CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3382 |
1.3627 |
0.0245 |
1.8% |
1.3353 |
| High |
1.3690 |
1.3676 |
-0.0014 |
-0.1% |
1.3518 |
| Low |
1.3371 |
1.3557 |
0.0186 |
1.4% |
1.3142 |
| Close |
1.3654 |
1.3653 |
-0.0001 |
0.0% |
1.3381 |
| Range |
0.0319 |
0.0119 |
-0.0200 |
-62.7% |
0.0376 |
| ATR |
0.0199 |
0.0193 |
-0.0006 |
-2.9% |
0.0000 |
| Volume |
252,973 |
281,363 |
28,390 |
11.2% |
1,901,919 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3986 |
1.3938 |
1.3718 |
|
| R3 |
1.3867 |
1.3819 |
1.3686 |
|
| R2 |
1.3748 |
1.3748 |
1.3675 |
|
| R1 |
1.3700 |
1.3700 |
1.3664 |
1.3724 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3641 |
| S1 |
1.3581 |
1.3581 |
1.3642 |
1.3605 |
| S2 |
1.3510 |
1.3510 |
1.3631 |
|
| S3 |
1.3391 |
1.3462 |
1.3620 |
|
| S4 |
1.3272 |
1.3343 |
1.3588 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4475 |
1.4304 |
1.3588 |
|
| R3 |
1.4099 |
1.3928 |
1.3484 |
|
| R2 |
1.3723 |
1.3723 |
1.3450 |
|
| R1 |
1.3552 |
1.3552 |
1.3415 |
1.3638 |
| PP |
1.3347 |
1.3347 |
1.3347 |
1.3390 |
| S1 |
1.3176 |
1.3176 |
1.3347 |
1.3262 |
| S2 |
1.2971 |
1.2971 |
1.3312 |
|
| S3 |
1.2595 |
1.2800 |
1.3278 |
|
| S4 |
1.2219 |
1.2424 |
1.3174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3690 |
1.3235 |
0.0455 |
3.3% |
0.0187 |
1.4% |
92% |
False |
False |
331,491 |
| 10 |
1.3690 |
1.3142 |
0.0548 |
4.0% |
0.0192 |
1.4% |
93% |
False |
False |
332,890 |
| 20 |
1.3925 |
1.3142 |
0.0783 |
5.7% |
0.0187 |
1.4% |
65% |
False |
False |
325,807 |
| 40 |
1.4558 |
1.3142 |
0.1416 |
10.4% |
0.0174 |
1.3% |
36% |
False |
False |
170,456 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.4% |
0.0174 |
1.3% |
36% |
False |
False |
113,811 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.4% |
0.0166 |
1.2% |
36% |
False |
False |
85,414 |
| 100 |
1.4610 |
1.3142 |
0.1468 |
10.8% |
0.0148 |
1.1% |
35% |
False |
False |
68,344 |
| 120 |
1.4735 |
1.3142 |
0.1593 |
11.7% |
0.0131 |
1.0% |
32% |
False |
False |
56,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4182 |
|
2.618 |
1.3988 |
|
1.618 |
1.3869 |
|
1.000 |
1.3795 |
|
0.618 |
1.3750 |
|
HIGH |
1.3676 |
|
0.618 |
1.3631 |
|
0.500 |
1.3617 |
|
0.382 |
1.3602 |
|
LOW |
1.3557 |
|
0.618 |
1.3483 |
|
1.000 |
1.3438 |
|
1.618 |
1.3364 |
|
2.618 |
1.3245 |
|
4.250 |
1.3051 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3641 |
1.3609 |
| PP |
1.3629 |
1.3565 |
| S1 |
1.3617 |
1.3522 |
|