CME Euro FX (E) Future June 2012
Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.3760 |
1.3743 |
-0.0017 |
-0.1% |
1.3586 |
High |
1.3790 |
1.3743 |
-0.0047 |
-0.3% |
1.3790 |
Low |
1.3760 |
1.3743 |
-0.0017 |
-0.1% |
1.3586 |
Close |
1.3867 |
1.3780 |
-0.0087 |
-0.6% |
1.3780 |
Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0204 |
ATR |
0.0080 |
0.0083 |
0.0003 |
4.0% |
0.0000 |
Volume |
1 |
7 |
6 |
600.0% |
13 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3755 |
1.3768 |
1.3780 |
|
R3 |
1.3755 |
1.3768 |
1.3780 |
|
R2 |
1.3755 |
1.3755 |
1.3780 |
|
R1 |
1.3768 |
1.3768 |
1.3780 |
1.3762 |
PP |
1.3755 |
1.3755 |
1.3755 |
1.3752 |
S1 |
1.3768 |
1.3768 |
1.3780 |
1.3762 |
S2 |
1.3755 |
1.3755 |
1.3780 |
|
S3 |
1.3755 |
1.3768 |
1.3780 |
|
S4 |
1.3755 |
1.3768 |
1.3780 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4331 |
1.4259 |
1.3892 |
|
R3 |
1.4127 |
1.4055 |
1.3836 |
|
R2 |
1.3923 |
1.3923 |
1.3817 |
|
R1 |
1.3851 |
1.3851 |
1.3799 |
1.3887 |
PP |
1.3719 |
1.3719 |
1.3719 |
1.3737 |
S1 |
1.3647 |
1.3647 |
1.3761 |
1.3683 |
S2 |
1.3515 |
1.3515 |
1.3743 |
|
S3 |
1.3311 |
1.3443 |
1.3724 |
|
S4 |
1.3107 |
1.3239 |
1.3668 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3743 |
2.618 |
1.3743 |
1.618 |
1.3743 |
1.000 |
1.3743 |
0.618 |
1.3743 |
HIGH |
1.3743 |
0.618 |
1.3743 |
0.500 |
1.3743 |
0.382 |
1.3743 |
LOW |
1.3743 |
0.618 |
1.3743 |
1.000 |
1.3743 |
1.618 |
1.3743 |
2.618 |
1.3743 |
4.250 |
1.3743 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3768 |
1.3775 |
PP |
1.3755 |
1.3769 |
S1 |
1.3743 |
1.3764 |
|