CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4394 |
1.4418 |
0.0024 |
0.2% |
1.4349 |
| High |
1.4512 |
1.4447 |
-0.0065 |
-0.4% |
1.4395 |
| Low |
1.4319 |
1.4265 |
-0.0054 |
-0.4% |
1.4098 |
| Close |
1.4446 |
1.4320 |
-0.0126 |
-0.9% |
1.4238 |
| Range |
0.0193 |
0.0182 |
-0.0011 |
-5.7% |
0.0297 |
| ATR |
0.0190 |
0.0190 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
317,526 |
320,326 |
2,800 |
0.9% |
2,122,252 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4890 |
1.4787 |
1.4420 |
|
| R3 |
1.4708 |
1.4605 |
1.4370 |
|
| R2 |
1.4526 |
1.4526 |
1.4353 |
|
| R1 |
1.4423 |
1.4423 |
1.4337 |
1.4384 |
| PP |
1.4344 |
1.4344 |
1.4344 |
1.4324 |
| S1 |
1.4241 |
1.4241 |
1.4303 |
1.4202 |
| S2 |
1.4162 |
1.4162 |
1.4287 |
|
| S3 |
1.3980 |
1.4059 |
1.4270 |
|
| S4 |
1.3798 |
1.3877 |
1.4220 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5135 |
1.4983 |
1.4401 |
|
| R3 |
1.4838 |
1.4686 |
1.4320 |
|
| R2 |
1.4541 |
1.4541 |
1.4292 |
|
| R1 |
1.4389 |
1.4389 |
1.4265 |
1.4317 |
| PP |
1.4244 |
1.4244 |
1.4244 |
1.4207 |
| S1 |
1.4092 |
1.4092 |
1.4211 |
1.4020 |
| S2 |
1.3947 |
1.3947 |
1.4184 |
|
| S3 |
1.3650 |
1.3795 |
1.4156 |
|
| S4 |
1.3353 |
1.3498 |
1.4075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4512 |
1.4143 |
0.0369 |
2.6% |
0.0171 |
1.2% |
48% |
False |
False |
305,371 |
| 10 |
1.4512 |
1.4041 |
0.0471 |
3.3% |
0.0203 |
1.4% |
59% |
False |
False |
384,590 |
| 20 |
1.4514 |
1.4041 |
0.0473 |
3.3% |
0.0191 |
1.3% |
59% |
False |
False |
367,290 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.1% |
0.0181 |
1.3% |
69% |
False |
False |
351,070 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0172 |
1.2% |
61% |
False |
False |
284,839 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0172 |
1.2% |
48% |
False |
False |
213,904 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0161 |
1.1% |
48% |
False |
False |
171,201 |
| 120 |
1.4875 |
1.3720 |
0.1155 |
8.1% |
0.0149 |
1.0% |
52% |
False |
False |
142,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5221 |
|
2.618 |
1.4923 |
|
1.618 |
1.4741 |
|
1.000 |
1.4629 |
|
0.618 |
1.4559 |
|
HIGH |
1.4447 |
|
0.618 |
1.4377 |
|
0.500 |
1.4356 |
|
0.382 |
1.4335 |
|
LOW |
1.4265 |
|
0.618 |
1.4153 |
|
1.000 |
1.4083 |
|
1.618 |
1.3971 |
|
2.618 |
1.3789 |
|
4.250 |
1.3492 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4356 |
1.4389 |
| PP |
1.4344 |
1.4366 |
| S1 |
1.4332 |
1.4343 |
|