CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4143 |
1.3837 |
-0.0306 |
-2.2% |
1.3824 |
| High |
1.4150 |
1.3839 |
-0.0311 |
-2.2% |
1.4231 |
| Low |
1.3824 |
1.3619 |
-0.0205 |
-1.5% |
1.3796 |
| Close |
1.3917 |
1.3708 |
-0.0209 |
-1.5% |
1.4144 |
| Range |
0.0326 |
0.0220 |
-0.0106 |
-32.5% |
0.0435 |
| ATR |
0.0176 |
0.0185 |
0.0009 |
5.0% |
0.0000 |
| Volume |
485 |
927 |
442 |
91.1% |
3,486 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4382 |
1.4265 |
1.3829 |
|
| R3 |
1.4162 |
1.4045 |
1.3769 |
|
| R2 |
1.3942 |
1.3942 |
1.3748 |
|
| R1 |
1.3825 |
1.3825 |
1.3728 |
1.3774 |
| PP |
1.3722 |
1.3722 |
1.3722 |
1.3696 |
| S1 |
1.3605 |
1.3605 |
1.3688 |
1.3554 |
| S2 |
1.3502 |
1.3502 |
1.3668 |
|
| S3 |
1.3282 |
1.3385 |
1.3648 |
|
| S4 |
1.3062 |
1.3165 |
1.3587 |
|
|
| 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 |
1.3619 |
0.0612 |
4.5% |
0.0221 |
1.6% |
15% |
False |
True |
843 |
| 10 |
1.4231 |
1.3619 |
0.0612 |
4.5% |
0.0181 |
1.3% |
15% |
False |
True |
625 |
| 20 |
1.4231 |
1.3240 |
0.0991 |
7.2% |
0.0177 |
1.3% |
47% |
False |
False |
607 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.8% |
0.0163 |
1.2% |
51% |
False |
False |
377 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0131 |
1.0% |
42% |
False |
False |
255 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0114 |
0.8% |
42% |
False |
False |
193 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0096 |
0.7% |
42% |
False |
False |
155 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.2% |
0.0082 |
0.6% |
39% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4774 |
|
2.618 |
1.4415 |
|
1.618 |
1.4195 |
|
1.000 |
1.4059 |
|
0.618 |
1.3975 |
|
HIGH |
1.3839 |
|
0.618 |
1.3755 |
|
0.500 |
1.3729 |
|
0.382 |
1.3703 |
|
LOW |
1.3619 |
|
0.618 |
1.3483 |
|
1.000 |
1.3399 |
|
1.618 |
1.3263 |
|
2.618 |
1.3043 |
|
4.250 |
1.2684 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3729 |
1.3900 |
| PP |
1.3722 |
1.3836 |
| S1 |
1.3715 |
1.3772 |
|