CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3666 |
1.3800 |
0.0134 |
1.0% |
1.4100 |
| High |
1.3760 |
1.3878 |
0.0118 |
0.9% |
1.4150 |
| Low |
1.3600 |
1.3800 |
0.0200 |
1.5% |
1.3650 |
| Close |
1.3740 |
1.3870 |
0.0130 |
0.9% |
1.3659 |
| Range |
0.0160 |
0.0078 |
-0.0082 |
-51.3% |
0.0500 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.7% |
0.0000 |
| Volume |
70 |
41 |
-29 |
-41.4% |
142 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4083 |
1.4055 |
1.3913 |
|
| R3 |
1.4005 |
1.3977 |
1.3891 |
|
| R2 |
1.3927 |
1.3927 |
1.3884 |
|
| R1 |
1.3899 |
1.3899 |
1.3877 |
1.3913 |
| PP |
1.3849 |
1.3849 |
1.3849 |
1.3857 |
| S1 |
1.3821 |
1.3821 |
1.3863 |
1.3835 |
| S2 |
1.3771 |
1.3771 |
1.3856 |
|
| S3 |
1.3693 |
1.3743 |
1.3849 |
|
| S4 |
1.3615 |
1.3665 |
1.3827 |
|
|
| 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 |
1.3888 |
1.3496 |
0.0392 |
2.8% |
0.0165 |
1.2% |
95% |
False |
False |
97 |
| 10 |
1.4309 |
1.3496 |
0.0813 |
5.9% |
0.0125 |
0.9% |
46% |
False |
False |
62 |
| 20 |
1.4472 |
1.3496 |
0.0976 |
7.0% |
0.0089 |
0.6% |
38% |
False |
False |
36 |
| 40 |
1.4472 |
1.3496 |
0.0976 |
7.0% |
0.0082 |
0.6% |
38% |
False |
False |
23 |
| 60 |
1.4472 |
1.3496 |
0.0976 |
7.0% |
0.0067 |
0.5% |
38% |
False |
False |
17 |
| 80 |
1.4556 |
1.3496 |
0.1060 |
7.6% |
0.0052 |
0.4% |
35% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4210 |
|
2.618 |
1.4082 |
|
1.618 |
1.4004 |
|
1.000 |
1.3956 |
|
0.618 |
1.3926 |
|
HIGH |
1.3878 |
|
0.618 |
1.3848 |
|
0.500 |
1.3839 |
|
0.382 |
1.3830 |
|
LOW |
1.3800 |
|
0.618 |
1.3752 |
|
1.000 |
1.3722 |
|
1.618 |
1.3674 |
|
2.618 |
1.3596 |
|
4.250 |
1.3469 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3860 |
1.3823 |
| PP |
1.3849 |
1.3776 |
| S1 |
1.3839 |
1.3729 |
|