CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4210 |
1.4100 |
-0.0110 |
-0.8% |
1.4472 |
| High |
1.4210 |
1.4150 |
-0.0060 |
-0.4% |
1.4472 |
| Low |
1.4210 |
1.3968 |
-0.0242 |
-1.7% |
1.4210 |
| Close |
1.4160 |
1.3978 |
-0.0182 |
-1.3% |
1.4160 |
| Range |
0.0000 |
0.0182 |
0.0182 |
|
0.0262 |
| ATR |
0.0092 |
0.0099 |
0.0007 |
7.8% |
0.0000 |
| Volume |
7 |
11 |
4 |
57.1% |
57 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4578 |
1.4460 |
1.4078 |
|
| R3 |
1.4396 |
1.4278 |
1.4028 |
|
| R2 |
1.4214 |
1.4214 |
1.4011 |
|
| R1 |
1.4096 |
1.4096 |
1.3995 |
1.4064 |
| PP |
1.4032 |
1.4032 |
1.4032 |
1.4016 |
| S1 |
1.3914 |
1.3914 |
1.3961 |
1.3882 |
| S2 |
1.3850 |
1.3850 |
1.3945 |
|
| S3 |
1.3668 |
1.3732 |
1.3928 |
|
| S4 |
1.3486 |
1.3550 |
1.3878 |
|
|
| 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 |
1.4458 |
1.3968 |
0.0490 |
3.5% |
0.0088 |
0.6% |
2% |
False |
True |
12 |
| 10 |
1.4472 |
1.3968 |
0.0504 |
3.6% |
0.0070 |
0.5% |
2% |
False |
True |
10 |
| 20 |
1.4472 |
1.3968 |
0.0504 |
3.6% |
0.0068 |
0.5% |
2% |
False |
True |
11 |
| 40 |
1.4472 |
1.3830 |
0.0642 |
4.6% |
0.0065 |
0.5% |
23% |
False |
False |
9 |
| 60 |
1.4472 |
1.3830 |
0.0642 |
4.6% |
0.0052 |
0.4% |
23% |
False |
False |
7 |
| 80 |
1.4556 |
1.3830 |
0.0726 |
5.2% |
0.0041 |
0.3% |
20% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4924 |
|
2.618 |
1.4626 |
|
1.618 |
1.4444 |
|
1.000 |
1.4332 |
|
0.618 |
1.4262 |
|
HIGH |
1.4150 |
|
0.618 |
1.4080 |
|
0.500 |
1.4059 |
|
0.382 |
1.4038 |
|
LOW |
1.3968 |
|
0.618 |
1.3856 |
|
1.000 |
1.3786 |
|
1.618 |
1.3674 |
|
2.618 |
1.3492 |
|
4.250 |
1.3195 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4059 |
1.4139 |
| PP |
1.4032 |
1.4085 |
| S1 |
1.4005 |
1.4032 |
|