CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3869 |
1.3755 |
-0.0114 |
-0.8% |
1.3380 |
| High |
1.3898 |
1.3803 |
-0.0095 |
-0.7% |
1.3880 |
| Low |
1.3712 |
1.3652 |
-0.0060 |
-0.4% |
1.3379 |
| Close |
1.3731 |
1.3731 |
0.0000 |
0.0% |
1.3867 |
| Range |
0.0186 |
0.0151 |
-0.0035 |
-18.8% |
0.0501 |
| ATR |
0.0167 |
0.0166 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
932 |
642 |
-290 |
-31.1% |
2,242 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4182 |
1.4107 |
1.3814 |
|
| R3 |
1.4031 |
1.3956 |
1.3773 |
|
| R2 |
1.3880 |
1.3880 |
1.3759 |
|
| R1 |
1.3805 |
1.3805 |
1.3745 |
1.3767 |
| PP |
1.3729 |
1.3729 |
1.3729 |
1.3710 |
| S1 |
1.3654 |
1.3654 |
1.3717 |
1.3616 |
| S2 |
1.3578 |
1.3578 |
1.3703 |
|
| S3 |
1.3427 |
1.3503 |
1.3689 |
|
| S4 |
1.3276 |
1.3352 |
1.3648 |
|
|
| 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 |
1.3603 |
0.0295 |
2.1% |
0.0169 |
1.2% |
43% |
False |
False |
552 |
| 10 |
1.3898 |
1.3240 |
0.0658 |
4.8% |
0.0173 |
1.3% |
75% |
False |
False |
588 |
| 20 |
1.3898 |
1.3161 |
0.0737 |
5.4% |
0.0168 |
1.2% |
77% |
False |
False |
401 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0135 |
1.0% |
43% |
False |
False |
223 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0116 |
0.8% |
43% |
False |
False |
152 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0096 |
0.7% |
43% |
False |
False |
115 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.2% |
0.0079 |
0.6% |
41% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4445 |
|
2.618 |
1.4198 |
|
1.618 |
1.4047 |
|
1.000 |
1.3954 |
|
0.618 |
1.3896 |
|
HIGH |
1.3803 |
|
0.618 |
1.3745 |
|
0.500 |
1.3728 |
|
0.382 |
1.3710 |
|
LOW |
1.3652 |
|
0.618 |
1.3559 |
|
1.000 |
1.3501 |
|
1.618 |
1.3408 |
|
2.618 |
1.3257 |
|
4.250 |
1.3010 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3730 |
1.3775 |
| PP |
1.3729 |
1.3760 |
| S1 |
1.3728 |
1.3746 |
|