CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4162 |
1.4000 |
-0.0162 |
-1.1% |
1.4490 |
| High |
1.4283 |
1.4149 |
-0.0134 |
-0.9% |
1.4553 |
| Low |
1.3969 |
1.3991 |
0.0022 |
0.2% |
1.4180 |
| Close |
1.3986 |
1.4089 |
0.0103 |
0.7% |
1.4184 |
| Range |
0.0314 |
0.0158 |
-0.0156 |
-49.7% |
0.0373 |
| ATR |
0.0169 |
0.0168 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
0 |
280,600 |
280,600 |
|
1,190,195 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4550 |
1.4478 |
1.4176 |
|
| R3 |
1.4392 |
1.4320 |
1.4132 |
|
| R2 |
1.4234 |
1.4234 |
1.4118 |
|
| R1 |
1.4162 |
1.4162 |
1.4103 |
1.4198 |
| PP |
1.4076 |
1.4076 |
1.4076 |
1.4095 |
| S1 |
1.4004 |
1.4004 |
1.4075 |
1.4040 |
| S2 |
1.3918 |
1.3918 |
1.4060 |
|
| S3 |
1.3760 |
1.3846 |
1.4046 |
|
| S4 |
1.3602 |
1.3688 |
1.4002 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5425 |
1.5177 |
1.4389 |
|
| R3 |
1.5052 |
1.4804 |
1.4287 |
|
| R2 |
1.4679 |
1.4679 |
1.4252 |
|
| R1 |
1.4431 |
1.4431 |
1.4218 |
1.4369 |
| PP |
1.4306 |
1.4306 |
1.4306 |
1.4274 |
| S1 |
1.4058 |
1.4058 |
1.4150 |
1.3996 |
| S2 |
1.3933 |
1.3933 |
1.4116 |
|
| S3 |
1.3560 |
1.3685 |
1.4081 |
|
| S4 |
1.3187 |
1.3312 |
1.3979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4466 |
1.3969 |
0.0497 |
3.5% |
0.0169 |
1.2% |
24% |
False |
False |
212,978 |
| 10 |
1.4553 |
1.3969 |
0.0584 |
4.1% |
0.0152 |
1.1% |
21% |
False |
False |
239,417 |
| 20 |
1.4553 |
1.3969 |
0.0584 |
4.1% |
0.0162 |
1.1% |
21% |
False |
False |
279,304 |
| 40 |
1.4553 |
1.3923 |
0.0630 |
4.5% |
0.0174 |
1.2% |
26% |
False |
False |
325,307 |
| 60 |
1.4553 |
1.3811 |
0.0742 |
5.3% |
0.0172 |
1.2% |
37% |
False |
False |
322,348 |
| 80 |
1.4652 |
1.3811 |
0.0841 |
6.0% |
0.0166 |
1.2% |
33% |
False |
False |
253,257 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.6% |
0.0167 |
1.2% |
26% |
False |
False |
202,764 |
| 120 |
1.4875 |
1.3811 |
0.1064 |
7.6% |
0.0157 |
1.1% |
26% |
False |
False |
169,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4821 |
|
2.618 |
1.4563 |
|
1.618 |
1.4405 |
|
1.000 |
1.4307 |
|
0.618 |
1.4247 |
|
HIGH |
1.4149 |
|
0.618 |
1.4089 |
|
0.500 |
1.4070 |
|
0.382 |
1.4051 |
|
LOW |
1.3991 |
|
0.618 |
1.3893 |
|
1.000 |
1.3833 |
|
1.618 |
1.3735 |
|
2.618 |
1.3577 |
|
4.250 |
1.3320 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4083 |
1.4128 |
| PP |
1.4076 |
1.4115 |
| S1 |
1.4070 |
1.4102 |
|