CME Euro FX (E) Future March 2012
| 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 |
1.4055 |
1.3888 |
-0.0167 |
-1.2% |
1.4100 |
| High |
1.4055 |
1.3888 |
-0.0167 |
-1.2% |
1.4150 |
| Low |
1.3887 |
1.3650 |
-0.0237 |
-1.7% |
1.3650 |
| Close |
1.3875 |
1.3659 |
-0.0216 |
-1.6% |
1.3659 |
| Range |
0.0168 |
0.0238 |
0.0070 |
41.7% |
0.0500 |
| ATR |
0.0106 |
0.0115 |
0.0009 |
9.0% |
0.0000 |
| Volume |
92 |
26 |
-66 |
-71.7% |
142 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4446 |
1.4291 |
1.3790 |
|
| R3 |
1.4208 |
1.4053 |
1.3724 |
|
| R2 |
1.3970 |
1.3970 |
1.3703 |
|
| R1 |
1.3815 |
1.3815 |
1.3681 |
1.3774 |
| PP |
1.3732 |
1.3732 |
1.3732 |
1.3712 |
| S1 |
1.3577 |
1.3577 |
1.3637 |
1.3536 |
| S2 |
1.3494 |
1.3494 |
1.3615 |
|
| S3 |
1.3256 |
1.3339 |
1.3594 |
|
| S4 |
1.3018 |
1.3101 |
1.3528 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5320 |
1.4989 |
1.3934 |
|
| R3 |
1.4820 |
1.4489 |
1.3797 |
|
| R2 |
1.4320 |
1.4320 |
1.3751 |
|
| R1 |
1.3989 |
1.3989 |
1.3705 |
1.3905 |
| PP |
1.3820 |
1.3820 |
1.3820 |
1.3777 |
| S1 |
1.3489 |
1.3489 |
1.3613 |
1.3405 |
| S2 |
1.3320 |
1.3320 |
1.3567 |
|
| S3 |
1.2820 |
1.2989 |
1.3522 |
|
| S4 |
1.2320 |
1.2489 |
1.3384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4210 |
1.3650 |
0.0560 |
4.1% |
0.0118 |
0.9% |
2% |
False |
True |
29 |
| 10 |
1.4472 |
1.3650 |
0.0822 |
6.0% |
0.0089 |
0.7% |
1% |
False |
True |
20 |
| 20 |
1.4472 |
1.3650 |
0.0822 |
6.0% |
0.0074 |
0.5% |
1% |
False |
True |
14 |
| 40 |
1.4472 |
1.3650 |
0.0822 |
6.0% |
0.0071 |
0.5% |
1% |
False |
True |
12 |
| 60 |
1.4472 |
1.3650 |
0.0822 |
6.0% |
0.0058 |
0.4% |
1% |
False |
True |
9 |
| 80 |
1.4556 |
1.3650 |
0.0906 |
6.6% |
0.0045 |
0.3% |
1% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4900 |
|
2.618 |
1.4511 |
|
1.618 |
1.4273 |
|
1.000 |
1.4126 |
|
0.618 |
1.4035 |
|
HIGH |
1.3888 |
|
0.618 |
1.3797 |
|
0.500 |
1.3769 |
|
0.382 |
1.3741 |
|
LOW |
1.3650 |
|
0.618 |
1.3503 |
|
1.000 |
1.3412 |
|
1.618 |
1.3265 |
|
2.618 |
1.3027 |
|
4.250 |
1.2639 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3769 |
1.3863 |
| PP |
1.3732 |
1.3795 |
| S1 |
1.3696 |
1.3727 |
|