CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4436 |
1.4376 |
-0.0060 |
-0.4% |
1.4372 |
| High |
1.4466 |
1.4378 |
-0.0088 |
-0.6% |
1.4500 |
| Low |
1.4355 |
1.4224 |
-0.0131 |
-0.9% |
1.4322 |
| Close |
1.4377 |
1.4270 |
-0.0107 |
-0.7% |
1.4480 |
| Range |
0.0111 |
0.0154 |
0.0043 |
38.7% |
0.0178 |
| ATR |
0.0162 |
0.0162 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
243,574 |
285,216 |
41,642 |
17.1% |
1,378,494 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4753 |
1.4665 |
1.4355 |
|
| R3 |
1.4599 |
1.4511 |
1.4312 |
|
| R2 |
1.4445 |
1.4445 |
1.4298 |
|
| R1 |
1.4357 |
1.4357 |
1.4284 |
1.4324 |
| PP |
1.4291 |
1.4291 |
1.4291 |
1.4274 |
| S1 |
1.4203 |
1.4203 |
1.4256 |
1.4170 |
| S2 |
1.4137 |
1.4137 |
1.4242 |
|
| S3 |
1.3983 |
1.4049 |
1.4228 |
|
| S4 |
1.3829 |
1.3895 |
1.4185 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4968 |
1.4902 |
1.4578 |
|
| R3 |
1.4790 |
1.4724 |
1.4529 |
|
| R2 |
1.4612 |
1.4612 |
1.4513 |
|
| R1 |
1.4546 |
1.4546 |
1.4496 |
1.4579 |
| PP |
1.4434 |
1.4434 |
1.4434 |
1.4451 |
| S1 |
1.4368 |
1.4368 |
1.4464 |
1.4401 |
| S2 |
1.4256 |
1.4256 |
1.4447 |
|
| S3 |
1.4078 |
1.4190 |
1.4431 |
|
| S4 |
1.3900 |
1.4012 |
1.4382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4553 |
1.4224 |
0.0329 |
2.3% |
0.0136 |
1.0% |
14% |
False |
True |
256,625 |
| 10 |
1.4553 |
1.4224 |
0.0329 |
2.3% |
0.0137 |
1.0% |
14% |
False |
True |
262,473 |
| 20 |
1.4553 |
1.4041 |
0.0512 |
3.6% |
0.0170 |
1.2% |
45% |
False |
False |
323,531 |
| 40 |
1.4553 |
1.3811 |
0.0742 |
5.2% |
0.0175 |
1.2% |
62% |
False |
False |
345,695 |
| 60 |
1.4619 |
1.3811 |
0.0808 |
5.7% |
0.0171 |
1.2% |
57% |
False |
False |
324,960 |
| 80 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0167 |
1.2% |
55% |
False |
False |
246,591 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0165 |
1.2% |
43% |
False |
False |
197,413 |
| 120 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0155 |
1.1% |
43% |
False |
False |
164,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5033 |
|
2.618 |
1.4781 |
|
1.618 |
1.4627 |
|
1.000 |
1.4532 |
|
0.618 |
1.4473 |
|
HIGH |
1.4378 |
|
0.618 |
1.4319 |
|
0.500 |
1.4301 |
|
0.382 |
1.4283 |
|
LOW |
1.4224 |
|
0.618 |
1.4129 |
|
1.000 |
1.4070 |
|
1.618 |
1.3975 |
|
2.618 |
1.3821 |
|
4.250 |
1.3570 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4301 |
1.4377 |
| PP |
1.4291 |
1.4341 |
| S1 |
1.4280 |
1.4306 |
|