CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4410 |
1.4309 |
-0.0101 |
-0.7% |
1.4344 |
| High |
1.4410 |
1.4309 |
-0.0101 |
-0.7% |
1.4455 |
| Low |
1.4341 |
1.4233 |
-0.0108 |
-0.8% |
1.4312 |
| Close |
1.4347 |
1.4246 |
-0.0101 |
-0.7% |
1.4452 |
| Range |
0.0069 |
0.0076 |
0.0007 |
10.1% |
0.0143 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.4% |
0.0000 |
| Volume |
27 |
15 |
-12 |
-44.4% |
51 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4491 |
1.4444 |
1.4288 |
|
| R3 |
1.4415 |
1.4368 |
1.4267 |
|
| R2 |
1.4339 |
1.4339 |
1.4260 |
|
| R1 |
1.4292 |
1.4292 |
1.4253 |
1.4278 |
| PP |
1.4263 |
1.4263 |
1.4263 |
1.4255 |
| S1 |
1.4216 |
1.4216 |
1.4239 |
1.4202 |
| S2 |
1.4187 |
1.4187 |
1.4232 |
|
| S3 |
1.4111 |
1.4140 |
1.4225 |
|
| S4 |
1.4035 |
1.4064 |
1.4204 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4835 |
1.4787 |
1.4531 |
|
| R3 |
1.4692 |
1.4644 |
1.4491 |
|
| R2 |
1.4549 |
1.4549 |
1.4478 |
|
| R1 |
1.4501 |
1.4501 |
1.4465 |
1.4525 |
| PP |
1.4406 |
1.4406 |
1.4406 |
1.4419 |
| S1 |
1.4358 |
1.4358 |
1.4439 |
1.4382 |
| S2 |
1.4263 |
1.4263 |
1.4426 |
|
| S3 |
1.4120 |
1.4215 |
1.4413 |
|
| S4 |
1.3977 |
1.4072 |
1.4373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4472 |
1.4233 |
0.0239 |
1.7% |
0.0061 |
0.4% |
5% |
False |
True |
11 |
| 10 |
1.4472 |
1.4233 |
0.0239 |
1.7% |
0.0053 |
0.4% |
5% |
False |
True |
10 |
| 20 |
1.4472 |
1.4079 |
0.0393 |
2.8% |
0.0075 |
0.5% |
42% |
False |
False |
12 |
| 40 |
1.4472 |
1.3830 |
0.0642 |
4.5% |
0.0064 |
0.4% |
65% |
False |
False |
9 |
| 60 |
1.4472 |
1.3830 |
0.0642 |
4.5% |
0.0049 |
0.3% |
65% |
False |
False |
7 |
| 80 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0039 |
0.3% |
57% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4632 |
|
2.618 |
1.4508 |
|
1.618 |
1.4432 |
|
1.000 |
1.4385 |
|
0.618 |
1.4356 |
|
HIGH |
1.4309 |
|
0.618 |
1.4280 |
|
0.500 |
1.4271 |
|
0.382 |
1.4262 |
|
LOW |
1.4233 |
|
0.618 |
1.4186 |
|
1.000 |
1.4157 |
|
1.618 |
1.4110 |
|
2.618 |
1.4034 |
|
4.250 |
1.3910 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4271 |
1.4346 |
| PP |
1.4263 |
1.4312 |
| S1 |
1.4254 |
1.4279 |
|