CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3738 |
1.3760 |
0.0022 |
0.2% |
1.4075 |
| High |
1.3738 |
1.3790 |
0.0052 |
0.4% |
1.4075 |
| Low |
1.3738 |
1.3760 |
0.0022 |
0.2% |
1.3790 |
| Close |
1.3738 |
1.3867 |
0.0129 |
0.9% |
1.3661 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0285 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3896 |
1.3911 |
1.3884 |
|
| R3 |
1.3866 |
1.3881 |
1.3875 |
|
| R2 |
1.3836 |
1.3836 |
1.3873 |
|
| R1 |
1.3851 |
1.3851 |
1.3870 |
1.3844 |
| PP |
1.3806 |
1.3806 |
1.3806 |
1.3802 |
| S1 |
1.3821 |
1.3821 |
1.3864 |
1.3814 |
| S2 |
1.3776 |
1.3776 |
1.3862 |
|
| S3 |
1.3746 |
1.3791 |
1.3859 |
|
| S4 |
1.3716 |
1.3761 |
1.3851 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4697 |
1.4464 |
1.3818 |
|
| R3 |
1.4412 |
1.4179 |
1.3739 |
|
| R2 |
1.4127 |
1.4127 |
1.3713 |
|
| R1 |
1.3894 |
1.3894 |
1.3687 |
1.3868 |
| PP |
1.3842 |
1.3842 |
1.3842 |
1.3829 |
| S1 |
1.3609 |
1.3609 |
1.3635 |
1.3583 |
| S2 |
1.3557 |
1.3557 |
1.3609 |
|
| S3 |
1.3272 |
1.3324 |
1.3583 |
|
| S4 |
1.2987 |
1.3039 |
1.3504 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3918 |
|
2.618 |
1.3869 |
|
1.618 |
1.3839 |
|
1.000 |
1.3820 |
|
0.618 |
1.3809 |
|
HIGH |
1.3790 |
|
0.618 |
1.3779 |
|
0.500 |
1.3775 |
|
0.382 |
1.3771 |
|
LOW |
1.3760 |
|
0.618 |
1.3741 |
|
1.000 |
1.3730 |
|
1.618 |
1.3711 |
|
2.618 |
1.3681 |
|
4.250 |
1.3633 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3836 |
1.3831 |
| PP |
1.3806 |
1.3795 |
| S1 |
1.3775 |
1.3759 |
|