CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3732 |
1.3745 |
0.0013 |
0.1% |
1.3380 |
| High |
1.3850 |
1.3830 |
-0.0020 |
-0.1% |
1.3880 |
| Low |
1.3721 |
1.3648 |
-0.0073 |
-0.5% |
1.3379 |
| Close |
1.3736 |
1.3760 |
0.0024 |
0.2% |
1.3867 |
| Range |
0.0129 |
0.0182 |
0.0053 |
41.1% |
0.0501 |
| ATR |
0.0163 |
0.0164 |
0.0001 |
0.8% |
0.0000 |
| Volume |
367 |
624 |
257 |
70.0% |
2,242 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4292 |
1.4208 |
1.3860 |
|
| R3 |
1.4110 |
1.4026 |
1.3810 |
|
| R2 |
1.3928 |
1.3928 |
1.3793 |
|
| R1 |
1.3844 |
1.3844 |
1.3777 |
1.3886 |
| PP |
1.3746 |
1.3746 |
1.3746 |
1.3767 |
| S1 |
1.3662 |
1.3662 |
1.3743 |
1.3704 |
| S2 |
1.3564 |
1.3564 |
1.3727 |
|
| S3 |
1.3382 |
1.3480 |
1.3710 |
|
| S4 |
1.3200 |
1.3298 |
1.3660 |
|
|
| 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 |
1.3648 |
0.0250 |
1.8% |
0.0163 |
1.2% |
45% |
False |
True |
618 |
| 10 |
1.3898 |
1.3367 |
0.0531 |
3.9% |
0.0172 |
1.2% |
74% |
False |
False |
519 |
| 20 |
1.3898 |
1.3161 |
0.0737 |
5.4% |
0.0163 |
1.2% |
81% |
False |
False |
428 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0140 |
1.0% |
46% |
False |
False |
247 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0119 |
0.9% |
46% |
False |
False |
169 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0098 |
0.7% |
46% |
False |
False |
127 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.1% |
0.0082 |
0.6% |
43% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4604 |
|
2.618 |
1.4306 |
|
1.618 |
1.4124 |
|
1.000 |
1.4012 |
|
0.618 |
1.3942 |
|
HIGH |
1.3830 |
|
0.618 |
1.3760 |
|
0.500 |
1.3739 |
|
0.382 |
1.3718 |
|
LOW |
1.3648 |
|
0.618 |
1.3536 |
|
1.000 |
1.3466 |
|
1.618 |
1.3354 |
|
2.618 |
1.3172 |
|
4.250 |
1.2875 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3753 |
1.3756 |
| PP |
1.3746 |
1.3753 |
| S1 |
1.3739 |
1.3749 |
|