CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3596 |
1.3671 |
0.0075 |
0.6% |
1.3590 |
| High |
1.3725 |
1.3784 |
0.0059 |
0.4% |
1.3879 |
| Low |
1.3596 |
1.3563 |
-0.0033 |
-0.2% |
1.3496 |
| Close |
1.3677 |
1.3664 |
-0.0013 |
-0.1% |
1.3780 |
| Range |
0.0129 |
0.0221 |
0.0092 |
71.3% |
0.0383 |
| ATR |
0.0131 |
0.0138 |
0.0006 |
4.9% |
0.0000 |
| Volume |
31 |
261 |
230 |
741.9% |
575 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4333 |
1.4220 |
1.3786 |
|
| R3 |
1.4112 |
1.3999 |
1.3725 |
|
| R2 |
1.3891 |
1.3891 |
1.3705 |
|
| R1 |
1.3778 |
1.3778 |
1.3684 |
1.3724 |
| PP |
1.3670 |
1.3670 |
1.3670 |
1.3644 |
| S1 |
1.3557 |
1.3557 |
1.3644 |
1.3503 |
| S2 |
1.3449 |
1.3449 |
1.3623 |
|
| S3 |
1.3228 |
1.3336 |
1.3603 |
|
| S4 |
1.3007 |
1.3115 |
1.3542 |
|
|
| 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 |
1.3563 |
0.0316 |
2.3% |
0.0130 |
1.0% |
32% |
False |
True |
98 |
| 10 |
1.4055 |
1.3496 |
0.0559 |
4.1% |
0.0157 |
1.1% |
30% |
False |
False |
103 |
| 20 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0110 |
0.8% |
17% |
False |
False |
57 |
| 40 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0095 |
0.7% |
17% |
False |
False |
34 |
| 60 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0073 |
0.5% |
17% |
False |
False |
24 |
| 80 |
1.4556 |
1.3496 |
0.1060 |
7.8% |
0.0060 |
0.4% |
16% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4723 |
|
2.618 |
1.4363 |
|
1.618 |
1.4142 |
|
1.000 |
1.4005 |
|
0.618 |
1.3921 |
|
HIGH |
1.3784 |
|
0.618 |
1.3700 |
|
0.500 |
1.3674 |
|
0.382 |
1.3647 |
|
LOW |
1.3563 |
|
0.618 |
1.3426 |
|
1.000 |
1.3342 |
|
1.618 |
1.3205 |
|
2.618 |
1.2984 |
|
4.250 |
1.2624 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3674 |
1.3674 |
| PP |
1.3670 |
1.3670 |
| S1 |
1.3667 |
1.3667 |
|