CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3756 |
1.3869 |
0.0113 |
0.8% |
1.3380 |
| High |
1.3880 |
1.3898 |
0.0018 |
0.1% |
1.3880 |
| Low |
1.3714 |
1.3712 |
-0.0002 |
0.0% |
1.3379 |
| Close |
1.3867 |
1.3731 |
-0.0136 |
-1.0% |
1.3867 |
| Range |
0.0166 |
0.0186 |
0.0020 |
12.0% |
0.0501 |
| ATR |
0.0165 |
0.0167 |
0.0001 |
0.9% |
0.0000 |
| Volume |
526 |
932 |
406 |
77.2% |
2,242 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4338 |
1.4221 |
1.3833 |
|
| R3 |
1.4152 |
1.4035 |
1.3782 |
|
| R2 |
1.3966 |
1.3966 |
1.3765 |
|
| R1 |
1.3849 |
1.3849 |
1.3748 |
1.3815 |
| PP |
1.3780 |
1.3780 |
1.3780 |
1.3763 |
| S1 |
1.3663 |
1.3663 |
1.3714 |
1.3629 |
| S2 |
1.3594 |
1.3594 |
1.3697 |
|
| S3 |
1.3408 |
1.3477 |
1.3680 |
|
| S4 |
1.3222 |
1.3291 |
1.3629 |
|
|
| 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 |
1.3898 |
1.3558 |
0.0340 |
2.5% |
0.0161 |
1.2% |
51% |
True |
False |
492 |
| 10 |
1.3898 |
1.3161 |
0.0737 |
5.4% |
0.0178 |
1.3% |
77% |
True |
False |
549 |
| 20 |
1.3898 |
1.3161 |
0.0737 |
5.4% |
0.0167 |
1.2% |
77% |
True |
False |
371 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0131 |
1.0% |
43% |
False |
False |
207 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0113 |
0.8% |
43% |
False |
False |
142 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0094 |
0.7% |
43% |
False |
False |
107 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.2% |
0.0078 |
0.6% |
41% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4689 |
|
2.618 |
1.4385 |
|
1.618 |
1.4199 |
|
1.000 |
1.4084 |
|
0.618 |
1.4013 |
|
HIGH |
1.3898 |
|
0.618 |
1.3827 |
|
0.500 |
1.3805 |
|
0.382 |
1.3783 |
|
LOW |
1.3712 |
|
0.618 |
1.3597 |
|
1.000 |
1.3526 |
|
1.618 |
1.3411 |
|
2.618 |
1.3225 |
|
4.250 |
1.2922 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3805 |
1.3787 |
| PP |
1.3780 |
1.3768 |
| S1 |
1.3756 |
1.3750 |
|