CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4490 |
1.4510 |
0.0020 |
0.1% |
1.4372 |
| High |
1.4553 |
1.4530 |
-0.0023 |
-0.2% |
1.4500 |
| Low |
1.4462 |
1.4380 |
-0.0082 |
-0.6% |
1.4322 |
| Close |
1.4503 |
1.4447 |
-0.0056 |
-0.4% |
1.4480 |
| Range |
0.0091 |
0.0150 |
0.0059 |
64.8% |
0.0178 |
| ATR |
0.0167 |
0.0166 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
163,329 |
242,576 |
79,247 |
48.5% |
1,378,494 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4902 |
1.4825 |
1.4530 |
|
| R3 |
1.4752 |
1.4675 |
1.4488 |
|
| R2 |
1.4602 |
1.4602 |
1.4475 |
|
| R1 |
1.4525 |
1.4525 |
1.4461 |
1.4489 |
| PP |
1.4452 |
1.4452 |
1.4452 |
1.4434 |
| S1 |
1.4375 |
1.4375 |
1.4433 |
1.4339 |
| S2 |
1.4302 |
1.4302 |
1.4420 |
|
| S3 |
1.4152 |
1.4225 |
1.4406 |
|
| S4 |
1.4002 |
1.4075 |
1.4365 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4968 |
1.4902 |
1.4578 |
|
| R3 |
1.4790 |
1.4724 |
1.4529 |
|
| R2 |
1.4612 |
1.4612 |
1.4513 |
|
| R1 |
1.4546 |
1.4546 |
1.4496 |
1.4579 |
| PP |
1.4434 |
1.4434 |
1.4434 |
1.4451 |
| S1 |
1.4368 |
1.4368 |
1.4464 |
1.4401 |
| S2 |
1.4256 |
1.4256 |
1.4447 |
|
| S3 |
1.4078 |
1.4190 |
1.4431 |
|
| S4 |
1.3900 |
1.4012 |
1.4382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4553 |
1.4322 |
0.0231 |
1.6% |
0.0134 |
0.9% |
54% |
False |
False |
265,857 |
| 10 |
1.4553 |
1.4253 |
0.0300 |
2.1% |
0.0148 |
1.0% |
65% |
False |
False |
273,379 |
| 20 |
1.4553 |
1.4041 |
0.0512 |
3.5% |
0.0181 |
1.3% |
79% |
False |
False |
346,371 |
| 40 |
1.4553 |
1.3811 |
0.0742 |
5.1% |
0.0177 |
1.2% |
86% |
False |
False |
348,312 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.8% |
0.0171 |
1.2% |
76% |
False |
False |
318,611 |
| 80 |
1.4652 |
1.3811 |
0.0841 |
5.8% |
0.0168 |
1.2% |
76% |
False |
False |
240,006 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0164 |
1.1% |
60% |
False |
False |
192,138 |
| 120 |
1.4875 |
1.3775 |
0.1100 |
7.6% |
0.0154 |
1.1% |
61% |
False |
False |
160,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5168 |
|
2.618 |
1.4923 |
|
1.618 |
1.4773 |
|
1.000 |
1.4680 |
|
0.618 |
1.4623 |
|
HIGH |
1.4530 |
|
0.618 |
1.4473 |
|
0.500 |
1.4455 |
|
0.382 |
1.4437 |
|
LOW |
1.4380 |
|
0.618 |
1.4287 |
|
1.000 |
1.4230 |
|
1.618 |
1.4137 |
|
2.618 |
1.3987 |
|
4.250 |
1.3743 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4455 |
1.4444 |
| PP |
1.4452 |
1.4441 |
| S1 |
1.4450 |
1.4439 |
|