CME Euro FX (E) Future March 2012
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 |
1.4309 |
1.4210 |
-0.0099 |
-0.7% |
1.4472 |
High |
1.4309 |
1.4210 |
-0.0099 |
-0.7% |
1.4472 |
Low |
1.4233 |
1.4210 |
-0.0023 |
-0.2% |
1.4210 |
Close |
1.4246 |
1.4160 |
-0.0086 |
-0.6% |
1.4160 |
Range |
0.0076 |
0.0000 |
-0.0076 |
-100.0% |
0.0262 |
ATR |
0.0096 |
0.0092 |
-0.0004 |
-4.5% |
0.0000 |
Volume |
15 |
7 |
-8 |
-53.3% |
57 |
|
Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4193 |
1.4177 |
1.4160 |
|
R3 |
1.4193 |
1.4177 |
1.4160 |
|
R2 |
1.4193 |
1.4193 |
1.4160 |
|
R1 |
1.4177 |
1.4177 |
1.4160 |
1.4185 |
PP |
1.4193 |
1.4193 |
1.4193 |
1.4198 |
S1 |
1.4177 |
1.4177 |
1.4160 |
1.4185 |
S2 |
1.4193 |
1.4193 |
1.4160 |
|
S3 |
1.4193 |
1.4177 |
1.4160 |
|
S4 |
1.4193 |
1.4177 |
1.4160 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5067 |
1.4875 |
1.4304 |
|
R3 |
1.4805 |
1.4613 |
1.4232 |
|
R2 |
1.4543 |
1.4543 |
1.4208 |
|
R1 |
1.4351 |
1.4351 |
1.4184 |
1.4316 |
PP |
1.4281 |
1.4281 |
1.4281 |
1.4263 |
S1 |
1.4089 |
1.4089 |
1.4136 |
1.4054 |
S2 |
1.4019 |
1.4019 |
1.4112 |
|
S3 |
1.3757 |
1.3827 |
1.4088 |
|
S4 |
1.3495 |
1.3565 |
1.4016 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4472 |
1.4210 |
0.0262 |
1.9% |
0.0052 |
0.4% |
-19% |
False |
True |
11 |
10 |
1.4472 |
1.4210 |
0.0262 |
1.9% |
0.0052 |
0.4% |
-19% |
False |
True |
10 |
20 |
1.4472 |
1.4099 |
0.0373 |
2.6% |
0.0069 |
0.5% |
16% |
False |
False |
11 |
40 |
1.4472 |
1.3830 |
0.0642 |
4.5% |
0.0061 |
0.4% |
51% |
False |
False |
9 |
60 |
1.4472 |
1.3830 |
0.0642 |
4.5% |
0.0049 |
0.3% |
51% |
False |
False |
7 |
80 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0039 |
0.3% |
45% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4210 |
2.618 |
1.4210 |
1.618 |
1.4210 |
1.000 |
1.4210 |
0.618 |
1.4210 |
HIGH |
1.4210 |
0.618 |
1.4210 |
0.500 |
1.4210 |
0.382 |
1.4210 |
LOW |
1.4210 |
0.618 |
1.4210 |
1.000 |
1.4210 |
1.618 |
1.4210 |
2.618 |
1.4210 |
4.250 |
1.4210 |
|
|
Fisher Pivots for day following 02-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4210 |
1.4310 |
PP |
1.4193 |
1.4260 |
S1 |
1.4177 |
1.4210 |
|