CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3742 |
1.3884 |
0.0142 |
1.0% |
1.3574 |
| High |
1.3938 |
1.3889 |
-0.0049 |
-0.4% |
1.3938 |
| Low |
1.3703 |
1.3753 |
0.0050 |
0.4% |
1.3497 |
| Close |
1.3889 |
1.3795 |
-0.0094 |
-0.7% |
1.3795 |
| Range |
0.0235 |
0.0136 |
-0.0099 |
-42.1% |
0.0441 |
| ATR |
0.0188 |
0.0184 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
264,711 |
77,202 |
-187,509 |
-70.8% |
1,496,380 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4220 |
1.4144 |
1.3870 |
|
| R3 |
1.4084 |
1.4008 |
1.3832 |
|
| R2 |
1.3948 |
1.3948 |
1.3820 |
|
| R1 |
1.3872 |
1.3872 |
1.3807 |
1.3842 |
| PP |
1.3812 |
1.3812 |
1.3812 |
1.3798 |
| S1 |
1.3736 |
1.3736 |
1.3783 |
1.3706 |
| S2 |
1.3676 |
1.3676 |
1.3770 |
|
| S3 |
1.3540 |
1.3600 |
1.3758 |
|
| S4 |
1.3404 |
1.3464 |
1.3720 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5066 |
1.4872 |
1.4038 |
|
| R3 |
1.4625 |
1.4431 |
1.3916 |
|
| R2 |
1.4184 |
1.4184 |
1.3876 |
|
| R1 |
1.3990 |
1.3990 |
1.3835 |
1.4087 |
| PP |
1.3743 |
1.3743 |
1.3743 |
1.3792 |
| S1 |
1.3549 |
1.3549 |
1.3755 |
1.3646 |
| S2 |
1.3302 |
1.3302 |
1.3714 |
|
| S3 |
1.2861 |
1.3108 |
1.3674 |
|
| S4 |
1.2420 |
1.2667 |
1.3552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3938 |
1.3497 |
0.0441 |
3.2% |
0.0189 |
1.4% |
68% |
False |
False |
299,276 |
| 10 |
1.4287 |
1.3497 |
0.0790 |
5.7% |
0.0206 |
1.5% |
38% |
False |
False |
286,353 |
| 20 |
1.4553 |
1.3497 |
0.1056 |
7.7% |
0.0171 |
1.2% |
28% |
False |
False |
274,413 |
| 40 |
1.4553 |
1.3497 |
0.1056 |
7.7% |
0.0181 |
1.3% |
28% |
False |
False |
320,851 |
| 60 |
1.4553 |
1.3497 |
0.1056 |
7.7% |
0.0178 |
1.3% |
28% |
False |
False |
325,517 |
| 80 |
1.4652 |
1.3497 |
0.1155 |
8.4% |
0.0172 |
1.2% |
26% |
False |
False |
282,232 |
| 100 |
1.4875 |
1.3497 |
0.1378 |
10.0% |
0.0172 |
1.2% |
22% |
False |
False |
226,006 |
| 120 |
1.4875 |
1.3497 |
0.1378 |
10.0% |
0.0163 |
1.2% |
22% |
False |
False |
188,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4467 |
|
2.618 |
1.4245 |
|
1.618 |
1.4109 |
|
1.000 |
1.4025 |
|
0.618 |
1.3973 |
|
HIGH |
1.3889 |
|
0.618 |
1.3837 |
|
0.500 |
1.3821 |
|
0.382 |
1.3805 |
|
LOW |
1.3753 |
|
0.618 |
1.3669 |
|
1.000 |
1.3617 |
|
1.618 |
1.3533 |
|
2.618 |
1.3397 |
|
4.250 |
1.3175 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3821 |
1.3785 |
| PP |
1.3812 |
1.3774 |
| S1 |
1.3804 |
1.3764 |
|