CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4077 |
1.4349 |
0.0272 |
1.9% |
1.4339 |
| High |
1.4286 |
1.4393 |
0.0107 |
0.7% |
1.4438 |
| Low |
1.4041 |
1.4120 |
0.0079 |
0.6% |
1.4041 |
| Close |
1.4250 |
1.4179 |
-0.0071 |
-0.5% |
1.4250 |
| Range |
0.0245 |
0.0273 |
0.0028 |
11.4% |
0.0397 |
| ATR |
0.0184 |
0.0191 |
0.0006 |
3.4% |
0.0000 |
| Volume |
470,830 |
466,045 |
-4,785 |
-1.0% |
2,198,507 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5050 |
1.4887 |
1.4329 |
|
| R3 |
1.4777 |
1.4614 |
1.4254 |
|
| R2 |
1.4504 |
1.4504 |
1.4229 |
|
| R1 |
1.4341 |
1.4341 |
1.4204 |
1.4286 |
| PP |
1.4231 |
1.4231 |
1.4231 |
1.4203 |
| S1 |
1.4068 |
1.4068 |
1.4154 |
1.4013 |
| S2 |
1.3958 |
1.3958 |
1.4129 |
|
| S3 |
1.3685 |
1.3795 |
1.4104 |
|
| S4 |
1.3412 |
1.3522 |
1.4029 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5434 |
1.5239 |
1.4468 |
|
| R3 |
1.5037 |
1.4842 |
1.4359 |
|
| R2 |
1.4640 |
1.4640 |
1.4323 |
|
| R1 |
1.4445 |
1.4445 |
1.4286 |
1.4344 |
| PP |
1.4243 |
1.4243 |
1.4243 |
1.4193 |
| S1 |
1.4048 |
1.4048 |
1.4214 |
1.3947 |
| S2 |
1.3846 |
1.3846 |
1.4177 |
|
| S3 |
1.3449 |
1.3651 |
1.4141 |
|
| S4 |
1.3052 |
1.3254 |
1.4032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4393 |
1.4041 |
0.0352 |
2.5% |
0.0227 |
1.6% |
39% |
True |
False |
458,451 |
| 10 |
1.4514 |
1.4041 |
0.0473 |
3.3% |
0.0210 |
1.5% |
29% |
False |
False |
393,963 |
| 20 |
1.4514 |
1.3811 |
0.0703 |
5.0% |
0.0186 |
1.3% |
52% |
False |
False |
375,655 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0174 |
1.2% |
50% |
False |
False |
336,999 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0168 |
1.2% |
44% |
False |
False |
236,527 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0168 |
1.2% |
35% |
False |
False |
177,587 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0155 |
1.1% |
35% |
False |
False |
142,140 |
| 120 |
1.4875 |
1.3470 |
0.1405 |
9.9% |
0.0139 |
1.0% |
50% |
False |
False |
118,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5553 |
|
2.618 |
1.5108 |
|
1.618 |
1.4835 |
|
1.000 |
1.4666 |
|
0.618 |
1.4562 |
|
HIGH |
1.4393 |
|
0.618 |
1.4289 |
|
0.500 |
1.4257 |
|
0.382 |
1.4224 |
|
LOW |
1.4120 |
|
0.618 |
1.3951 |
|
1.000 |
1.3847 |
|
1.618 |
1.3678 |
|
2.618 |
1.3405 |
|
4.250 |
1.2960 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4257 |
1.4217 |
| PP |
1.4231 |
1.4204 |
| S1 |
1.4205 |
1.4192 |
|