CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2809 |
1.2760 |
-0.0049 |
-0.4% |
1.2581 |
| High |
1.2811 |
1.2872 |
0.0061 |
0.5% |
1.2820 |
| Low |
1.2756 |
1.2758 |
0.0002 |
0.0% |
1.2503 |
| Close |
1.2770 |
1.2861 |
0.0091 |
0.7% |
1.2798 |
| Range |
0.0055 |
0.0114 |
0.0059 |
107.3% |
0.0317 |
| ATR |
0.0104 |
0.0105 |
0.0001 |
0.7% |
0.0000 |
| Volume |
198,491 |
284,159 |
85,668 |
43.2% |
1,220,108 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3172 |
1.3131 |
1.2924 |
|
| R3 |
1.3058 |
1.3017 |
1.2892 |
|
| R2 |
1.2944 |
1.2944 |
1.2882 |
|
| R1 |
1.2903 |
1.2903 |
1.2871 |
1.2924 |
| PP |
1.2830 |
1.2830 |
1.2830 |
1.2841 |
| S1 |
1.2789 |
1.2789 |
1.2851 |
1.2810 |
| S2 |
1.2716 |
1.2716 |
1.2840 |
|
| S3 |
1.2602 |
1.2675 |
1.2830 |
|
| S4 |
1.2488 |
1.2561 |
1.2798 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3658 |
1.3545 |
1.2972 |
|
| R3 |
1.3341 |
1.3228 |
1.2885 |
|
| R2 |
1.3024 |
1.3024 |
1.2856 |
|
| R1 |
1.2911 |
1.2911 |
1.2827 |
1.2968 |
| PP |
1.2707 |
1.2707 |
1.2707 |
1.2735 |
| S1 |
1.2594 |
1.2594 |
1.2769 |
1.2651 |
| S2 |
1.2390 |
1.2390 |
1.2740 |
|
| S3 |
1.2073 |
1.2277 |
1.2711 |
|
| S4 |
1.1756 |
1.1960 |
1.2624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2872 |
1.2503 |
0.0369 |
2.9% |
0.0115 |
0.9% |
97% |
True |
False |
286,852 |
| 10 |
1.2872 |
1.2467 |
0.0405 |
3.1% |
0.0104 |
0.8% |
97% |
True |
False |
256,227 |
| 20 |
1.2872 |
1.2258 |
0.0614 |
4.8% |
0.0097 |
0.8% |
98% |
True |
False |
229,232 |
| 40 |
1.2872 |
1.2051 |
0.0821 |
6.4% |
0.0109 |
0.8% |
99% |
True |
False |
237,553 |
| 60 |
1.2872 |
1.2051 |
0.0821 |
6.4% |
0.0113 |
0.9% |
99% |
True |
False |
245,189 |
| 80 |
1.2872 |
1.2051 |
0.0821 |
6.4% |
0.0116 |
0.9% |
99% |
True |
False |
193,369 |
| 100 |
1.3292 |
1.2051 |
0.1241 |
9.6% |
0.0108 |
0.8% |
65% |
False |
False |
154,770 |
| 120 |
1.3396 |
1.2051 |
0.1345 |
10.5% |
0.0105 |
0.8% |
60% |
False |
False |
129,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3357 |
|
2.618 |
1.3170 |
|
1.618 |
1.3056 |
|
1.000 |
1.2986 |
|
0.618 |
1.2942 |
|
HIGH |
1.2872 |
|
0.618 |
1.2828 |
|
0.500 |
1.2815 |
|
0.382 |
1.2802 |
|
LOW |
1.2758 |
|
0.618 |
1.2688 |
|
1.000 |
1.2644 |
|
1.618 |
1.2574 |
|
2.618 |
1.2460 |
|
4.250 |
1.2274 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2846 |
1.2824 |
| PP |
1.2830 |
1.2787 |
| S1 |
1.2815 |
1.2750 |
|