CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4346 |
1.4077 |
-0.0269 |
-1.9% |
1.4339 |
| High |
1.4355 |
1.4286 |
-0.0069 |
-0.5% |
1.4438 |
| Low |
1.4070 |
1.4041 |
-0.0029 |
-0.2% |
1.4041 |
| Close |
1.4121 |
1.4250 |
0.0129 |
0.9% |
1.4250 |
| Range |
0.0285 |
0.0245 |
-0.0040 |
-14.0% |
0.0397 |
| ATR |
0.0180 |
0.0184 |
0.0005 |
2.6% |
0.0000 |
| Volume |
566,902 |
470,830 |
-96,072 |
-16.9% |
2,198,507 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4927 |
1.4834 |
1.4385 |
|
| R3 |
1.4682 |
1.4589 |
1.4317 |
|
| R2 |
1.4437 |
1.4437 |
1.4295 |
|
| R1 |
1.4344 |
1.4344 |
1.4272 |
1.4391 |
| PP |
1.4192 |
1.4192 |
1.4192 |
1.4216 |
| S1 |
1.4099 |
1.4099 |
1.4228 |
1.4146 |
| S2 |
1.3947 |
1.3947 |
1.4205 |
|
| S3 |
1.3702 |
1.3854 |
1.4183 |
|
| S4 |
1.3457 |
1.3609 |
1.4115 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5434 |
1.5239 |
1.4468 |
|
| R3 |
1.5037 |
1.4842 |
1.4359 |
|
| R2 |
1.4640 |
1.4640 |
1.4323 |
|
| R1 |
1.4445 |
1.4445 |
1.4286 |
1.4344 |
| PP |
1.4243 |
1.4243 |
1.4243 |
1.4193 |
| S1 |
1.4048 |
1.4048 |
1.4214 |
1.3947 |
| S2 |
1.3846 |
1.3846 |
1.4177 |
|
| S3 |
1.3449 |
1.3651 |
1.4141 |
|
| S4 |
1.3052 |
1.3254 |
1.4032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4438 |
1.4041 |
0.0397 |
2.8% |
0.0226 |
1.6% |
53% |
False |
True |
439,701 |
| 10 |
1.4514 |
1.4041 |
0.0473 |
3.3% |
0.0191 |
1.3% |
44% |
False |
True |
370,798 |
| 20 |
1.4514 |
1.3811 |
0.0703 |
4.9% |
0.0185 |
1.3% |
62% |
False |
False |
372,992 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0173 |
1.2% |
60% |
False |
False |
333,349 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0166 |
1.2% |
52% |
False |
False |
228,784 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0166 |
1.2% |
41% |
False |
False |
171,765 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0154 |
1.1% |
41% |
False |
False |
137,486 |
| 120 |
1.4875 |
1.3470 |
0.1405 |
9.9% |
0.0136 |
1.0% |
56% |
False |
False |
114,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5327 |
|
2.618 |
1.4927 |
|
1.618 |
1.4682 |
|
1.000 |
1.4531 |
|
0.618 |
1.4437 |
|
HIGH |
1.4286 |
|
0.618 |
1.4192 |
|
0.500 |
1.4164 |
|
0.382 |
1.4135 |
|
LOW |
1.4041 |
|
0.618 |
1.3890 |
|
1.000 |
1.3796 |
|
1.618 |
1.3645 |
|
2.618 |
1.3400 |
|
4.250 |
1.3000 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4221 |
1.4233 |
| PP |
1.4192 |
1.4215 |
| S1 |
1.4164 |
1.4198 |
|