CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3572 |
1.3660 |
0.0088 |
0.6% |
1.4152 |
| High |
1.3693 |
1.3732 |
0.0039 |
0.3% |
1.4277 |
| Low |
1.3500 |
1.3554 |
0.0054 |
0.4% |
1.3623 |
| Close |
1.3573 |
1.3703 |
0.0130 |
1.0% |
1.3654 |
| Range |
0.0193 |
0.0178 |
-0.0015 |
-7.8% |
0.0654 |
| ATR |
0.0175 |
0.0175 |
0.0000 |
0.1% |
0.0000 |
| Volume |
76,956 |
106,145 |
29,189 |
37.9% |
97,198 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4197 |
1.4128 |
1.3801 |
|
| R3 |
1.4019 |
1.3950 |
1.3752 |
|
| R2 |
1.3841 |
1.3841 |
1.3736 |
|
| R1 |
1.3772 |
1.3772 |
1.3719 |
1.3807 |
| PP |
1.3663 |
1.3663 |
1.3663 |
1.3680 |
| S1 |
1.3594 |
1.3594 |
1.3687 |
1.3629 |
| S2 |
1.3485 |
1.3485 |
1.3670 |
|
| S3 |
1.3307 |
1.3416 |
1.3654 |
|
| S4 |
1.3129 |
1.3238 |
1.3605 |
|
|
| 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 |
1.4140 |
1.3500 |
0.0640 |
4.7% |
0.0210 |
1.5% |
32% |
False |
False |
56,059 |
| 10 |
1.4511 |
1.3500 |
0.1011 |
7.4% |
0.0186 |
1.4% |
20% |
False |
False |
29,321 |
| 20 |
1.4558 |
1.3500 |
0.1058 |
7.7% |
0.0161 |
1.2% |
19% |
False |
False |
15,104 |
| 40 |
1.4558 |
1.3500 |
0.1058 |
7.7% |
0.0168 |
1.2% |
19% |
False |
False |
7,813 |
| 60 |
1.4558 |
1.3500 |
0.1058 |
7.7% |
0.0159 |
1.2% |
19% |
False |
False |
5,284 |
| 80 |
1.4610 |
1.3500 |
0.1110 |
8.1% |
0.0138 |
1.0% |
18% |
False |
False |
3,978 |
| 100 |
1.4735 |
1.3500 |
0.1235 |
9.0% |
0.0120 |
0.9% |
16% |
False |
False |
3,184 |
| 120 |
1.4735 |
1.3500 |
0.1235 |
9.0% |
0.0103 |
0.8% |
16% |
False |
False |
2,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4489 |
|
2.618 |
1.4198 |
|
1.618 |
1.4020 |
|
1.000 |
1.3910 |
|
0.618 |
1.3842 |
|
HIGH |
1.3732 |
|
0.618 |
1.3664 |
|
0.500 |
1.3643 |
|
0.382 |
1.3622 |
|
LOW |
1.3554 |
|
0.618 |
1.3444 |
|
1.000 |
1.3376 |
|
1.618 |
1.3266 |
|
2.618 |
1.3088 |
|
4.250 |
1.2798 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3683 |
1.3714 |
| PP |
1.3663 |
1.3710 |
| S1 |
1.3643 |
1.3707 |
|