CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3556 |
1.3531 |
-0.0025 |
-0.2% |
1.3537 |
| High |
1.3666 |
1.3548 |
-0.0118 |
-0.9% |
1.3669 |
| Low |
1.3527 |
1.3397 |
-0.0130 |
-1.0% |
1.3385 |
| Close |
1.3556 |
1.3416 |
-0.0140 |
-1.0% |
1.3416 |
| Range |
0.0139 |
0.0151 |
0.0012 |
8.6% |
0.0284 |
| ATR |
0.0146 |
0.0147 |
0.0001 |
0.6% |
0.0000 |
| Volume |
88 |
50 |
-38 |
-43.2% |
1,224 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3907 |
1.3812 |
1.3499 |
|
| R3 |
1.3756 |
1.3661 |
1.3458 |
|
| R2 |
1.3605 |
1.3605 |
1.3444 |
|
| R1 |
1.3510 |
1.3510 |
1.3430 |
1.3482 |
| PP |
1.3454 |
1.3454 |
1.3454 |
1.3440 |
| S1 |
1.3359 |
1.3359 |
1.3402 |
1.3331 |
| S2 |
1.3303 |
1.3303 |
1.3388 |
|
| S3 |
1.3152 |
1.3208 |
1.3374 |
|
| S4 |
1.3001 |
1.3057 |
1.3333 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4342 |
1.4163 |
1.3572 |
|
| R3 |
1.4058 |
1.3879 |
1.3494 |
|
| R2 |
1.3774 |
1.3774 |
1.3468 |
|
| R1 |
1.3595 |
1.3595 |
1.3442 |
1.3543 |
| PP |
1.3490 |
1.3490 |
1.3490 |
1.3464 |
| S1 |
1.3311 |
1.3311 |
1.3390 |
1.3259 |
| S2 |
1.3206 |
1.3206 |
1.3364 |
|
| S3 |
1.2922 |
1.3027 |
1.3338 |
|
| S4 |
1.2638 |
1.2743 |
1.3260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3669 |
1.3385 |
0.0284 |
2.1% |
0.0146 |
1.1% |
11% |
False |
False |
244 |
| 10 |
1.3784 |
1.3385 |
0.0399 |
3.0% |
0.0145 |
1.1% |
8% |
False |
False |
191 |
| 20 |
1.4210 |
1.3385 |
0.0825 |
6.1% |
0.0138 |
1.0% |
4% |
False |
False |
131 |
| 40 |
1.4472 |
1.3385 |
0.1087 |
8.1% |
0.0106 |
0.8% |
3% |
False |
False |
72 |
| 60 |
1.4472 |
1.3385 |
0.1087 |
8.1% |
0.0089 |
0.7% |
3% |
False |
False |
50 |
| 80 |
1.4472 |
1.3385 |
0.1087 |
8.1% |
0.0071 |
0.5% |
3% |
False |
False |
38 |
| 100 |
1.4556 |
1.3385 |
0.1171 |
8.7% |
0.0059 |
0.4% |
3% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4190 |
|
2.618 |
1.3943 |
|
1.618 |
1.3792 |
|
1.000 |
1.3699 |
|
0.618 |
1.3641 |
|
HIGH |
1.3548 |
|
0.618 |
1.3490 |
|
0.500 |
1.3473 |
|
0.382 |
1.3455 |
|
LOW |
1.3397 |
|
0.618 |
1.3304 |
|
1.000 |
1.3246 |
|
1.618 |
1.3153 |
|
2.618 |
1.3002 |
|
4.250 |
1.2755 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3473 |
1.3533 |
| PP |
1.3454 |
1.3494 |
| S1 |
1.3435 |
1.3455 |
|