CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4358 |
1.4243 |
-0.0115 |
-0.8% |
1.4468 |
| High |
1.4358 |
1.4274 |
-0.0084 |
-0.6% |
1.4558 |
| Low |
1.4211 |
1.4171 |
-0.0040 |
-0.3% |
1.4171 |
| Close |
1.4257 |
1.4171 |
-0.0086 |
-0.6% |
1.4171 |
| Range |
0.0147 |
0.0103 |
-0.0044 |
-29.9% |
0.0387 |
| ATR |
0.0150 |
0.0147 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
4,882 |
3,953 |
-929 |
-19.0% |
15,853 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4514 |
1.4446 |
1.4228 |
|
| R3 |
1.4411 |
1.4343 |
1.4199 |
|
| R2 |
1.4308 |
1.4308 |
1.4190 |
|
| R1 |
1.4240 |
1.4240 |
1.4180 |
1.4223 |
| PP |
1.4205 |
1.4205 |
1.4205 |
1.4197 |
| S1 |
1.4137 |
1.4137 |
1.4162 |
1.4120 |
| S2 |
1.4102 |
1.4102 |
1.4152 |
|
| S3 |
1.3999 |
1.4034 |
1.4143 |
|
| S4 |
1.3896 |
1.3931 |
1.4114 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5461 |
1.5203 |
1.4384 |
|
| R3 |
1.5074 |
1.4816 |
1.4277 |
|
| R2 |
1.4687 |
1.4687 |
1.4242 |
|
| R1 |
1.4429 |
1.4429 |
1.4206 |
1.4365 |
| PP |
1.4300 |
1.4300 |
1.4300 |
1.4268 |
| S1 |
1.4042 |
1.4042 |
1.4136 |
1.3978 |
| S2 |
1.3913 |
1.3913 |
1.4100 |
|
| S3 |
1.3526 |
1.3655 |
1.4065 |
|
| S4 |
1.3139 |
1.3268 |
1.3958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4558 |
1.4171 |
0.0387 |
2.7% |
0.0120 |
0.8% |
0% |
False |
True |
3,170 |
| 10 |
1.4558 |
1.4171 |
0.0387 |
2.7% |
0.0121 |
0.9% |
0% |
False |
True |
1,908 |
| 20 |
1.4558 |
1.4089 |
0.0469 |
3.3% |
0.0152 |
1.1% |
17% |
False |
False |
1,328 |
| 40 |
1.4558 |
1.3794 |
0.0764 |
5.4% |
0.0158 |
1.1% |
49% |
False |
False |
855 |
| 60 |
1.4558 |
1.3794 |
0.0764 |
5.4% |
0.0151 |
1.1% |
49% |
False |
False |
630 |
| 80 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0123 |
0.9% |
46% |
False |
False |
475 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0110 |
0.8% |
40% |
False |
False |
381 |
| 120 |
1.4735 |
1.3788 |
0.0947 |
6.7% |
0.0093 |
0.7% |
40% |
False |
False |
319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4712 |
|
2.618 |
1.4544 |
|
1.618 |
1.4441 |
|
1.000 |
1.4377 |
|
0.618 |
1.4338 |
|
HIGH |
1.4274 |
|
0.618 |
1.4235 |
|
0.500 |
1.4223 |
|
0.382 |
1.4210 |
|
LOW |
1.4171 |
|
0.618 |
1.4107 |
|
1.000 |
1.4068 |
|
1.618 |
1.4004 |
|
2.618 |
1.3901 |
|
4.250 |
1.3733 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4223 |
1.4305 |
| PP |
1.4205 |
1.4260 |
| S1 |
1.4188 |
1.4216 |
|