CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3177 |
1.3320 |
0.0143 |
1.1% |
1.3537 |
| High |
1.3366 |
1.3380 |
0.0014 |
0.1% |
1.3669 |
| Low |
1.3161 |
1.3269 |
0.0108 |
0.8% |
1.3385 |
| Close |
1.3239 |
1.3354 |
0.0115 |
0.9% |
1.3416 |
| Range |
0.0205 |
0.0111 |
-0.0094 |
-45.9% |
0.0284 |
| ATR |
0.0157 |
0.0155 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
246 |
397 |
151 |
61.4% |
1,224 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3667 |
1.3622 |
1.3415 |
|
| R3 |
1.3556 |
1.3511 |
1.3385 |
|
| R2 |
1.3445 |
1.3445 |
1.3374 |
|
| R1 |
1.3400 |
1.3400 |
1.3364 |
1.3423 |
| PP |
1.3334 |
1.3334 |
1.3334 |
1.3346 |
| S1 |
1.3289 |
1.3289 |
1.3344 |
1.3312 |
| S2 |
1.3223 |
1.3223 |
1.3334 |
|
| S3 |
1.3112 |
1.3178 |
1.3323 |
|
| S4 |
1.3001 |
1.3067 |
1.3293 |
|
|
| 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 |
1.3666 |
1.3161 |
0.0505 |
3.8% |
0.0157 |
1.2% |
38% |
False |
False |
170 |
| 10 |
1.3669 |
1.3161 |
0.0508 |
3.8% |
0.0151 |
1.1% |
38% |
False |
False |
228 |
| 20 |
1.4055 |
1.3161 |
0.0894 |
6.7% |
0.0154 |
1.2% |
22% |
False |
False |
166 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0108 |
0.8% |
15% |
False |
False |
88 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0094 |
0.7% |
15% |
False |
False |
61 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0078 |
0.6% |
15% |
False |
False |
47 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.4% |
0.0064 |
0.5% |
14% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3852 |
|
2.618 |
1.3671 |
|
1.618 |
1.3560 |
|
1.000 |
1.3491 |
|
0.618 |
1.3449 |
|
HIGH |
1.3380 |
|
0.618 |
1.3338 |
|
0.500 |
1.3325 |
|
0.382 |
1.3311 |
|
LOW |
1.3269 |
|
0.618 |
1.3200 |
|
1.000 |
1.3158 |
|
1.618 |
1.3089 |
|
2.618 |
1.2978 |
|
4.250 |
1.2797 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3344 |
1.3326 |
| PP |
1.3334 |
1.3298 |
| S1 |
1.3325 |
1.3271 |
|