CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3671 |
1.3580 |
-0.0091 |
-0.7% |
1.3590 |
| High |
1.3784 |
1.3580 |
-0.0204 |
-1.5% |
1.3879 |
| Low |
1.3563 |
1.3403 |
-0.0160 |
-1.2% |
1.3496 |
| Close |
1.3664 |
1.3469 |
-0.0195 |
-1.4% |
1.3780 |
| Range |
0.0221 |
0.0177 |
-0.0044 |
-19.9% |
0.0383 |
| ATR |
0.0138 |
0.0147 |
0.0009 |
6.4% |
0.0000 |
| Volume |
261 |
197 |
-64 |
-24.5% |
575 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4015 |
1.3919 |
1.3566 |
|
| R3 |
1.3838 |
1.3742 |
1.3518 |
|
| R2 |
1.3661 |
1.3661 |
1.3501 |
|
| R1 |
1.3565 |
1.3565 |
1.3485 |
1.3525 |
| PP |
1.3484 |
1.3484 |
1.3484 |
1.3464 |
| S1 |
1.3388 |
1.3388 |
1.3453 |
1.3348 |
| S2 |
1.3307 |
1.3307 |
1.3437 |
|
| S3 |
1.3130 |
1.3211 |
1.3420 |
|
| S4 |
1.2953 |
1.3034 |
1.3372 |
|
|
| 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 |
1.3403 |
0.0476 |
3.5% |
0.0150 |
1.1% |
14% |
False |
True |
129 |
| 10 |
1.3888 |
1.3403 |
0.0485 |
3.6% |
0.0158 |
1.2% |
14% |
False |
True |
113 |
| 20 |
1.4472 |
1.3403 |
0.1069 |
7.9% |
0.0117 |
0.9% |
6% |
False |
True |
66 |
| 40 |
1.4472 |
1.3403 |
0.1069 |
7.9% |
0.0097 |
0.7% |
6% |
False |
True |
39 |
| 60 |
1.4472 |
1.3403 |
0.1069 |
7.9% |
0.0076 |
0.6% |
6% |
False |
True |
27 |
| 80 |
1.4556 |
1.3403 |
0.1153 |
8.6% |
0.0062 |
0.5% |
6% |
False |
True |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4332 |
|
2.618 |
1.4043 |
|
1.618 |
1.3866 |
|
1.000 |
1.3757 |
|
0.618 |
1.3689 |
|
HIGH |
1.3580 |
|
0.618 |
1.3512 |
|
0.500 |
1.3492 |
|
0.382 |
1.3471 |
|
LOW |
1.3403 |
|
0.618 |
1.3294 |
|
1.000 |
1.3226 |
|
1.618 |
1.3117 |
|
2.618 |
1.2940 |
|
4.250 |
1.2651 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3492 |
1.3594 |
| PP |
1.3484 |
1.3552 |
| S1 |
1.3477 |
1.3511 |
|