CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3745 |
1.3765 |
0.0020 |
0.1% |
1.3869 |
| High |
1.3830 |
1.3888 |
0.0058 |
0.4% |
1.3898 |
| Low |
1.3648 |
1.3700 |
0.0052 |
0.4% |
1.3648 |
| Close |
1.3760 |
1.3856 |
0.0096 |
0.7% |
1.3856 |
| Range |
0.0182 |
0.0188 |
0.0006 |
3.3% |
0.0250 |
| ATR |
0.0164 |
0.0166 |
0.0002 |
1.0% |
0.0000 |
| Volume |
624 |
370 |
-254 |
-40.7% |
2,935 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4379 |
1.4305 |
1.3959 |
|
| R3 |
1.4191 |
1.4117 |
1.3908 |
|
| R2 |
1.4003 |
1.4003 |
1.3890 |
|
| R1 |
1.3929 |
1.3929 |
1.3873 |
1.3966 |
| PP |
1.3815 |
1.3815 |
1.3815 |
1.3833 |
| S1 |
1.3741 |
1.3741 |
1.3839 |
1.3778 |
| S2 |
1.3627 |
1.3627 |
1.3822 |
|
| S3 |
1.3439 |
1.3553 |
1.3804 |
|
| S4 |
1.3251 |
1.3365 |
1.3753 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4551 |
1.4453 |
1.3994 |
|
| R3 |
1.4301 |
1.4203 |
1.3925 |
|
| R2 |
1.4051 |
1.4051 |
1.3902 |
|
| R1 |
1.3953 |
1.3953 |
1.3879 |
1.3877 |
| PP |
1.3801 |
1.3801 |
1.3801 |
1.3763 |
| S1 |
1.3703 |
1.3703 |
1.3833 |
1.3627 |
| S2 |
1.3551 |
1.3551 |
1.3810 |
|
| S3 |
1.3301 |
1.3453 |
1.3787 |
|
| S4 |
1.3051 |
1.3203 |
1.3719 |
|
|
| 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% |
0.0167 |
1.2% |
83% |
False |
False |
587 |
| 10 |
1.3898 |
1.3379 |
0.0519 |
3.7% |
0.0175 |
1.3% |
92% |
False |
False |
517 |
| 20 |
1.3898 |
1.3161 |
0.0737 |
5.3% |
0.0167 |
1.2% |
94% |
False |
False |
439 |
| 40 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0142 |
1.0% |
53% |
False |
False |
256 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0122 |
0.9% |
53% |
False |
False |
175 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0100 |
0.7% |
53% |
False |
False |
132 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.1% |
0.0084 |
0.6% |
50% |
False |
False |
106 |
| 120 |
1.4796 |
1.3161 |
0.1635 |
11.8% |
0.0071 |
0.5% |
43% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4687 |
|
2.618 |
1.4380 |
|
1.618 |
1.4192 |
|
1.000 |
1.4076 |
|
0.618 |
1.4004 |
|
HIGH |
1.3888 |
|
0.618 |
1.3816 |
|
0.500 |
1.3794 |
|
0.382 |
1.3772 |
|
LOW |
1.3700 |
|
0.618 |
1.3584 |
|
1.000 |
1.3512 |
|
1.618 |
1.3396 |
|
2.618 |
1.3208 |
|
4.250 |
1.2901 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3835 |
1.3827 |
| PP |
1.3815 |
1.3797 |
| S1 |
1.3794 |
1.3768 |
|