CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3580 |
1.3480 |
-0.0100 |
-0.7% |
1.3650 |
| High |
1.3580 |
1.3555 |
-0.0025 |
-0.2% |
1.3784 |
| Low |
1.3403 |
1.3445 |
0.0042 |
0.3% |
1.3403 |
| Close |
1.3469 |
1.3460 |
-0.0009 |
-0.1% |
1.3460 |
| Range |
0.0177 |
0.0110 |
-0.0067 |
-37.9% |
0.0381 |
| ATR |
0.0147 |
0.0144 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
197 |
154 |
-43 |
-21.8% |
690 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3817 |
1.3748 |
1.3521 |
|
| R3 |
1.3707 |
1.3638 |
1.3490 |
|
| R2 |
1.3597 |
1.3597 |
1.3480 |
|
| R1 |
1.3528 |
1.3528 |
1.3470 |
1.3508 |
| PP |
1.3487 |
1.3487 |
1.3487 |
1.3476 |
| S1 |
1.3418 |
1.3418 |
1.3450 |
1.3398 |
| S2 |
1.3377 |
1.3377 |
1.3440 |
|
| S3 |
1.3267 |
1.3308 |
1.3430 |
|
| S4 |
1.3157 |
1.3198 |
1.3400 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4692 |
1.4457 |
1.3670 |
|
| R3 |
1.4311 |
1.4076 |
1.3565 |
|
| R2 |
1.3930 |
1.3930 |
1.3530 |
|
| R1 |
1.3695 |
1.3695 |
1.3495 |
1.3622 |
| PP |
1.3549 |
1.3549 |
1.3549 |
1.3513 |
| S1 |
1.3314 |
1.3314 |
1.3425 |
1.3241 |
| S2 |
1.3168 |
1.3168 |
1.3390 |
|
| S3 |
1.2787 |
1.2933 |
1.3355 |
|
| S4 |
1.2406 |
1.2552 |
1.3250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3784 |
1.3403 |
0.0381 |
2.8% |
0.0144 |
1.1% |
15% |
False |
False |
138 |
| 10 |
1.3879 |
1.3403 |
0.0476 |
3.5% |
0.0145 |
1.1% |
12% |
False |
False |
126 |
| 20 |
1.4472 |
1.3403 |
0.1069 |
7.9% |
0.0117 |
0.9% |
5% |
False |
False |
73 |
| 40 |
1.4472 |
1.3403 |
0.1069 |
7.9% |
0.0099 |
0.7% |
5% |
False |
False |
43 |
| 60 |
1.4472 |
1.3403 |
0.1069 |
7.9% |
0.0077 |
0.6% |
5% |
False |
False |
30 |
| 80 |
1.4556 |
1.3403 |
0.1153 |
8.6% |
0.0063 |
0.5% |
5% |
False |
False |
23 |
| 100 |
1.4796 |
1.3403 |
0.1393 |
10.3% |
0.0051 |
0.4% |
4% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4023 |
|
2.618 |
1.3843 |
|
1.618 |
1.3733 |
|
1.000 |
1.3665 |
|
0.618 |
1.3623 |
|
HIGH |
1.3555 |
|
0.618 |
1.3513 |
|
0.500 |
1.3500 |
|
0.382 |
1.3487 |
|
LOW |
1.3445 |
|
0.618 |
1.3377 |
|
1.000 |
1.3335 |
|
1.618 |
1.3267 |
|
2.618 |
1.3157 |
|
4.250 |
1.2978 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3500 |
1.3594 |
| PP |
1.3487 |
1.3549 |
| S1 |
1.3473 |
1.3505 |
|