CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3650 |
1.3596 |
-0.0054 |
-0.4% |
1.3590 |
| High |
1.3681 |
1.3725 |
0.0044 |
0.3% |
1.3879 |
| Low |
1.3596 |
1.3596 |
0.0000 |
0.0% |
1.3496 |
| Close |
1.3656 |
1.3677 |
0.0021 |
0.2% |
1.3780 |
| Range |
0.0085 |
0.0129 |
0.0044 |
51.8% |
0.0383 |
| ATR |
0.0132 |
0.0131 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
47 |
31 |
-16 |
-34.0% |
575 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4053 |
1.3994 |
1.3748 |
|
| R3 |
1.3924 |
1.3865 |
1.3712 |
|
| R2 |
1.3795 |
1.3795 |
1.3701 |
|
| R1 |
1.3736 |
1.3736 |
1.3689 |
1.3766 |
| PP |
1.3666 |
1.3666 |
1.3666 |
1.3681 |
| S1 |
1.3607 |
1.3607 |
1.3665 |
1.3637 |
| S2 |
1.3537 |
1.3537 |
1.3653 |
|
| S3 |
1.3408 |
1.3478 |
1.3642 |
|
| S4 |
1.3279 |
1.3349 |
1.3606 |
|
|
| 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 |
1.3596 |
0.0283 |
2.1% |
0.0118 |
0.9% |
29% |
False |
True |
60 |
| 10 |
1.4075 |
1.3496 |
0.0579 |
4.2% |
0.0135 |
1.0% |
31% |
False |
False |
78 |
| 20 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0102 |
0.7% |
19% |
False |
False |
44 |
| 40 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0089 |
0.7% |
19% |
False |
False |
28 |
| 60 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0073 |
0.5% |
19% |
False |
False |
20 |
| 80 |
1.4556 |
1.3496 |
0.1060 |
7.8% |
0.0057 |
0.4% |
17% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4273 |
|
2.618 |
1.4063 |
|
1.618 |
1.3934 |
|
1.000 |
1.3854 |
|
0.618 |
1.3805 |
|
HIGH |
1.3725 |
|
0.618 |
1.3676 |
|
0.500 |
1.3661 |
|
0.382 |
1.3645 |
|
LOW |
1.3596 |
|
0.618 |
1.3516 |
|
1.000 |
1.3467 |
|
1.618 |
1.3387 |
|
2.618 |
1.3258 |
|
4.250 |
1.3048 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3672 |
1.3738 |
| PP |
1.3666 |
1.3717 |
| S1 |
1.3661 |
1.3697 |
|