CME Euro FX (E) Future March 2012
| 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 |
1.3888 |
1.3590 |
-0.0298 |
-2.1% |
1.4100 |
| High |
1.3888 |
1.3704 |
-0.0184 |
-1.3% |
1.4150 |
| Low |
1.3650 |
1.3496 |
-0.0154 |
-1.1% |
1.3650 |
| Close |
1.3659 |
1.3581 |
-0.0078 |
-0.6% |
1.3659 |
| Range |
0.0238 |
0.0208 |
-0.0030 |
-12.6% |
0.0500 |
| ATR |
0.0115 |
0.0122 |
0.0007 |
5.8% |
0.0000 |
| Volume |
26 |
298 |
272 |
1,046.2% |
142 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4218 |
1.4107 |
1.3695 |
|
| R3 |
1.4010 |
1.3899 |
1.3638 |
|
| R2 |
1.3802 |
1.3802 |
1.3619 |
|
| R1 |
1.3691 |
1.3691 |
1.3600 |
1.3643 |
| PP |
1.3594 |
1.3594 |
1.3594 |
1.3569 |
| S1 |
1.3483 |
1.3483 |
1.3562 |
1.3435 |
| S2 |
1.3386 |
1.3386 |
1.3543 |
|
| S3 |
1.3178 |
1.3275 |
1.3524 |
|
| S4 |
1.2970 |
1.3067 |
1.3467 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5320 |
1.4989 |
1.3934 |
|
| R3 |
1.4820 |
1.4489 |
1.3797 |
|
| R2 |
1.4320 |
1.4320 |
1.3751 |
|
| R1 |
1.3989 |
1.3989 |
1.3705 |
1.3905 |
| PP |
1.3820 |
1.3820 |
1.3820 |
1.3777 |
| S1 |
1.3489 |
1.3489 |
1.3613 |
1.3405 |
| S2 |
1.3320 |
1.3320 |
1.3567 |
|
| S3 |
1.2820 |
1.2989 |
1.3522 |
|
| S4 |
1.2320 |
1.2489 |
1.3384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4150 |
1.3496 |
0.0654 |
4.8% |
0.0159 |
1.2% |
13% |
False |
True |
88 |
| 10 |
1.4472 |
1.3496 |
0.0976 |
7.2% |
0.0106 |
0.8% |
9% |
False |
True |
49 |
| 20 |
1.4472 |
1.3496 |
0.0976 |
7.2% |
0.0084 |
0.6% |
9% |
False |
True |
29 |
| 40 |
1.4472 |
1.3496 |
0.0976 |
7.2% |
0.0075 |
0.5% |
9% |
False |
True |
19 |
| 60 |
1.4472 |
1.3496 |
0.0976 |
7.2% |
0.0061 |
0.5% |
9% |
False |
True |
14 |
| 80 |
1.4556 |
1.3496 |
0.1060 |
7.8% |
0.0048 |
0.4% |
8% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4588 |
|
2.618 |
1.4249 |
|
1.618 |
1.4041 |
|
1.000 |
1.3912 |
|
0.618 |
1.3833 |
|
HIGH |
1.3704 |
|
0.618 |
1.3625 |
|
0.500 |
1.3600 |
|
0.382 |
1.3575 |
|
LOW |
1.3496 |
|
0.618 |
1.3367 |
|
1.000 |
1.3288 |
|
1.618 |
1.3159 |
|
2.618 |
1.2951 |
|
4.250 |
1.2612 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3600 |
1.3776 |
| PP |
1.3594 |
1.3711 |
| S1 |
1.3587 |
1.3646 |
|