CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4259 |
1.4162 |
-0.0097 |
-0.7% |
1.4490 |
| High |
1.4287 |
1.4283 |
-0.0004 |
0.0% |
1.4553 |
| Low |
1.4180 |
1.3969 |
-0.0211 |
-1.5% |
1.4180 |
| Close |
1.4184 |
1.3986 |
-0.0198 |
-1.4% |
1.4184 |
| Range |
0.0107 |
0.0314 |
0.0207 |
193.5% |
0.0373 |
| ATR |
0.0158 |
0.0169 |
0.0011 |
7.1% |
0.0000 |
| Volume |
255,500 |
0 |
-255,500 |
-100.0% |
1,190,195 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5021 |
1.4818 |
1.4159 |
|
| R3 |
1.4707 |
1.4504 |
1.4072 |
|
| R2 |
1.4393 |
1.4393 |
1.4044 |
|
| R1 |
1.4190 |
1.4190 |
1.4015 |
1.4135 |
| PP |
1.4079 |
1.4079 |
1.4079 |
1.4052 |
| S1 |
1.3876 |
1.3876 |
1.3957 |
1.3821 |
| S2 |
1.3765 |
1.3765 |
1.3928 |
|
| S3 |
1.3451 |
1.3562 |
1.3900 |
|
| S4 |
1.3137 |
1.3248 |
1.3813 |
|
|
| 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 |
1.4530 |
1.3969 |
0.0561 |
4.0% |
0.0167 |
1.2% |
3% |
False |
True |
205,373 |
| 10 |
1.4553 |
1.3969 |
0.0584 |
4.2% |
0.0151 |
1.1% |
3% |
False |
True |
238,692 |
| 20 |
1.4553 |
1.3969 |
0.0584 |
4.2% |
0.0165 |
1.2% |
3% |
False |
True |
289,463 |
| 40 |
1.4553 |
1.3811 |
0.0742 |
5.3% |
0.0176 |
1.3% |
24% |
False |
False |
332,559 |
| 60 |
1.4553 |
1.3811 |
0.0742 |
5.3% |
0.0171 |
1.2% |
24% |
False |
False |
321,154 |
| 80 |
1.4652 |
1.3811 |
0.0841 |
6.0% |
0.0168 |
1.2% |
21% |
False |
False |
249,761 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.6% |
0.0167 |
1.2% |
16% |
False |
False |
199,962 |
| 120 |
1.4875 |
1.3811 |
0.1064 |
7.6% |
0.0157 |
1.1% |
16% |
False |
False |
166,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5618 |
|
2.618 |
1.5105 |
|
1.618 |
1.4791 |
|
1.000 |
1.4597 |
|
0.618 |
1.4477 |
|
HIGH |
1.4283 |
|
0.618 |
1.4163 |
|
0.500 |
1.4126 |
|
0.382 |
1.4089 |
|
LOW |
1.3969 |
|
0.618 |
1.3775 |
|
1.000 |
1.3655 |
|
1.618 |
1.3461 |
|
2.618 |
1.3147 |
|
4.250 |
1.2635 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4126 |
1.4174 |
| PP |
1.4079 |
1.4111 |
| S1 |
1.4033 |
1.4049 |
|