CME Euro FX (E) Future March 2012
| 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 |
1.4075 |
1.4055 |
-0.0020 |
-0.1% |
1.4472 |
| High |
1.4075 |
1.4055 |
-0.0020 |
-0.1% |
1.4472 |
| Low |
1.4075 |
1.3887 |
-0.0188 |
-1.3% |
1.4210 |
| Close |
1.4079 |
1.3875 |
-0.0204 |
-1.4% |
1.4160 |
| Range |
0.0000 |
0.0168 |
0.0168 |
|
0.0262 |
| ATR |
0.0099 |
0.0106 |
0.0007 |
6.7% |
0.0000 |
| Volume |
13 |
92 |
79 |
607.7% |
57 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4443 |
1.4327 |
1.3967 |
|
| R3 |
1.4275 |
1.4159 |
1.3921 |
|
| R2 |
1.4107 |
1.4107 |
1.3906 |
|
| R1 |
1.3991 |
1.3991 |
1.3890 |
1.3965 |
| PP |
1.3939 |
1.3939 |
1.3939 |
1.3926 |
| S1 |
1.3823 |
1.3823 |
1.3860 |
1.3797 |
| S2 |
1.3771 |
1.3771 |
1.3844 |
|
| S3 |
1.3603 |
1.3655 |
1.3829 |
|
| S4 |
1.3435 |
1.3487 |
1.3783 |
|
|
| 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 |
1.4309 |
1.3887 |
0.0422 |
3.0% |
0.0085 |
0.6% |
-3% |
False |
True |
27 |
| 10 |
1.4472 |
1.3887 |
0.0585 |
4.2% |
0.0076 |
0.5% |
-2% |
False |
True |
19 |
| 20 |
1.4472 |
1.3887 |
0.0585 |
4.2% |
0.0062 |
0.4% |
-2% |
False |
True |
13 |
| 40 |
1.4472 |
1.3887 |
0.0585 |
4.2% |
0.0066 |
0.5% |
-2% |
False |
True |
11 |
| 60 |
1.4472 |
1.3830 |
0.0642 |
4.6% |
0.0055 |
0.4% |
7% |
False |
False |
9 |
| 80 |
1.4556 |
1.3830 |
0.0726 |
5.2% |
0.0042 |
0.3% |
6% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4769 |
|
2.618 |
1.4495 |
|
1.618 |
1.4327 |
|
1.000 |
1.4223 |
|
0.618 |
1.4159 |
|
HIGH |
1.4055 |
|
0.618 |
1.3991 |
|
0.500 |
1.3971 |
|
0.382 |
1.3951 |
|
LOW |
1.3887 |
|
0.618 |
1.3783 |
|
1.000 |
1.3719 |
|
1.618 |
1.3615 |
|
2.618 |
1.3447 |
|
4.250 |
1.3173 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3971 |
1.4019 |
| PP |
1.3939 |
1.3971 |
| S1 |
1.3907 |
1.3923 |
|