CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3896 |
1.4168 |
0.0272 |
2.0% |
1.3824 |
| High |
1.4231 |
1.4180 |
-0.0051 |
-0.4% |
1.4231 |
| Low |
1.3896 |
1.4123 |
0.0227 |
1.6% |
1.3796 |
| Close |
1.4196 |
1.4144 |
-0.0052 |
-0.4% |
1.4144 |
| Range |
0.0335 |
0.0057 |
-0.0278 |
-83.0% |
0.0435 |
| ATR |
0.0171 |
0.0164 |
-0.0007 |
-4.1% |
0.0000 |
| Volume |
792 |
1,680 |
888 |
112.1% |
3,486 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4320 |
1.4289 |
1.4175 |
|
| R3 |
1.4263 |
1.4232 |
1.4160 |
|
| R2 |
1.4206 |
1.4206 |
1.4154 |
|
| R1 |
1.4175 |
1.4175 |
1.4149 |
1.4162 |
| PP |
1.4149 |
1.4149 |
1.4149 |
1.4143 |
| S1 |
1.4118 |
1.4118 |
1.4139 |
1.4105 |
| S2 |
1.4092 |
1.4092 |
1.4134 |
|
| S3 |
1.4035 |
1.4061 |
1.4128 |
|
| S4 |
1.3978 |
1.4004 |
1.4113 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5362 |
1.5188 |
1.4383 |
|
| R3 |
1.4927 |
1.4753 |
1.4264 |
|
| R2 |
1.4492 |
1.4492 |
1.4224 |
|
| R1 |
1.4318 |
1.4318 |
1.4184 |
1.4405 |
| PP |
1.4057 |
1.4057 |
1.4057 |
1.4101 |
| S1 |
1.3883 |
1.3883 |
1.4104 |
1.3970 |
| S2 |
1.3622 |
1.3622 |
1.4064 |
|
| S3 |
1.3187 |
1.3448 |
1.4024 |
|
| S4 |
1.2752 |
1.3013 |
1.3905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4231 |
1.3796 |
0.0435 |
3.1% |
0.0153 |
1.1% |
80% |
False |
False |
697 |
| 10 |
1.4231 |
1.3648 |
0.0583 |
4.1% |
0.0160 |
1.1% |
85% |
False |
False |
642 |
| 20 |
1.4231 |
1.3161 |
0.1070 |
7.6% |
0.0169 |
1.2% |
92% |
False |
False |
552 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.6% |
0.0154 |
1.1% |
92% |
False |
False |
342 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.3% |
0.0127 |
0.9% |
75% |
False |
False |
232 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.3% |
0.0109 |
0.8% |
75% |
False |
False |
175 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.3% |
0.0091 |
0.6% |
75% |
False |
False |
141 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
9.9% |
0.0077 |
0.5% |
70% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4422 |
|
2.618 |
1.4329 |
|
1.618 |
1.4272 |
|
1.000 |
1.4237 |
|
0.618 |
1.4215 |
|
HIGH |
1.4180 |
|
0.618 |
1.4158 |
|
0.500 |
1.4152 |
|
0.382 |
1.4145 |
|
LOW |
1.4123 |
|
0.618 |
1.4088 |
|
1.000 |
1.4066 |
|
1.618 |
1.4031 |
|
2.618 |
1.3974 |
|
4.250 |
1.3881 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4152 |
1.4101 |
| PP |
1.4149 |
1.4057 |
| S1 |
1.4147 |
1.4014 |
|