CME Euro FX (E) Future December 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 |
1.4243 |
1.4152 |
-0.0091 |
-0.6% |
1.4468 |
| High |
1.4274 |
1.4277 |
0.0003 |
0.0% |
1.4558 |
| Low |
1.4171 |
1.3965 |
-0.0206 |
-1.5% |
1.4171 |
| Close |
1.4171 |
1.3980 |
-0.0191 |
-1.3% |
1.4171 |
| Range |
0.0103 |
0.0312 |
0.0209 |
202.9% |
0.0387 |
| ATR |
0.0147 |
0.0159 |
0.0012 |
8.0% |
0.0000 |
| Volume |
3,953 |
0 |
-3,953 |
-100.0% |
15,853 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5010 |
1.4807 |
1.4152 |
|
| R3 |
1.4698 |
1.4495 |
1.4066 |
|
| R2 |
1.4386 |
1.4386 |
1.4037 |
|
| R1 |
1.4183 |
1.4183 |
1.4009 |
1.4129 |
| PP |
1.4074 |
1.4074 |
1.4074 |
1.4047 |
| S1 |
1.3871 |
1.3871 |
1.3951 |
1.3817 |
| S2 |
1.3762 |
1.3762 |
1.3923 |
|
| S3 |
1.3450 |
1.3559 |
1.3894 |
|
| S4 |
1.3138 |
1.3247 |
1.3808 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5461 |
1.5203 |
1.4384 |
|
| R3 |
1.5074 |
1.4816 |
1.4277 |
|
| R2 |
1.4687 |
1.4687 |
1.4242 |
|
| R1 |
1.4429 |
1.4429 |
1.4206 |
1.4365 |
| PP |
1.4300 |
1.4300 |
1.4300 |
1.4268 |
| S1 |
1.4042 |
1.4042 |
1.4136 |
1.3978 |
| S2 |
1.3913 |
1.3913 |
1.4100 |
|
| S3 |
1.3526 |
1.3655 |
1.4065 |
|
| S4 |
1.3139 |
1.3268 |
1.3958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4511 |
1.3965 |
0.0546 |
3.9% |
0.0161 |
1.2% |
3% |
False |
True |
2,582 |
| 10 |
1.4558 |
1.3965 |
0.0593 |
4.2% |
0.0144 |
1.0% |
3% |
False |
True |
1,846 |
| 20 |
1.4558 |
1.3965 |
0.0593 |
4.2% |
0.0155 |
1.1% |
3% |
False |
True |
1,284 |
| 40 |
1.4558 |
1.3794 |
0.0764 |
5.5% |
0.0160 |
1.1% |
24% |
False |
False |
851 |
| 60 |
1.4558 |
1.3794 |
0.0764 |
5.5% |
0.0153 |
1.1% |
24% |
False |
False |
630 |
| 80 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0127 |
0.9% |
23% |
False |
False |
475 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0113 |
0.8% |
20% |
False |
False |
381 |
| 120 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0095 |
0.7% |
20% |
False |
False |
319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5603 |
|
2.618 |
1.5094 |
|
1.618 |
1.4782 |
|
1.000 |
1.4589 |
|
0.618 |
1.4470 |
|
HIGH |
1.4277 |
|
0.618 |
1.4158 |
|
0.500 |
1.4121 |
|
0.382 |
1.4084 |
|
LOW |
1.3965 |
|
0.618 |
1.3772 |
|
1.000 |
1.3653 |
|
1.618 |
1.3460 |
|
2.618 |
1.3148 |
|
4.250 |
1.2639 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4121 |
1.4162 |
| PP |
1.4074 |
1.4101 |
| S1 |
1.4027 |
1.4041 |
|