CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4083 |
1.3874 |
-0.0209 |
-1.5% |
1.4152 |
| High |
1.4088 |
1.3928 |
-0.0160 |
-1.1% |
1.4277 |
| Low |
1.3864 |
1.3623 |
-0.0241 |
-1.7% |
1.3623 |
| Close |
1.3879 |
1.3654 |
-0.0225 |
-1.6% |
1.3654 |
| Range |
0.0224 |
0.0305 |
0.0081 |
36.2% |
0.0654 |
| ATR |
0.0163 |
0.0173 |
0.0010 |
6.2% |
0.0000 |
| Volume |
30,201 |
55,024 |
24,823 |
82.2% |
97,198 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4650 |
1.4457 |
1.3822 |
|
| R3 |
1.4345 |
1.4152 |
1.3738 |
|
| R2 |
1.4040 |
1.4040 |
1.3710 |
|
| R1 |
1.3847 |
1.3847 |
1.3682 |
1.3791 |
| PP |
1.3735 |
1.3735 |
1.3735 |
1.3707 |
| S1 |
1.3542 |
1.3542 |
1.3626 |
1.3486 |
| S2 |
1.3430 |
1.3430 |
1.3598 |
|
| S3 |
1.3125 |
1.3237 |
1.3570 |
|
| S4 |
1.2820 |
1.2932 |
1.3486 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5813 |
1.5388 |
1.4014 |
|
| R3 |
1.5159 |
1.4734 |
1.3834 |
|
| R2 |
1.4505 |
1.4505 |
1.3774 |
|
| R1 |
1.4080 |
1.4080 |
1.3714 |
1.3966 |
| PP |
1.3851 |
1.3851 |
1.3851 |
1.3794 |
| S1 |
1.3426 |
1.3426 |
1.3594 |
1.3312 |
| S2 |
1.3197 |
1.3197 |
1.3534 |
|
| S3 |
1.2543 |
1.2772 |
1.3474 |
|
| S4 |
1.1889 |
1.2118 |
1.3294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4277 |
1.3623 |
0.0654 |
4.8% |
0.0219 |
1.6% |
5% |
False |
True |
20,230 |
| 10 |
1.4558 |
1.3623 |
0.0935 |
6.8% |
0.0176 |
1.3% |
3% |
False |
True |
11,361 |
| 20 |
1.4558 |
1.3623 |
0.0935 |
6.8% |
0.0159 |
1.2% |
3% |
False |
True |
6,035 |
| 40 |
1.4558 |
1.3623 |
0.0935 |
6.8% |
0.0163 |
1.2% |
3% |
False |
True |
3,249 |
| 60 |
1.4558 |
1.3623 |
0.0935 |
6.8% |
0.0158 |
1.2% |
3% |
False |
True |
2,244 |
| 80 |
1.4610 |
1.3623 |
0.0987 |
7.2% |
0.0135 |
1.0% |
3% |
False |
True |
1,690 |
| 100 |
1.4735 |
1.3623 |
0.1112 |
8.1% |
0.0119 |
0.9% |
3% |
False |
True |
1,353 |
| 120 |
1.4735 |
1.3623 |
0.1112 |
8.1% |
0.0100 |
0.7% |
3% |
False |
True |
1,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5224 |
|
2.618 |
1.4726 |
|
1.618 |
1.4421 |
|
1.000 |
1.4233 |
|
0.618 |
1.4116 |
|
HIGH |
1.3928 |
|
0.618 |
1.3811 |
|
0.500 |
1.3776 |
|
0.382 |
1.3740 |
|
LOW |
1.3623 |
|
0.618 |
1.3435 |
|
1.000 |
1.3318 |
|
1.618 |
1.3130 |
|
2.618 |
1.2825 |
|
4.250 |
1.2327 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3776 |
1.3882 |
| PP |
1.3735 |
1.3806 |
| S1 |
1.3695 |
1.3730 |
|