CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3590 |
1.3654 |
0.0064 |
0.5% |
1.4100 |
| High |
1.3704 |
1.3722 |
0.0018 |
0.1% |
1.4150 |
| Low |
1.3496 |
1.3580 |
0.0084 |
0.6% |
1.3650 |
| Close |
1.3581 |
1.3705 |
0.0124 |
0.9% |
1.3659 |
| Range |
0.0208 |
0.0142 |
-0.0066 |
-31.7% |
0.0500 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
1.2% |
0.0000 |
| Volume |
298 |
53 |
-245 |
-82.2% |
142 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4095 |
1.4042 |
1.3783 |
|
| R3 |
1.3953 |
1.3900 |
1.3744 |
|
| R2 |
1.3811 |
1.3811 |
1.3731 |
|
| R1 |
1.3758 |
1.3758 |
1.3718 |
1.3785 |
| PP |
1.3669 |
1.3669 |
1.3669 |
1.3682 |
| S1 |
1.3616 |
1.3616 |
1.3692 |
1.3643 |
| S2 |
1.3527 |
1.3527 |
1.3679 |
|
| S3 |
1.3385 |
1.3474 |
1.3666 |
|
| S4 |
1.3243 |
1.3332 |
1.3627 |
|
|
| 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 |
1.4075 |
1.3496 |
0.0579 |
4.2% |
0.0151 |
1.1% |
36% |
False |
False |
96 |
| 10 |
1.4458 |
1.3496 |
0.0962 |
7.0% |
0.0120 |
0.9% |
22% |
False |
False |
54 |
| 20 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0085 |
0.6% |
21% |
False |
False |
32 |
| 40 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0078 |
0.6% |
21% |
False |
False |
21 |
| 60 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0063 |
0.5% |
21% |
False |
False |
15 |
| 80 |
1.4556 |
1.3496 |
0.1060 |
7.7% |
0.0050 |
0.4% |
20% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4326 |
|
2.618 |
1.4094 |
|
1.618 |
1.3952 |
|
1.000 |
1.3864 |
|
0.618 |
1.3810 |
|
HIGH |
1.3722 |
|
0.618 |
1.3668 |
|
0.500 |
1.3651 |
|
0.382 |
1.3634 |
|
LOW |
1.3580 |
|
0.618 |
1.3492 |
|
1.000 |
1.3438 |
|
1.618 |
1.3350 |
|
2.618 |
1.3208 |
|
4.250 |
1.2977 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3687 |
1.3701 |
| PP |
1.3669 |
1.3696 |
| S1 |
1.3651 |
1.3692 |
|