CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3728 |
1.3727 |
-0.0001 |
0.0% |
1.3382 |
| High |
1.3811 |
1.3862 |
0.0051 |
0.4% |
1.3885 |
| Low |
1.3645 |
1.3717 |
0.0072 |
0.5% |
1.3371 |
| Close |
1.3734 |
1.3739 |
0.0005 |
0.0% |
1.3870 |
| Range |
0.0166 |
0.0145 |
-0.0021 |
-12.7% |
0.0514 |
| ATR |
0.0189 |
0.0186 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
330,988 |
288,615 |
-42,373 |
-12.8% |
1,422,742 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4208 |
1.4118 |
1.3819 |
|
| R3 |
1.4063 |
1.3973 |
1.3779 |
|
| R2 |
1.3918 |
1.3918 |
1.3766 |
|
| R1 |
1.3828 |
1.3828 |
1.3752 |
1.3873 |
| PP |
1.3773 |
1.3773 |
1.3773 |
1.3795 |
| S1 |
1.3683 |
1.3683 |
1.3726 |
1.3728 |
| S2 |
1.3628 |
1.3628 |
1.3712 |
|
| S3 |
1.3483 |
1.3538 |
1.3699 |
|
| S4 |
1.3338 |
1.3393 |
1.3659 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5251 |
1.5074 |
1.4153 |
|
| R3 |
1.4737 |
1.4560 |
1.4011 |
|
| R2 |
1.4223 |
1.4223 |
1.3964 |
|
| R1 |
1.4046 |
1.4046 |
1.3917 |
1.4135 |
| PP |
1.3709 |
1.3709 |
1.3709 |
1.3753 |
| S1 |
1.3532 |
1.3532 |
1.3823 |
1.3621 |
| S2 |
1.3195 |
1.3195 |
1.3776 |
|
| S3 |
1.2681 |
1.3018 |
1.3729 |
|
| S4 |
1.2167 |
1.2504 |
1.3587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3905 |
1.3645 |
0.0260 |
1.9% |
0.0162 |
1.2% |
36% |
False |
False |
294,666 |
| 10 |
1.3905 |
1.3235 |
0.0670 |
4.9% |
0.0188 |
1.4% |
75% |
False |
False |
309,055 |
| 20 |
1.3905 |
1.3142 |
0.0763 |
5.6% |
0.0186 |
1.4% |
78% |
False |
False |
333,653 |
| 40 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0179 |
1.3% |
42% |
False |
False |
215,015 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0179 |
1.3% |
42% |
False |
False |
143,561 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0169 |
1.2% |
42% |
False |
False |
107,723 |
| 100 |
1.4610 |
1.3142 |
0.1468 |
10.7% |
0.0156 |
1.1% |
41% |
False |
False |
86,204 |
| 120 |
1.4735 |
1.3142 |
0.1593 |
11.6% |
0.0139 |
1.0% |
37% |
False |
False |
71,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4478 |
|
2.618 |
1.4242 |
|
1.618 |
1.4097 |
|
1.000 |
1.4007 |
|
0.618 |
1.3952 |
|
HIGH |
1.3862 |
|
0.618 |
1.3807 |
|
0.500 |
1.3790 |
|
0.382 |
1.3772 |
|
LOW |
1.3717 |
|
0.618 |
1.3627 |
|
1.000 |
1.3572 |
|
1.618 |
1.3482 |
|
2.618 |
1.3337 |
|
4.250 |
1.3101 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3790 |
1.3775 |
| PP |
1.3773 |
1.3763 |
| S1 |
1.3756 |
1.3751 |
|