CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3329 |
1.3425 |
0.0096 |
0.7% |
1.3365 |
| High |
1.3450 |
1.3520 |
0.0070 |
0.5% |
1.3520 |
| Low |
1.3240 |
1.3367 |
0.0127 |
1.0% |
1.3161 |
| Close |
1.3417 |
1.3382 |
-0.0035 |
-0.3% |
1.3382 |
| Range |
0.0210 |
0.0153 |
-0.0057 |
-27.1% |
0.0359 |
| ATR |
0.0159 |
0.0159 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,287 |
387 |
-900 |
-69.9% |
2,387 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3882 |
1.3785 |
1.3466 |
|
| R3 |
1.3729 |
1.3632 |
1.3424 |
|
| R2 |
1.3576 |
1.3576 |
1.3410 |
|
| R1 |
1.3479 |
1.3479 |
1.3396 |
1.3451 |
| PP |
1.3423 |
1.3423 |
1.3423 |
1.3409 |
| S1 |
1.3326 |
1.3326 |
1.3368 |
1.3298 |
| S2 |
1.3270 |
1.3270 |
1.3354 |
|
| S3 |
1.3117 |
1.3173 |
1.3340 |
|
| S4 |
1.2964 |
1.3020 |
1.3298 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4431 |
1.4266 |
1.3579 |
|
| R3 |
1.4072 |
1.3907 |
1.3481 |
|
| R2 |
1.3713 |
1.3713 |
1.3448 |
|
| R1 |
1.3548 |
1.3548 |
1.3415 |
1.3631 |
| PP |
1.3354 |
1.3354 |
1.3354 |
1.3396 |
| S1 |
1.3189 |
1.3189 |
1.3349 |
1.3272 |
| S2 |
1.2995 |
1.2995 |
1.3316 |
|
| S3 |
1.2636 |
1.2830 |
1.3283 |
|
| S4 |
1.2277 |
1.2471 |
1.3185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3520 |
1.3161 |
0.0359 |
2.7% |
0.0172 |
1.3% |
62% |
True |
False |
477 |
| 10 |
1.3669 |
1.3161 |
0.0508 |
3.8% |
0.0159 |
1.2% |
44% |
False |
False |
361 |
| 20 |
1.3879 |
1.3161 |
0.0718 |
5.4% |
0.0152 |
1.1% |
31% |
False |
False |
243 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0113 |
0.8% |
17% |
False |
False |
129 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0098 |
0.7% |
17% |
False |
False |
89 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0081 |
0.6% |
17% |
False |
False |
68 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.4% |
0.0067 |
0.5% |
16% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4170 |
|
2.618 |
1.3921 |
|
1.618 |
1.3768 |
|
1.000 |
1.3673 |
|
0.618 |
1.3615 |
|
HIGH |
1.3520 |
|
0.618 |
1.3462 |
|
0.500 |
1.3444 |
|
0.382 |
1.3425 |
|
LOW |
1.3367 |
|
0.618 |
1.3272 |
|
1.000 |
1.3214 |
|
1.618 |
1.3119 |
|
2.618 |
1.2966 |
|
4.250 |
1.2717 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3444 |
1.3381 |
| PP |
1.3423 |
1.3381 |
| S1 |
1.3403 |
1.3380 |
|