CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3365 |
1.3177 |
-0.0188 |
-1.4% |
1.3537 |
| High |
1.3365 |
1.3366 |
0.0001 |
0.0% |
1.3669 |
| Low |
1.3184 |
1.3161 |
-0.0023 |
-0.2% |
1.3385 |
| Close |
1.3218 |
1.3239 |
0.0021 |
0.2% |
1.3416 |
| Range |
0.0181 |
0.0205 |
0.0024 |
13.3% |
0.0284 |
| ATR |
0.0153 |
0.0157 |
0.0004 |
2.4% |
0.0000 |
| Volume |
70 |
246 |
176 |
251.4% |
1,224 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3870 |
1.3760 |
1.3352 |
|
| R3 |
1.3665 |
1.3555 |
1.3295 |
|
| R2 |
1.3460 |
1.3460 |
1.3277 |
|
| R1 |
1.3350 |
1.3350 |
1.3258 |
1.3405 |
| PP |
1.3255 |
1.3255 |
1.3255 |
1.3283 |
| S1 |
1.3145 |
1.3145 |
1.3220 |
1.3200 |
| S2 |
1.3050 |
1.3050 |
1.3201 |
|
| S3 |
1.2845 |
1.2940 |
1.3183 |
|
| S4 |
1.2640 |
1.2735 |
1.3126 |
|
|
| 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 |
1.3161 |
0.0508 |
3.8% |
0.0161 |
1.2% |
15% |
False |
True |
171 |
| 10 |
1.3784 |
1.3161 |
0.0623 |
4.7% |
0.0162 |
1.2% |
13% |
False |
True |
215 |
| 20 |
1.4075 |
1.3161 |
0.0914 |
6.9% |
0.0149 |
1.1% |
9% |
False |
True |
146 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.9% |
0.0108 |
0.8% |
6% |
False |
True |
79 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.9% |
0.0093 |
0.7% |
6% |
False |
True |
55 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.9% |
0.0076 |
0.6% |
6% |
False |
True |
42 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.5% |
0.0062 |
0.5% |
6% |
False |
True |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4237 |
|
2.618 |
1.3903 |
|
1.618 |
1.3698 |
|
1.000 |
1.3571 |
|
0.618 |
1.3493 |
|
HIGH |
1.3366 |
|
0.618 |
1.3288 |
|
0.500 |
1.3264 |
|
0.382 |
1.3239 |
|
LOW |
1.3161 |
|
0.618 |
1.3034 |
|
1.000 |
1.2956 |
|
1.618 |
1.2829 |
|
2.618 |
1.2624 |
|
4.250 |
1.2290 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3264 |
1.3355 |
| PP |
1.3255 |
1.3316 |
| S1 |
1.3247 |
1.3278 |
|