CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3616 |
1.3770 |
0.0154 |
1.1% |
1.3365 |
| High |
1.3819 |
1.3800 |
-0.0019 |
-0.1% |
1.3520 |
| Low |
1.3603 |
1.3675 |
0.0072 |
0.5% |
1.3161 |
| Close |
1.3775 |
1.3773 |
-0.0002 |
0.0% |
1.3382 |
| Range |
0.0216 |
0.0125 |
-0.0091 |
-42.1% |
0.0359 |
| ATR |
0.0169 |
0.0165 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
230 |
433 |
203 |
88.3% |
2,387 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4124 |
1.4074 |
1.3842 |
|
| R3 |
1.3999 |
1.3949 |
1.3807 |
|
| R2 |
1.3874 |
1.3874 |
1.3796 |
|
| R1 |
1.3824 |
1.3824 |
1.3784 |
1.3849 |
| PP |
1.3749 |
1.3749 |
1.3749 |
1.3762 |
| S1 |
1.3699 |
1.3699 |
1.3762 |
1.3724 |
| S2 |
1.3624 |
1.3624 |
1.3750 |
|
| S3 |
1.3499 |
1.3574 |
1.3739 |
|
| S4 |
1.3374 |
1.3449 |
1.3704 |
|
|
| 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 |
1.3819 |
1.3367 |
0.0452 |
3.3% |
0.0181 |
1.3% |
90% |
False |
False |
420 |
| 10 |
1.3819 |
1.3161 |
0.0658 |
4.8% |
0.0176 |
1.3% |
93% |
False |
False |
415 |
| 20 |
1.3879 |
1.3161 |
0.0718 |
5.2% |
0.0160 |
1.2% |
85% |
False |
False |
306 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0124 |
0.9% |
47% |
False |
False |
171 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0108 |
0.8% |
47% |
False |
False |
118 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0090 |
0.7% |
47% |
False |
False |
89 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.1% |
0.0074 |
0.5% |
44% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4331 |
|
2.618 |
1.4127 |
|
1.618 |
1.4002 |
|
1.000 |
1.3925 |
|
0.618 |
1.3877 |
|
HIGH |
1.3800 |
|
0.618 |
1.3752 |
|
0.500 |
1.3738 |
|
0.382 |
1.3723 |
|
LOW |
1.3675 |
|
0.618 |
1.3598 |
|
1.000 |
1.3550 |
|
1.618 |
1.3473 |
|
2.618 |
1.3348 |
|
4.250 |
1.3144 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3761 |
1.3745 |
| PP |
1.3749 |
1.3717 |
| S1 |
1.3738 |
1.3689 |
|