CME Euro FX (E) Future December 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 |
1.4375 |
1.4132 |
-0.0243 |
-1.7% |
1.4300 |
| High |
1.4375 |
1.4259 |
-0.0116 |
-0.8% |
1.4390 |
| Low |
1.4147 |
1.4089 |
-0.0058 |
-0.4% |
1.4021 |
| Close |
1.4178 |
1.4194 |
0.0016 |
0.1% |
1.4224 |
| Range |
0.0228 |
0.0170 |
-0.0058 |
-25.4% |
0.0369 |
| ATR |
0.0177 |
0.0176 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
469 |
1,119 |
650 |
138.6% |
3,530 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4691 |
1.4612 |
1.4288 |
|
| R3 |
1.4521 |
1.4442 |
1.4241 |
|
| R2 |
1.4351 |
1.4351 |
1.4225 |
|
| R1 |
1.4272 |
1.4272 |
1.4210 |
1.4312 |
| PP |
1.4181 |
1.4181 |
1.4181 |
1.4200 |
| S1 |
1.4102 |
1.4102 |
1.4178 |
1.4142 |
| S2 |
1.4011 |
1.4011 |
1.4163 |
|
| S3 |
1.3841 |
1.3932 |
1.4147 |
|
| S4 |
1.3671 |
1.3762 |
1.4101 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5319 |
1.5140 |
1.4427 |
|
| R3 |
1.4950 |
1.4771 |
1.4325 |
|
| R2 |
1.4581 |
1.4581 |
1.4292 |
|
| R1 |
1.4402 |
1.4402 |
1.4258 |
1.4307 |
| PP |
1.4212 |
1.4212 |
1.4212 |
1.4164 |
| S1 |
1.4033 |
1.4033 |
1.4190 |
1.3938 |
| S2 |
1.3843 |
1.3843 |
1.4156 |
|
| S3 |
1.3474 |
1.3664 |
1.4123 |
|
| S4 |
1.3105 |
1.3295 |
1.4021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4375 |
1.4021 |
0.0354 |
2.5% |
0.0217 |
1.5% |
49% |
False |
False |
766 |
| 10 |
1.4390 |
1.4021 |
0.0369 |
2.6% |
0.0207 |
1.5% |
47% |
False |
False |
713 |
| 20 |
1.4462 |
1.3977 |
0.0485 |
3.4% |
0.0167 |
1.2% |
45% |
False |
False |
463 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0158 |
1.1% |
57% |
False |
False |
349 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0127 |
0.9% |
49% |
False |
False |
242 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0108 |
0.8% |
43% |
False |
False |
183 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0088 |
0.6% |
43% |
False |
False |
147 |
| 120 |
1.4735 |
1.3582 |
0.1153 |
8.1% |
0.0076 |
0.5% |
53% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4982 |
|
2.618 |
1.4704 |
|
1.618 |
1.4534 |
|
1.000 |
1.4429 |
|
0.618 |
1.4364 |
|
HIGH |
1.4259 |
|
0.618 |
1.4194 |
|
0.500 |
1.4174 |
|
0.382 |
1.4154 |
|
LOW |
1.4089 |
|
0.618 |
1.3984 |
|
1.000 |
1.3919 |
|
1.618 |
1.3814 |
|
2.618 |
1.3644 |
|
4.250 |
1.3367 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4187 |
1.4232 |
| PP |
1.4181 |
1.4219 |
| S1 |
1.4174 |
1.4207 |
|