CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4000 |
1.4093 |
0.0093 |
0.7% |
1.4490 |
| High |
1.4149 |
1.4095 |
-0.0054 |
-0.4% |
1.4553 |
| Low |
1.3991 |
1.3871 |
-0.0120 |
-0.9% |
1.4180 |
| Close |
1.4089 |
1.3888 |
-0.0201 |
-1.4% |
1.4184 |
| Range |
0.0158 |
0.0224 |
0.0066 |
41.8% |
0.0373 |
| ATR |
0.0168 |
0.0172 |
0.0004 |
2.4% |
0.0000 |
| Volume |
280,600 |
373,502 |
92,902 |
33.1% |
1,190,195 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4623 |
1.4480 |
1.4011 |
|
| R3 |
1.4399 |
1.4256 |
1.3950 |
|
| R2 |
1.4175 |
1.4175 |
1.3929 |
|
| R1 |
1.4032 |
1.4032 |
1.3909 |
1.3992 |
| PP |
1.3951 |
1.3951 |
1.3951 |
1.3931 |
| S1 |
1.3808 |
1.3808 |
1.3867 |
1.3768 |
| S2 |
1.3727 |
1.3727 |
1.3847 |
|
| S3 |
1.3503 |
1.3584 |
1.3826 |
|
| S4 |
1.3279 |
1.3360 |
1.3765 |
|
|
| 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 |
1.4378 |
1.3871 |
0.0507 |
3.7% |
0.0191 |
1.4% |
3% |
False |
True |
238,963 |
| 10 |
1.4553 |
1.3871 |
0.0682 |
4.9% |
0.0164 |
1.2% |
2% |
False |
True |
251,183 |
| 20 |
1.4553 |
1.3871 |
0.0682 |
4.9% |
0.0161 |
1.2% |
2% |
False |
True |
275,389 |
| 40 |
1.4553 |
1.3871 |
0.0682 |
4.9% |
0.0173 |
1.2% |
2% |
False |
True |
323,797 |
| 60 |
1.4553 |
1.3811 |
0.0742 |
5.3% |
0.0174 |
1.3% |
10% |
False |
False |
324,739 |
| 80 |
1.4652 |
1.3811 |
0.0841 |
6.1% |
0.0167 |
1.2% |
9% |
False |
False |
257,912 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.7% |
0.0169 |
1.2% |
7% |
False |
False |
206,496 |
| 120 |
1.4875 |
1.3811 |
0.1064 |
7.7% |
0.0157 |
1.1% |
7% |
False |
False |
172,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5047 |
|
2.618 |
1.4681 |
|
1.618 |
1.4457 |
|
1.000 |
1.4319 |
|
0.618 |
1.4233 |
|
HIGH |
1.4095 |
|
0.618 |
1.4009 |
|
0.500 |
1.3983 |
|
0.382 |
1.3957 |
|
LOW |
1.3871 |
|
0.618 |
1.3733 |
|
1.000 |
1.3647 |
|
1.618 |
1.3509 |
|
2.618 |
1.3285 |
|
4.250 |
1.2919 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3983 |
1.4077 |
| PP |
1.3951 |
1.4014 |
| S1 |
1.3920 |
1.3951 |
|