CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4205 |
1.4139 |
-0.0066 |
-0.5% |
1.4336 |
| High |
1.4228 |
1.4301 |
0.0073 |
0.5% |
1.4462 |
| Low |
1.4113 |
1.4117 |
0.0004 |
0.0% |
1.4180 |
| Close |
1.4151 |
1.4269 |
0.0118 |
0.8% |
1.4315 |
| Range |
0.0115 |
0.0184 |
0.0069 |
60.0% |
0.0282 |
| ATR |
0.0149 |
0.0151 |
0.0003 |
1.7% |
0.0000 |
| Volume |
1,215 |
278 |
-937 |
-77.1% |
1,569 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4781 |
1.4709 |
1.4370 |
|
| R3 |
1.4597 |
1.4525 |
1.4320 |
|
| R2 |
1.4413 |
1.4413 |
1.4303 |
|
| R1 |
1.4341 |
1.4341 |
1.4286 |
1.4377 |
| PP |
1.4229 |
1.4229 |
1.4229 |
1.4247 |
| S1 |
1.4157 |
1.4157 |
1.4252 |
1.4193 |
| S2 |
1.4045 |
1.4045 |
1.4235 |
|
| S3 |
1.3861 |
1.3973 |
1.4218 |
|
| S4 |
1.3677 |
1.3789 |
1.4168 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5165 |
1.5022 |
1.4470 |
|
| R3 |
1.4883 |
1.4740 |
1.4393 |
|
| R2 |
1.4601 |
1.4601 |
1.4367 |
|
| R1 |
1.4458 |
1.4458 |
1.4341 |
1.4389 |
| PP |
1.4319 |
1.4319 |
1.4319 |
1.4284 |
| S1 |
1.4176 |
1.4176 |
1.4289 |
1.4107 |
| S2 |
1.4037 |
1.4037 |
1.4263 |
|
| S3 |
1.3755 |
1.3894 |
1.4237 |
|
| S4 |
1.3473 |
1.3612 |
1.4160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4390 |
1.4113 |
0.0277 |
1.9% |
0.0170 |
1.2% |
56% |
False |
False |
529 |
| 10 |
1.4462 |
1.4080 |
0.0382 |
2.7% |
0.0162 |
1.1% |
49% |
False |
False |
387 |
| 20 |
1.4462 |
1.3794 |
0.0668 |
4.7% |
0.0153 |
1.1% |
71% |
False |
False |
320 |
| 40 |
1.4530 |
1.3794 |
0.0736 |
5.2% |
0.0143 |
1.0% |
65% |
False |
False |
244 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0106 |
0.7% |
58% |
False |
False |
166 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0094 |
0.7% |
50% |
False |
False |
126 |
| 100 |
1.4735 |
1.3788 |
0.0947 |
6.6% |
0.0077 |
0.5% |
51% |
False |
False |
102 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0064 |
0.5% |
65% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5083 |
|
2.618 |
1.4783 |
|
1.618 |
1.4599 |
|
1.000 |
1.4485 |
|
0.618 |
1.4415 |
|
HIGH |
1.4301 |
|
0.618 |
1.4231 |
|
0.500 |
1.4209 |
|
0.382 |
1.4187 |
|
LOW |
1.4117 |
|
0.618 |
1.4003 |
|
1.000 |
1.3933 |
|
1.618 |
1.3819 |
|
2.618 |
1.3635 |
|
4.250 |
1.3335 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4249 |
1.4263 |
| PP |
1.4229 |
1.4257 |
| S1 |
1.4209 |
1.4252 |
|