CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3770 |
1.3756 |
-0.0014 |
-0.1% |
1.3380 |
| High |
1.3800 |
1.3880 |
0.0080 |
0.6% |
1.3880 |
| Low |
1.3675 |
1.3714 |
0.0039 |
0.3% |
1.3379 |
| Close |
1.3773 |
1.3867 |
0.0094 |
0.7% |
1.3867 |
| Range |
0.0125 |
0.0166 |
0.0041 |
32.8% |
0.0501 |
| ATR |
0.0165 |
0.0165 |
0.0000 |
0.0% |
0.0000 |
| Volume |
433 |
526 |
93 |
21.5% |
2,242 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4318 |
1.4259 |
1.3958 |
|
| R3 |
1.4152 |
1.4093 |
1.3913 |
|
| R2 |
1.3986 |
1.3986 |
1.3897 |
|
| R1 |
1.3927 |
1.3927 |
1.3882 |
1.3957 |
| PP |
1.3820 |
1.3820 |
1.3820 |
1.3835 |
| S1 |
1.3761 |
1.3761 |
1.3852 |
1.3791 |
| S2 |
1.3654 |
1.3654 |
1.3837 |
|
| S3 |
1.3488 |
1.3595 |
1.3821 |
|
| S4 |
1.3322 |
1.3429 |
1.3776 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5212 |
1.5040 |
1.4143 |
|
| R3 |
1.4711 |
1.4539 |
1.4005 |
|
| R2 |
1.4210 |
1.4210 |
1.3959 |
|
| R1 |
1.4038 |
1.4038 |
1.3913 |
1.4124 |
| PP |
1.3709 |
1.3709 |
1.3709 |
1.3752 |
| S1 |
1.3537 |
1.3537 |
1.3821 |
1.3623 |
| S2 |
1.3208 |
1.3208 |
1.3775 |
|
| S3 |
1.2707 |
1.3036 |
1.3729 |
|
| S4 |
1.2206 |
1.2535 |
1.3591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3880 |
1.3379 |
0.0501 |
3.6% |
0.0184 |
1.3% |
97% |
True |
False |
448 |
| 10 |
1.3880 |
1.3161 |
0.0719 |
5.2% |
0.0178 |
1.3% |
98% |
True |
False |
462 |
| 20 |
1.3880 |
1.3161 |
0.0719 |
5.2% |
0.0162 |
1.2% |
98% |
True |
False |
327 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0127 |
0.9% |
54% |
False |
False |
184 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0110 |
0.8% |
54% |
False |
False |
126 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0092 |
0.7% |
54% |
False |
False |
95 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.1% |
0.0076 |
0.5% |
51% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4586 |
|
2.618 |
1.4315 |
|
1.618 |
1.4149 |
|
1.000 |
1.4046 |
|
0.618 |
1.3983 |
|
HIGH |
1.3880 |
|
0.618 |
1.3817 |
|
0.500 |
1.3797 |
|
0.382 |
1.3777 |
|
LOW |
1.3714 |
|
0.618 |
1.3611 |
|
1.000 |
1.3548 |
|
1.618 |
1.3445 |
|
2.618 |
1.3279 |
|
4.250 |
1.3009 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3844 |
1.3825 |
| PP |
1.3820 |
1.3783 |
| S1 |
1.3797 |
1.3742 |
|