CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3425 |
1.3380 |
-0.0045 |
-0.3% |
1.3365 |
| High |
1.3520 |
1.3680 |
0.0160 |
1.2% |
1.3520 |
| Low |
1.3367 |
1.3379 |
0.0012 |
0.1% |
1.3161 |
| Close |
1.3382 |
1.3652 |
0.0270 |
2.0% |
1.3382 |
| Range |
0.0153 |
0.0301 |
0.0148 |
96.7% |
0.0359 |
| ATR |
0.0159 |
0.0169 |
0.0010 |
6.4% |
0.0000 |
| Volume |
387 |
713 |
326 |
84.2% |
2,387 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4473 |
1.4364 |
1.3818 |
|
| R3 |
1.4172 |
1.4063 |
1.3735 |
|
| R2 |
1.3871 |
1.3871 |
1.3707 |
|
| R1 |
1.3762 |
1.3762 |
1.3680 |
1.3817 |
| PP |
1.3570 |
1.3570 |
1.3570 |
1.3598 |
| S1 |
1.3461 |
1.3461 |
1.3624 |
1.3516 |
| S2 |
1.3269 |
1.3269 |
1.3597 |
|
| S3 |
1.2968 |
1.3160 |
1.3569 |
|
| S4 |
1.2667 |
1.2859 |
1.3486 |
|
|
| 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 |
1.3680 |
1.3161 |
0.0519 |
3.8% |
0.0196 |
1.4% |
95% |
True |
False |
606 |
| 10 |
1.3680 |
1.3161 |
0.0519 |
3.8% |
0.0174 |
1.3% |
95% |
True |
False |
370 |
| 20 |
1.3879 |
1.3161 |
0.0718 |
5.3% |
0.0157 |
1.1% |
68% |
False |
False |
264 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0120 |
0.9% |
37% |
False |
False |
146 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0102 |
0.7% |
37% |
False |
False |
101 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0085 |
0.6% |
37% |
False |
False |
76 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.2% |
0.0070 |
0.5% |
35% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4959 |
|
2.618 |
1.4468 |
|
1.618 |
1.4167 |
|
1.000 |
1.3981 |
|
0.618 |
1.3866 |
|
HIGH |
1.3680 |
|
0.618 |
1.3565 |
|
0.500 |
1.3530 |
|
0.382 |
1.3494 |
|
LOW |
1.3379 |
|
0.618 |
1.3193 |
|
1.000 |
1.3078 |
|
1.618 |
1.2892 |
|
2.618 |
1.2591 |
|
4.250 |
1.2100 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3611 |
1.3588 |
| PP |
1.3570 |
1.3524 |
| S1 |
1.3530 |
1.3460 |
|