CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4093 |
1.3886 |
-0.0207 |
-1.5% |
1.4162 |
| High |
1.4095 |
1.3935 |
-0.0160 |
-1.1% |
1.4283 |
| Low |
1.3871 |
1.3625 |
-0.0246 |
-1.8% |
1.3625 |
| Close |
1.3888 |
1.3658 |
-0.0230 |
-1.7% |
1.3658 |
| Range |
0.0224 |
0.0310 |
0.0086 |
38.4% |
0.0658 |
| ATR |
0.0172 |
0.0182 |
0.0010 |
5.7% |
0.0000 |
| Volume |
373,502 |
457,549 |
84,047 |
22.5% |
1,111,651 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4669 |
1.4474 |
1.3829 |
|
| R3 |
1.4359 |
1.4164 |
1.3743 |
|
| R2 |
1.4049 |
1.4049 |
1.3715 |
|
| R1 |
1.3854 |
1.3854 |
1.3686 |
1.3797 |
| PP |
1.3739 |
1.3739 |
1.3739 |
1.3711 |
| S1 |
1.3544 |
1.3544 |
1.3630 |
1.3487 |
| S2 |
1.3429 |
1.3429 |
1.3601 |
|
| S3 |
1.3119 |
1.3234 |
1.3573 |
|
| S4 |
1.2809 |
1.2924 |
1.3488 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5829 |
1.5402 |
1.4020 |
|
| R3 |
1.5171 |
1.4744 |
1.3839 |
|
| R2 |
1.4513 |
1.4513 |
1.3779 |
|
| R1 |
1.4086 |
1.4086 |
1.3718 |
1.3971 |
| PP |
1.3855 |
1.3855 |
1.3855 |
1.3798 |
| S1 |
1.3428 |
1.3428 |
1.3598 |
1.3313 |
| S2 |
1.3197 |
1.3197 |
1.3537 |
|
| S3 |
1.2539 |
1.2770 |
1.3477 |
|
| S4 |
1.1881 |
1.2112 |
1.3296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4287 |
1.3625 |
0.0662 |
4.8% |
0.0223 |
1.6% |
5% |
False |
True |
273,430 |
| 10 |
1.4553 |
1.3625 |
0.0928 |
6.8% |
0.0180 |
1.3% |
4% |
False |
True |
265,027 |
| 20 |
1.4553 |
1.3625 |
0.0928 |
6.8% |
0.0167 |
1.2% |
4% |
False |
True |
275,936 |
| 40 |
1.4553 |
1.3625 |
0.0928 |
6.8% |
0.0177 |
1.3% |
4% |
False |
True |
326,059 |
| 60 |
1.4553 |
1.3625 |
0.0928 |
6.8% |
0.0174 |
1.3% |
4% |
False |
True |
325,697 |
| 80 |
1.4652 |
1.3625 |
0.1027 |
7.5% |
0.0169 |
1.2% |
3% |
False |
True |
263,621 |
| 100 |
1.4875 |
1.3625 |
0.1250 |
9.2% |
0.0169 |
1.2% |
3% |
False |
True |
211,070 |
| 120 |
1.4875 |
1.3625 |
0.1250 |
9.2% |
0.0159 |
1.2% |
3% |
False |
True |
175,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5253 |
|
2.618 |
1.4747 |
|
1.618 |
1.4437 |
|
1.000 |
1.4245 |
|
0.618 |
1.4127 |
|
HIGH |
1.3935 |
|
0.618 |
1.3817 |
|
0.500 |
1.3780 |
|
0.382 |
1.3743 |
|
LOW |
1.3625 |
|
0.618 |
1.3433 |
|
1.000 |
1.3315 |
|
1.618 |
1.3123 |
|
2.618 |
1.2813 |
|
4.250 |
1.2308 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3780 |
1.3887 |
| PP |
1.3739 |
1.3811 |
| S1 |
1.3699 |
1.3734 |
|