CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3824 |
1.3907 |
0.0083 |
0.6% |
1.3869 |
| High |
1.3941 |
1.3941 |
0.0000 |
0.0% |
1.3898 |
| Low |
1.3819 |
1.3857 |
0.0038 |
0.3% |
1.3648 |
| Close |
1.3937 |
1.3918 |
-0.0019 |
-0.1% |
1.3856 |
| Range |
0.0122 |
0.0084 |
-0.0038 |
-31.1% |
0.0250 |
| ATR |
0.0163 |
0.0157 |
-0.0006 |
-3.5% |
0.0000 |
| Volume |
265 |
418 |
153 |
57.7% |
2,935 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4157 |
1.4122 |
1.3964 |
|
| R3 |
1.4073 |
1.4038 |
1.3941 |
|
| R2 |
1.3989 |
1.3989 |
1.3933 |
|
| R1 |
1.3954 |
1.3954 |
1.3926 |
1.3972 |
| PP |
1.3905 |
1.3905 |
1.3905 |
1.3914 |
| S1 |
1.3870 |
1.3870 |
1.3910 |
1.3888 |
| S2 |
1.3821 |
1.3821 |
1.3903 |
|
| S3 |
1.3737 |
1.3786 |
1.3895 |
|
| S4 |
1.3653 |
1.3702 |
1.3872 |
|
|
| 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 |
1.3941 |
1.3648 |
0.0293 |
2.1% |
0.0141 |
1.0% |
92% |
True |
False |
408 |
| 10 |
1.3941 |
1.3603 |
0.0338 |
2.4% |
0.0155 |
1.1% |
93% |
True |
False |
480 |
| 20 |
1.3941 |
1.3161 |
0.0780 |
5.6% |
0.0162 |
1.2% |
97% |
True |
False |
439 |
| 40 |
1.4458 |
1.3161 |
0.1297 |
9.3% |
0.0146 |
1.1% |
58% |
False |
False |
273 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.4% |
0.0122 |
0.9% |
58% |
False |
False |
186 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.4% |
0.0102 |
0.7% |
58% |
False |
False |
140 |
| 100 |
1.4556 |
1.3161 |
0.1395 |
10.0% |
0.0086 |
0.6% |
54% |
False |
False |
113 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.0% |
0.0072 |
0.5% |
54% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4298 |
|
2.618 |
1.4161 |
|
1.618 |
1.4077 |
|
1.000 |
1.4025 |
|
0.618 |
1.3993 |
|
HIGH |
1.3941 |
|
0.618 |
1.3909 |
|
0.500 |
1.3899 |
|
0.382 |
1.3889 |
|
LOW |
1.3857 |
|
0.618 |
1.3805 |
|
1.000 |
1.3773 |
|
1.618 |
1.3721 |
|
2.618 |
1.3637 |
|
4.250 |
1.3500 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3912 |
1.3886 |
| PP |
1.3905 |
1.3853 |
| S1 |
1.3899 |
1.3821 |
|