CME Euro FX (E) Future June 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 |
1.3915 |
1.3889 |
-0.0026 |
-0.2% |
1.3729 |
| High |
1.3915 |
1.3889 |
-0.0026 |
-0.2% |
1.3856 |
| Low |
1.3915 |
1.3889 |
-0.0026 |
-0.2% |
1.3729 |
| Close |
1.3918 |
1.3889 |
-0.0029 |
-0.2% |
1.3856 |
| Range |
|
|
|
|
|
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
10 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3889 |
1.3889 |
1.3889 |
|
| R3 |
1.3889 |
1.3889 |
1.3889 |
|
| R2 |
1.3889 |
1.3889 |
1.3889 |
|
| R1 |
1.3889 |
1.3889 |
1.3889 |
1.3889 |
| PP |
1.3889 |
1.3889 |
1.3889 |
1.3889 |
| S1 |
1.3889 |
1.3889 |
1.3889 |
1.3889 |
| S2 |
1.3889 |
1.3889 |
1.3889 |
|
| S3 |
1.3889 |
1.3889 |
1.3889 |
|
| S4 |
1.3889 |
1.3889 |
1.3889 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4195 |
1.4152 |
1.3926 |
|
| R3 |
1.4068 |
1.4025 |
1.3891 |
|
| R2 |
1.3941 |
1.3941 |
1.3879 |
|
| R1 |
1.3898 |
1.3898 |
1.3868 |
1.3920 |
| PP |
1.3814 |
1.3814 |
1.3814 |
1.3824 |
| S1 |
1.3771 |
1.3771 |
1.3844 |
1.3793 |
| S2 |
1.3687 |
1.3687 |
1.3833 |
|
| S3 |
1.3560 |
1.3644 |
1.3821 |
|
| S4 |
1.3433 |
1.3517 |
1.3786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3936 |
1.3759 |
0.0177 |
1.3% |
0.0000 |
0.0% |
73% |
False |
False |
1 |
| 10 |
1.3936 |
1.3729 |
0.0207 |
1.5% |
0.0000 |
0.0% |
77% |
False |
False |
1 |
| 20 |
1.3936 |
1.3221 |
0.0715 |
5.1% |
0.0000 |
0.0% |
93% |
False |
False |
2 |
| 40 |
1.4331 |
1.3221 |
0.1110 |
8.0% |
0.0003 |
0.0% |
60% |
False |
False |
3 |
| 60 |
1.4458 |
1.3221 |
0.1237 |
8.9% |
0.0005 |
0.0% |
54% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3889 |
|
2.618 |
1.3889 |
|
1.618 |
1.3889 |
|
1.000 |
1.3889 |
|
0.618 |
1.3889 |
|
HIGH |
1.3889 |
|
0.618 |
1.3889 |
|
0.500 |
1.3889 |
|
0.382 |
1.3889 |
|
LOW |
1.3889 |
|
0.618 |
1.3889 |
|
1.000 |
1.3889 |
|
1.618 |
1.3889 |
|
2.618 |
1.3889 |
|
4.250 |
1.3889 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3889 |
1.3913 |
| PP |
1.3889 |
1.3905 |
| S1 |
1.3889 |
1.3897 |
|