 |
| Volume |
927 |
1,543 |
616 |
66.5% |
3,486 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4301 |
1.4216 |
1.3861 |
|
| R3 |
1.4114 |
1.4029 |
1.3809 |
|
| R2 |
1.3927 |
1.3927 |
1.3792 |
|
| R1 |
1.3842 |
1.3842 |
1.3775 |
1.3885 |
| PP |
1.3740 |
1.3740 |
1.3740 |
1.3761 |
| S1 |
1.3655 |
1.3655 |
1.3741 |
1.3698 |
| S2 |
1.3553 |
1.3553 |
1.3724 |
|
| S3 |
1.3366 |
1.3468 |
1.3707 |
|
| S4 |
1.3179 |
1.3281 |
1.3655 |
|
|
| 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 |
1.3619 |
0.0612 |
4.4% |
0.0225 |
1.6% |
23% |
False |
False |
1,085 |
| 10 |
1.4231 |
1.3619 |
0.0612 |
4.4% |
0.0187 |
1.4% |
23% |
False |
False |
743 |
| 20 |
1.4231 |
1.3240 |
0.0991 |
7.2% |
0.0181 |
1.3% |
52% |
False |
False |
664 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.8% |
0.0167 |
1.2% |
56% |
False |
False |
415 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0132 |
1.0% |
46% |
False |
False |
280 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0116 |
0.8% |
46% |
False |
False |
212 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0098 |
0.7% |
46% |
False |
False |
170 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.1% |
0.0083 |
0.6% |
43% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4619 |
|
2.618 |
1.4314 |
|
1.618 |
1.4127 |
|
1.000 |
1.4011 |
|
0.618 |
1.3940 |
|
HIGH |
1.3824 |
|
0.618 |
1.3753 |
|
0.500 |
1.3731 |
|
0.382 |
1.3708 |
|
LOW |
1.3637 |
|
0.618 |
1.3521 |
|
1.000 |
1.3450 |
|
1.618 |
1.3334 |
|
2.618 |
1.3147 |
|
4.250 |
1.2842 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3749 |
1.3885 |
| PP |
1.3740 |
1.3842 |
| S1 |
1.3731 |
1.3800 |
|