CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4385 |
1.4157 |
-0.0228 |
-1.6% |
1.4339 |
| High |
1.4395 |
1.4289 |
-0.0106 |
-0.7% |
1.4438 |
| Low |
1.4154 |
1.4098 |
-0.0056 |
-0.4% |
1.4041 |
| Close |
1.4193 |
1.4208 |
0.0015 |
0.1% |
1.4250 |
| Range |
0.0241 |
0.0191 |
-0.0050 |
-20.7% |
0.0397 |
| ATR |
0.0197 |
0.0196 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
451,806 |
446,600 |
-5,206 |
-1.2% |
2,198,507 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4771 |
1.4681 |
1.4313 |
|
| R3 |
1.4580 |
1.4490 |
1.4261 |
|
| R2 |
1.4389 |
1.4389 |
1.4243 |
|
| R1 |
1.4299 |
1.4299 |
1.4226 |
1.4344 |
| PP |
1.4198 |
1.4198 |
1.4198 |
1.4221 |
| S1 |
1.4108 |
1.4108 |
1.4190 |
1.4153 |
| S2 |
1.4007 |
1.4007 |
1.4173 |
|
| S3 |
1.3816 |
1.3917 |
1.4155 |
|
| S4 |
1.3625 |
1.3726 |
1.4103 |
|
|
| 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 |
1.4395 |
1.4041 |
0.0354 |
2.5% |
0.0235 |
1.7% |
47% |
False |
False |
463,809 |
| 10 |
1.4438 |
1.4041 |
0.0397 |
2.8% |
0.0225 |
1.6% |
42% |
False |
False |
440,494 |
| 20 |
1.4514 |
1.3988 |
0.0526 |
3.7% |
0.0187 |
1.3% |
42% |
False |
False |
376,181 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0178 |
1.3% |
54% |
False |
False |
350,577 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0170 |
1.2% |
47% |
False |
False |
259,516 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0170 |
1.2% |
37% |
False |
False |
194,853 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0158 |
1.1% |
37% |
False |
False |
155,953 |
| 120 |
1.4875 |
1.3587 |
0.1288 |
9.1% |
0.0142 |
1.0% |
48% |
False |
False |
129,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5101 |
|
2.618 |
1.4789 |
|
1.618 |
1.4598 |
|
1.000 |
1.4480 |
|
0.618 |
1.4407 |
|
HIGH |
1.4289 |
|
0.618 |
1.4216 |
|
0.500 |
1.4194 |
|
0.382 |
1.4171 |
|
LOW |
1.4098 |
|
0.618 |
1.3980 |
|
1.000 |
1.3907 |
|
1.618 |
1.3789 |
|
2.618 |
1.3598 |
|
4.250 |
1.3286 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4203 |
1.4247 |
| PP |
1.4198 |
1.4234 |
| S1 |
1.4194 |
1.4221 |
|