CME Euro FX (E) Future December 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 |
1.3991 |
1.4083 |
0.0092 |
0.7% |
1.4468 |
| High |
1.4140 |
1.4088 |
-0.0052 |
-0.4% |
1.4558 |
| Low |
1.3990 |
1.3864 |
-0.0126 |
-0.9% |
1.4171 |
| Close |
1.4082 |
1.3879 |
-0.0203 |
-1.4% |
1.4171 |
| Range |
0.0150 |
0.0224 |
0.0074 |
49.3% |
0.0387 |
| ATR |
0.0159 |
0.0163 |
0.0005 |
2.9% |
0.0000 |
| Volume |
11,973 |
30,201 |
18,228 |
152.2% |
15,853 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4616 |
1.4471 |
1.4002 |
|
| R3 |
1.4392 |
1.4247 |
1.3941 |
|
| R2 |
1.4168 |
1.4168 |
1.3920 |
|
| R1 |
1.4023 |
1.4023 |
1.3900 |
1.3984 |
| PP |
1.3944 |
1.3944 |
1.3944 |
1.3924 |
| S1 |
1.3799 |
1.3799 |
1.3858 |
1.3760 |
| S2 |
1.3720 |
1.3720 |
1.3838 |
|
| S3 |
1.3496 |
1.3575 |
1.3817 |
|
| S4 |
1.3272 |
1.3351 |
1.3756 |
|
|
| 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 |
1.4358 |
1.3864 |
0.0494 |
3.6% |
0.0187 |
1.3% |
3% |
False |
True |
10,201 |
| 10 |
1.4558 |
1.3864 |
0.0694 |
5.0% |
0.0159 |
1.1% |
2% |
False |
True |
5,950 |
| 20 |
1.4558 |
1.3864 |
0.0694 |
5.0% |
0.0152 |
1.1% |
2% |
False |
True |
3,339 |
| 40 |
1.4558 |
1.3864 |
0.0694 |
5.0% |
0.0159 |
1.1% |
2% |
False |
True |
1,880 |
| 60 |
1.4558 |
1.3794 |
0.0764 |
5.5% |
0.0158 |
1.1% |
11% |
False |
False |
1,330 |
| 80 |
1.4610 |
1.3794 |
0.0816 |
5.9% |
0.0131 |
0.9% |
10% |
False |
False |
1,002 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.8% |
0.0116 |
0.8% |
9% |
False |
False |
803 |
| 120 |
1.4735 |
1.3794 |
0.0941 |
6.8% |
0.0098 |
0.7% |
9% |
False |
False |
670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5040 |
|
2.618 |
1.4674 |
|
1.618 |
1.4450 |
|
1.000 |
1.4312 |
|
0.618 |
1.4226 |
|
HIGH |
1.4088 |
|
0.618 |
1.4002 |
|
0.500 |
1.3976 |
|
0.382 |
1.3950 |
|
LOW |
1.3864 |
|
0.618 |
1.3726 |
|
1.000 |
1.3640 |
|
1.618 |
1.3502 |
|
2.618 |
1.3278 |
|
4.250 |
1.2912 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3976 |
1.4071 |
| PP |
1.3944 |
1.4007 |
| S1 |
1.3911 |
1.3943 |
|