CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3874 |
1.3572 |
-0.0302 |
-2.2% |
1.4152 |
| High |
1.3928 |
1.3693 |
-0.0235 |
-1.7% |
1.4277 |
| Low |
1.3623 |
1.3500 |
-0.0123 |
-0.9% |
1.3623 |
| Close |
1.3654 |
1.3573 |
-0.0081 |
-0.6% |
1.3654 |
| Range |
0.0305 |
0.0193 |
-0.0112 |
-36.7% |
0.0654 |
| ATR |
0.0173 |
0.0175 |
0.0001 |
0.8% |
0.0000 |
| Volume |
55,024 |
76,956 |
21,932 |
39.9% |
97,198 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4168 |
1.4063 |
1.3679 |
|
| R3 |
1.3975 |
1.3870 |
1.3626 |
|
| R2 |
1.3782 |
1.3782 |
1.3608 |
|
| R1 |
1.3677 |
1.3677 |
1.3591 |
1.3730 |
| PP |
1.3589 |
1.3589 |
1.3589 |
1.3615 |
| S1 |
1.3484 |
1.3484 |
1.3555 |
1.3537 |
| S2 |
1.3396 |
1.3396 |
1.3538 |
|
| S3 |
1.3203 |
1.3291 |
1.3520 |
|
| S4 |
1.3010 |
1.3098 |
1.3467 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5813 |
1.5388 |
1.4014 |
|
| R3 |
1.5159 |
1.4734 |
1.3834 |
|
| R2 |
1.4505 |
1.4505 |
1.3774 |
|
| R1 |
1.4080 |
1.4080 |
1.3714 |
1.3966 |
| PP |
1.3851 |
1.3851 |
1.3851 |
1.3794 |
| S1 |
1.3426 |
1.3426 |
1.3594 |
1.3312 |
| S2 |
1.3197 |
1.3197 |
1.3534 |
|
| S3 |
1.2543 |
1.2772 |
1.3474 |
|
| S4 |
1.1889 |
1.2118 |
1.3294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4277 |
1.3500 |
0.0777 |
5.7% |
0.0237 |
1.7% |
9% |
False |
True |
34,830 |
| 10 |
1.4558 |
1.3500 |
0.1058 |
7.8% |
0.0179 |
1.3% |
7% |
False |
True |
19,000 |
| 20 |
1.4558 |
1.3500 |
0.1058 |
7.8% |
0.0162 |
1.2% |
7% |
False |
True |
9,813 |
| 40 |
1.4558 |
1.3500 |
0.1058 |
7.8% |
0.0165 |
1.2% |
7% |
False |
True |
5,166 |
| 60 |
1.4558 |
1.3500 |
0.1058 |
7.8% |
0.0159 |
1.2% |
7% |
False |
True |
3,519 |
| 80 |
1.4610 |
1.3500 |
0.1110 |
8.2% |
0.0137 |
1.0% |
7% |
False |
True |
2,652 |
| 100 |
1.4735 |
1.3500 |
0.1235 |
9.1% |
0.0119 |
0.9% |
6% |
False |
True |
2,123 |
| 120 |
1.4735 |
1.3500 |
0.1235 |
9.1% |
0.0102 |
0.8% |
6% |
False |
True |
1,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4513 |
|
2.618 |
1.4198 |
|
1.618 |
1.4005 |
|
1.000 |
1.3886 |
|
0.618 |
1.3812 |
|
HIGH |
1.3693 |
|
0.618 |
1.3619 |
|
0.500 |
1.3597 |
|
0.382 |
1.3574 |
|
LOW |
1.3500 |
|
0.618 |
1.3381 |
|
1.000 |
1.3307 |
|
1.618 |
1.3188 |
|
2.618 |
1.2995 |
|
4.250 |
1.2680 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3597 |
1.3794 |
| PP |
1.3589 |
1.3720 |
| S1 |
1.3581 |
1.3647 |
|