CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3879 |
1.3650 |
-0.0229 |
-1.6% |
1.3590 |
| High |
1.3879 |
1.3681 |
-0.0198 |
-1.4% |
1.3879 |
| Low |
1.3740 |
1.3596 |
-0.0144 |
-1.0% |
1.3496 |
| Close |
1.3780 |
1.3656 |
-0.0124 |
-0.9% |
1.3780 |
| Range |
0.0139 |
0.0085 |
-0.0054 |
-38.8% |
0.0383 |
| ATR |
0.0128 |
0.0132 |
0.0004 |
3.2% |
0.0000 |
| Volume |
113 |
47 |
-66 |
-58.4% |
575 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3899 |
1.3863 |
1.3703 |
|
| R3 |
1.3814 |
1.3778 |
1.3679 |
|
| R2 |
1.3729 |
1.3729 |
1.3672 |
|
| R1 |
1.3693 |
1.3693 |
1.3664 |
1.3711 |
| PP |
1.3644 |
1.3644 |
1.3644 |
1.3654 |
| S1 |
1.3608 |
1.3608 |
1.3648 |
1.3626 |
| S2 |
1.3559 |
1.3559 |
1.3640 |
|
| S3 |
1.3474 |
1.3523 |
1.3633 |
|
| S4 |
1.3389 |
1.3438 |
1.3609 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4867 |
1.4707 |
1.3991 |
|
| R3 |
1.4484 |
1.4324 |
1.3885 |
|
| R2 |
1.4101 |
1.4101 |
1.3850 |
|
| R1 |
1.3941 |
1.3941 |
1.3815 |
1.4021 |
| PP |
1.3718 |
1.3718 |
1.3718 |
1.3759 |
| S1 |
1.3558 |
1.3558 |
1.3745 |
1.3638 |
| S2 |
1.3335 |
1.3335 |
1.3710 |
|
| S3 |
1.2952 |
1.3175 |
1.3675 |
|
| S4 |
1.2569 |
1.2792 |
1.3569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3879 |
1.3580 |
0.0299 |
2.2% |
0.0121 |
0.9% |
25% |
False |
False |
64 |
| 10 |
1.4150 |
1.3496 |
0.0654 |
4.8% |
0.0140 |
1.0% |
24% |
False |
False |
76 |
| 20 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0096 |
0.7% |
16% |
False |
False |
43 |
| 40 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0086 |
0.6% |
16% |
False |
False |
27 |
| 60 |
1.4472 |
1.3496 |
0.0976 |
7.1% |
0.0070 |
0.5% |
16% |
False |
False |
19 |
| 80 |
1.4556 |
1.3496 |
0.1060 |
7.8% |
0.0055 |
0.4% |
15% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4042 |
|
2.618 |
1.3904 |
|
1.618 |
1.3819 |
|
1.000 |
1.3766 |
|
0.618 |
1.3734 |
|
HIGH |
1.3681 |
|
0.618 |
1.3649 |
|
0.500 |
1.3639 |
|
0.382 |
1.3628 |
|
LOW |
1.3596 |
|
0.618 |
1.3543 |
|
1.000 |
1.3511 |
|
1.618 |
1.3458 |
|
2.618 |
1.3373 |
|
4.250 |
1.3235 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3650 |
1.3738 |
| PP |
1.3644 |
1.3710 |
| S1 |
1.3639 |
1.3683 |
|