CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4376 |
1.4259 |
-0.0117 |
-0.8% |
1.4490 |
| High |
1.4378 |
1.4287 |
-0.0091 |
-0.6% |
1.4553 |
| Low |
1.4224 |
1.4180 |
-0.0044 |
-0.3% |
1.4180 |
| Close |
1.4270 |
1.4184 |
-0.0086 |
-0.6% |
1.4184 |
| Range |
0.0154 |
0.0107 |
-0.0047 |
-30.5% |
0.0373 |
| ATR |
0.0162 |
0.0158 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
285,216 |
255,500 |
-29,716 |
-10.4% |
1,190,195 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4538 |
1.4468 |
1.4243 |
|
| R3 |
1.4431 |
1.4361 |
1.4213 |
|
| R2 |
1.4324 |
1.4324 |
1.4204 |
|
| R1 |
1.4254 |
1.4254 |
1.4194 |
1.4236 |
| PP |
1.4217 |
1.4217 |
1.4217 |
1.4208 |
| S1 |
1.4147 |
1.4147 |
1.4174 |
1.4129 |
| S2 |
1.4110 |
1.4110 |
1.4164 |
|
| S3 |
1.4003 |
1.4040 |
1.4155 |
|
| S4 |
1.3896 |
1.3933 |
1.4125 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5425 |
1.5177 |
1.4389 |
|
| R3 |
1.5052 |
1.4804 |
1.4287 |
|
| R2 |
1.4679 |
1.4679 |
1.4252 |
|
| R1 |
1.4431 |
1.4431 |
1.4218 |
1.4369 |
| PP |
1.4306 |
1.4306 |
1.4306 |
1.4274 |
| S1 |
1.4058 |
1.4058 |
1.4150 |
1.3996 |
| S2 |
1.3933 |
1.3933 |
1.4116 |
|
| S3 |
1.3560 |
1.3685 |
1.4081 |
|
| S4 |
1.3187 |
1.3312 |
1.3979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4553 |
1.4180 |
0.0373 |
2.6% |
0.0123 |
0.9% |
1% |
False |
True |
238,039 |
| 10 |
1.4553 |
1.4180 |
0.0373 |
2.6% |
0.0128 |
0.9% |
1% |
False |
True |
256,868 |
| 20 |
1.4553 |
1.4098 |
0.0455 |
3.2% |
0.0163 |
1.1% |
19% |
False |
False |
312,765 |
| 40 |
1.4553 |
1.3811 |
0.0742 |
5.2% |
0.0174 |
1.2% |
50% |
False |
False |
342,878 |
| 60 |
1.4553 |
1.3811 |
0.0742 |
5.2% |
0.0170 |
1.2% |
50% |
False |
False |
326,488 |
| 80 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0165 |
1.2% |
44% |
False |
False |
249,779 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0165 |
1.2% |
35% |
False |
False |
199,965 |
| 120 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0155 |
1.1% |
35% |
False |
False |
166,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4742 |
|
2.618 |
1.4567 |
|
1.618 |
1.4460 |
|
1.000 |
1.4394 |
|
0.618 |
1.4353 |
|
HIGH |
1.4287 |
|
0.618 |
1.4246 |
|
0.500 |
1.4234 |
|
0.382 |
1.4221 |
|
LOW |
1.4180 |
|
0.618 |
1.4114 |
|
1.000 |
1.4073 |
|
1.618 |
1.4007 |
|
2.618 |
1.3900 |
|
4.250 |
1.3725 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4234 |
1.4323 |
| PP |
1.4217 |
1.4277 |
| S1 |
1.4201 |
1.4230 |
|