CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4152 |
1.3991 |
-0.0161 |
-1.1% |
1.4468 |
| High |
1.4277 |
1.4140 |
-0.0137 |
-1.0% |
1.4558 |
| Low |
1.3965 |
1.3990 |
0.0025 |
0.2% |
1.4171 |
| Close |
1.3980 |
1.4082 |
0.0102 |
0.7% |
1.4171 |
| Range |
0.0312 |
0.0150 |
-0.0162 |
-51.9% |
0.0387 |
| ATR |
0.0159 |
0.0159 |
0.0000 |
0.1% |
0.0000 |
| Volume |
0 |
11,973 |
11,973 |
|
15,853 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4521 |
1.4451 |
1.4165 |
|
| R3 |
1.4371 |
1.4301 |
1.4123 |
|
| R2 |
1.4221 |
1.4221 |
1.4110 |
|
| R1 |
1.4151 |
1.4151 |
1.4096 |
1.4186 |
| PP |
1.4071 |
1.4071 |
1.4071 |
1.4088 |
| S1 |
1.4001 |
1.4001 |
1.4068 |
1.4036 |
| S2 |
1.3921 |
1.3921 |
1.4055 |
|
| S3 |
1.3771 |
1.3851 |
1.4041 |
|
| S4 |
1.3621 |
1.3701 |
1.4000 |
|
|
| 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 |
1.4439 |
1.3965 |
0.0474 |
3.4% |
0.0162 |
1.2% |
25% |
False |
False |
4,665 |
| 10 |
1.4558 |
1.3965 |
0.0593 |
4.2% |
0.0146 |
1.0% |
20% |
False |
False |
3,006 |
| 20 |
1.4558 |
1.3965 |
0.0593 |
4.2% |
0.0153 |
1.1% |
20% |
False |
False |
1,853 |
| 40 |
1.4558 |
1.3903 |
0.0655 |
4.7% |
0.0159 |
1.1% |
27% |
False |
False |
1,140 |
| 60 |
1.4558 |
1.3794 |
0.0764 |
5.4% |
0.0155 |
1.1% |
38% |
False |
False |
828 |
| 80 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0129 |
0.9% |
35% |
False |
False |
625 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0114 |
0.8% |
31% |
False |
False |
501 |
| 120 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0096 |
0.7% |
31% |
False |
False |
419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4778 |
|
2.618 |
1.4533 |
|
1.618 |
1.4383 |
|
1.000 |
1.4290 |
|
0.618 |
1.4233 |
|
HIGH |
1.4140 |
|
0.618 |
1.4083 |
|
0.500 |
1.4065 |
|
0.382 |
1.4047 |
|
LOW |
1.3990 |
|
0.618 |
1.3897 |
|
1.000 |
1.3840 |
|
1.618 |
1.3747 |
|
2.618 |
1.3597 |
|
4.250 |
1.3353 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4076 |
1.4121 |
| PP |
1.4071 |
1.4108 |
| S1 |
1.4065 |
1.4095 |
|