CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3655 |
1.3707 |
0.0052 |
0.4% |
1.3586 |
| High |
1.3676 |
1.3780 |
0.0104 |
0.8% |
1.3790 |
| Low |
1.3655 |
1.3707 |
0.0052 |
0.4% |
1.3586 |
| Close |
1.3677 |
1.3665 |
-0.0012 |
-0.1% |
1.3780 |
| Range |
0.0021 |
0.0073 |
0.0052 |
247.6% |
0.0204 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.7% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
13 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3936 |
1.3874 |
1.3705 |
|
| R3 |
1.3863 |
1.3801 |
1.3685 |
|
| R2 |
1.3790 |
1.3790 |
1.3678 |
|
| R1 |
1.3728 |
1.3728 |
1.3672 |
1.3723 |
| PP |
1.3717 |
1.3717 |
1.3717 |
1.3715 |
| S1 |
1.3655 |
1.3655 |
1.3658 |
1.3650 |
| S2 |
1.3644 |
1.3644 |
1.3652 |
|
| S3 |
1.3571 |
1.3582 |
1.3645 |
|
| S4 |
1.3498 |
1.3509 |
1.3625 |
|
|
| 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 |
1.4090 |
|
2.618 |
1.3971 |
|
1.618 |
1.3898 |
|
1.000 |
1.3853 |
|
0.618 |
1.3825 |
|
HIGH |
1.3780 |
|
0.618 |
1.3752 |
|
0.500 |
1.3744 |
|
0.382 |
1.3735 |
|
LOW |
1.3707 |
|
0.618 |
1.3662 |
|
1.000 |
1.3634 |
|
1.618 |
1.3589 |
|
2.618 |
1.3516 |
|
4.250 |
1.3397 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3744 |
1.3705 |
| PP |
1.3717 |
1.3692 |
| S1 |
1.3691 |
1.3678 |
|