CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3800 |
1.3879 |
0.0079 |
0.6% |
1.3590 |
| High |
1.3878 |
1.3879 |
0.0001 |
0.0% |
1.3879 |
| Low |
1.3800 |
1.3740 |
-0.0060 |
-0.4% |
1.3496 |
| Close |
1.3870 |
1.3780 |
-0.0090 |
-0.6% |
1.3780 |
| Range |
0.0078 |
0.0139 |
0.0061 |
78.2% |
0.0383 |
| ATR |
0.0127 |
0.0128 |
0.0001 |
0.7% |
0.0000 |
| Volume |
41 |
113 |
72 |
175.6% |
575 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4217 |
1.4137 |
1.3856 |
|
| R3 |
1.4078 |
1.3998 |
1.3818 |
|
| R2 |
1.3939 |
1.3939 |
1.3805 |
|
| R1 |
1.3859 |
1.3859 |
1.3793 |
1.3830 |
| PP |
1.3800 |
1.3800 |
1.3800 |
1.3785 |
| S1 |
1.3720 |
1.3720 |
1.3767 |
1.3691 |
| S2 |
1.3661 |
1.3661 |
1.3755 |
|
| S3 |
1.3522 |
1.3581 |
1.3742 |
|
| S4 |
1.3383 |
1.3442 |
1.3704 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4867 |
1.4707 |
1.3991 |
|
| R3 |
1.4484 |
1.4324 |
1.3885 |
|
| R2 |
1.4101 |
1.4101 |
1.3850 |
|
| R1 |
1.3941 |
1.3941 |
1.3815 |
1.4021 |
| PP |
1.3718 |
1.3718 |
1.3718 |
1.3759 |
| S1 |
1.3558 |
1.3558 |
1.3745 |
1.3638 |
| S2 |
1.3335 |
1.3335 |
1.3710 |
|
| S3 |
1.2952 |
1.3175 |
1.3675 |
|
| S4 |
1.2569 |
1.2792 |
1.3569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3879 |
1.3496 |
0.0383 |
2.8% |
0.0145 |
1.1% |
74% |
True |
False |
115 |
| 10 |
1.4210 |
1.3496 |
0.0714 |
5.2% |
0.0132 |
1.0% |
40% |
False |
False |
72 |
| 20 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0092 |
0.7% |
29% |
False |
False |
41 |
| 40 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0084 |
0.6% |
29% |
False |
False |
26 |
| 60 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0069 |
0.5% |
29% |
False |
False |
18 |
| 80 |
1.4556 |
1.3496 |
0.1060 |
7.7% |
0.0054 |
0.4% |
27% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4470 |
|
2.618 |
1.4243 |
|
1.618 |
1.4104 |
|
1.000 |
1.4018 |
|
0.618 |
1.3965 |
|
HIGH |
1.3879 |
|
0.618 |
1.3826 |
|
0.500 |
1.3810 |
|
0.382 |
1.3793 |
|
LOW |
1.3740 |
|
0.618 |
1.3654 |
|
1.000 |
1.3601 |
|
1.618 |
1.3515 |
|
2.618 |
1.3376 |
|
4.250 |
1.3149 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3810 |
1.3767 |
| PP |
1.3800 |
1.3753 |
| S1 |
1.3790 |
1.3740 |
|