CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3654 |
1.3666 |
0.0012 |
0.1% |
1.4100 |
| High |
1.3722 |
1.3760 |
0.0038 |
0.3% |
1.4150 |
| Low |
1.3580 |
1.3600 |
0.0020 |
0.1% |
1.3650 |
| Close |
1.3705 |
1.3740 |
0.0035 |
0.3% |
1.3659 |
| Range |
0.0142 |
0.0160 |
0.0018 |
12.7% |
0.0500 |
| ATR |
0.0123 |
0.0126 |
0.0003 |
2.1% |
0.0000 |
| Volume |
53 |
70 |
17 |
32.1% |
142 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4180 |
1.4120 |
1.3828 |
|
| R3 |
1.4020 |
1.3960 |
1.3784 |
|
| R2 |
1.3860 |
1.3860 |
1.3769 |
|
| R1 |
1.3800 |
1.3800 |
1.3755 |
1.3830 |
| PP |
1.3700 |
1.3700 |
1.3700 |
1.3715 |
| S1 |
1.3640 |
1.3640 |
1.3725 |
1.3670 |
| S2 |
1.3540 |
1.3540 |
1.3711 |
|
| S3 |
1.3380 |
1.3480 |
1.3696 |
|
| S4 |
1.3220 |
1.3320 |
1.3652 |
|
|
| 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 |
1.4055 |
1.3496 |
0.0559 |
4.1% |
0.0183 |
1.3% |
44% |
False |
False |
107 |
| 10 |
1.4410 |
1.3496 |
0.0914 |
6.7% |
0.0124 |
0.9% |
27% |
False |
False |
61 |
| 20 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0088 |
0.6% |
25% |
False |
False |
35 |
| 40 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0082 |
0.6% |
25% |
False |
False |
22 |
| 60 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0065 |
0.5% |
25% |
False |
False |
16 |
| 80 |
1.4556 |
1.3496 |
0.1060 |
7.7% |
0.0052 |
0.4% |
23% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4440 |
|
2.618 |
1.4179 |
|
1.618 |
1.4019 |
|
1.000 |
1.3920 |
|
0.618 |
1.3859 |
|
HIGH |
1.3760 |
|
0.618 |
1.3699 |
|
0.500 |
1.3680 |
|
0.382 |
1.3661 |
|
LOW |
1.3600 |
|
0.618 |
1.3501 |
|
1.000 |
1.3440 |
|
1.618 |
1.3341 |
|
2.618 |
1.3181 |
|
4.250 |
1.2920 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3720 |
1.3703 |
| PP |
1.3700 |
1.3665 |
| S1 |
1.3680 |
1.3628 |
|