CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3701 |
1.3702 |
0.0001 |
0.0% |
1.3824 |
| High |
1.3824 |
1.3855 |
0.0031 |
0.2% |
1.4231 |
| Low |
1.3637 |
1.3664 |
0.0027 |
0.2% |
1.3796 |
| Close |
1.3758 |
1.3832 |
0.0074 |
0.5% |
1.4144 |
| Range |
0.0187 |
0.0191 |
0.0004 |
2.1% |
0.0435 |
| ATR |
0.0185 |
0.0185 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,543 |
422 |
-1,121 |
-72.7% |
3,486 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4357 |
1.4285 |
1.3937 |
|
| R3 |
1.4166 |
1.4094 |
1.3885 |
|
| R2 |
1.3975 |
1.3975 |
1.3867 |
|
| R1 |
1.3903 |
1.3903 |
1.3850 |
1.3939 |
| PP |
1.3784 |
1.3784 |
1.3784 |
1.3802 |
| S1 |
1.3712 |
1.3712 |
1.3814 |
1.3748 |
| S2 |
1.3593 |
1.3593 |
1.3797 |
|
| S3 |
1.3402 |
1.3521 |
1.3779 |
|
| S4 |
1.3211 |
1.3330 |
1.3727 |
|
|
| 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 |
1.4180 |
1.3619 |
0.0561 |
4.1% |
0.0196 |
1.4% |
38% |
False |
False |
1,011 |
| 10 |
1.4231 |
1.3619 |
0.0612 |
4.4% |
0.0188 |
1.4% |
35% |
False |
False |
723 |
| 20 |
1.4231 |
1.3367 |
0.0864 |
6.2% |
0.0180 |
1.3% |
54% |
False |
False |
621 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.7% |
0.0168 |
1.2% |
63% |
False |
False |
423 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0133 |
1.0% |
51% |
False |
False |
286 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0117 |
0.8% |
51% |
False |
False |
217 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0100 |
0.7% |
51% |
False |
False |
174 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.1% |
0.0084 |
0.6% |
48% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4667 |
|
2.618 |
1.4355 |
|
1.618 |
1.4164 |
|
1.000 |
1.4046 |
|
0.618 |
1.3973 |
|
HIGH |
1.3855 |
|
0.618 |
1.3782 |
|
0.500 |
1.3760 |
|
0.382 |
1.3737 |
|
LOW |
1.3664 |
|
0.618 |
1.3546 |
|
1.000 |
1.3473 |
|
1.618 |
1.3355 |
|
2.618 |
1.3164 |
|
4.250 |
1.2852 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3808 |
1.3800 |
| PP |
1.3784 |
1.3769 |
| S1 |
1.3760 |
1.3737 |
|