CME Euro FX (E) Future March 2012
| 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 |
1.4100 |
1.4075 |
-0.0025 |
-0.2% |
1.4472 |
| High |
1.4150 |
1.4075 |
-0.0075 |
-0.5% |
1.4472 |
| Low |
1.3968 |
1.4075 |
0.0107 |
0.8% |
1.4210 |
| Close |
1.3978 |
1.4079 |
0.0101 |
0.7% |
1.4160 |
| Range |
0.0182 |
0.0000 |
-0.0182 |
-100.0% |
0.0262 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
11 |
13 |
2 |
18.2% |
57 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4076 |
1.4078 |
1.4079 |
|
| R3 |
1.4076 |
1.4078 |
1.4079 |
|
| R2 |
1.4076 |
1.4076 |
1.4079 |
|
| R1 |
1.4078 |
1.4078 |
1.4079 |
1.4077 |
| PP |
1.4076 |
1.4076 |
1.4076 |
1.4076 |
| S1 |
1.4078 |
1.4078 |
1.4079 |
1.4077 |
| S2 |
1.4076 |
1.4076 |
1.4079 |
|
| S3 |
1.4076 |
1.4078 |
1.4079 |
|
| S4 |
1.4076 |
1.4078 |
1.4079 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5067 |
1.4875 |
1.4304 |
|
| R3 |
1.4805 |
1.4613 |
1.4232 |
|
| R2 |
1.4543 |
1.4543 |
1.4208 |
|
| R1 |
1.4351 |
1.4351 |
1.4184 |
1.4316 |
| PP |
1.4281 |
1.4281 |
1.4281 |
1.4263 |
| S1 |
1.4089 |
1.4089 |
1.4136 |
1.4054 |
| S2 |
1.4019 |
1.4019 |
1.4112 |
|
| S3 |
1.3757 |
1.3827 |
1.4088 |
|
| S4 |
1.3495 |
1.3565 |
1.4016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4410 |
1.3968 |
0.0442 |
3.1% |
0.0065 |
0.5% |
25% |
False |
False |
14 |
| 10 |
1.4472 |
1.3968 |
0.0504 |
3.6% |
0.0062 |
0.4% |
22% |
False |
False |
11 |
| 20 |
1.4472 |
1.3968 |
0.0504 |
3.6% |
0.0061 |
0.4% |
22% |
False |
False |
11 |
| 40 |
1.4472 |
1.3960 |
0.0512 |
3.6% |
0.0064 |
0.5% |
23% |
False |
False |
9 |
| 60 |
1.4472 |
1.3830 |
0.0642 |
4.6% |
0.0052 |
0.4% |
39% |
False |
False |
7 |
| 80 |
1.4556 |
1.3830 |
0.0726 |
5.2% |
0.0041 |
0.3% |
34% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4075 |
|
2.618 |
1.4075 |
|
1.618 |
1.4075 |
|
1.000 |
1.4075 |
|
0.618 |
1.4075 |
|
HIGH |
1.4075 |
|
0.618 |
1.4075 |
|
0.500 |
1.4075 |
|
0.382 |
1.4075 |
|
LOW |
1.4075 |
|
0.618 |
1.4075 |
|
1.000 |
1.4075 |
|
1.618 |
1.4075 |
|
2.618 |
1.4075 |
|
4.250 |
1.4075 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4078 |
1.4089 |
| PP |
1.4076 |
1.4086 |
| S1 |
1.4075 |
1.4082 |
|