CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4510 |
1.4436 |
-0.0074 |
-0.5% |
1.4372 |
| High |
1.4530 |
1.4466 |
-0.0064 |
-0.4% |
1.4500 |
| Low |
1.4380 |
1.4355 |
-0.0025 |
-0.2% |
1.4322 |
| Close |
1.4447 |
1.4377 |
-0.0070 |
-0.5% |
1.4480 |
| Range |
0.0150 |
0.0111 |
-0.0039 |
-26.0% |
0.0178 |
| ATR |
0.0166 |
0.0162 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
242,576 |
243,574 |
998 |
0.4% |
1,378,494 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4732 |
1.4666 |
1.4438 |
|
| R3 |
1.4621 |
1.4555 |
1.4408 |
|
| R2 |
1.4510 |
1.4510 |
1.4397 |
|
| R1 |
1.4444 |
1.4444 |
1.4387 |
1.4422 |
| PP |
1.4399 |
1.4399 |
1.4399 |
1.4388 |
| S1 |
1.4333 |
1.4333 |
1.4367 |
1.4311 |
| S2 |
1.4288 |
1.4288 |
1.4357 |
|
| S3 |
1.4177 |
1.4222 |
1.4346 |
|
| S4 |
1.4066 |
1.4111 |
1.4316 |
|
|
| 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% |
0.0136 |
0.9% |
24% |
False |
False |
263,404 |
| 10 |
1.4553 |
1.4253 |
0.0300 |
2.1% |
0.0140 |
1.0% |
41% |
False |
False |
265,984 |
| 20 |
1.4553 |
1.4041 |
0.0512 |
3.6% |
0.0176 |
1.2% |
66% |
False |
False |
337,616 |
| 40 |
1.4553 |
1.3811 |
0.0742 |
5.2% |
0.0175 |
1.2% |
76% |
False |
False |
346,991 |
| 60 |
1.4649 |
1.3811 |
0.0838 |
5.8% |
0.0171 |
1.2% |
68% |
False |
False |
321,765 |
| 80 |
1.4652 |
1.3811 |
0.0841 |
5.8% |
0.0167 |
1.2% |
67% |
False |
False |
243,038 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0164 |
1.1% |
53% |
False |
False |
194,570 |
| 120 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0155 |
1.1% |
53% |
False |
False |
162,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4938 |
|
2.618 |
1.4757 |
|
1.618 |
1.4646 |
|
1.000 |
1.4577 |
|
0.618 |
1.4535 |
|
HIGH |
1.4466 |
|
0.618 |
1.4424 |
|
0.500 |
1.4411 |
|
0.382 |
1.4397 |
|
LOW |
1.4355 |
|
0.618 |
1.4286 |
|
1.000 |
1.4244 |
|
1.618 |
1.4175 |
|
2.618 |
1.4064 |
|
4.250 |
1.3883 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4411 |
1.4454 |
| PP |
1.4399 |
1.4428 |
| S1 |
1.4388 |
1.4403 |
|