CME Euro FX (E) Future September 2011


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Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 1.4077 1.4349 0.0272 1.9% 1.4339
High 1.4286 1.4393 0.0107 0.7% 1.4438
Low 1.4041 1.4120 0.0079 0.6% 1.4041
Close 1.4250 1.4179 -0.0071 -0.5% 1.4250
Range 0.0245 0.0273 0.0028 11.4% 0.0397
ATR 0.0184 0.0191 0.0006 3.4% 0.0000
Volume 470,830 466,045 -4,785 -1.0% 2,198,507
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.5050 1.4887 1.4329
R3 1.4777 1.4614 1.4254
R2 1.4504 1.4504 1.4229
R1 1.4341 1.4341 1.4204 1.4286
PP 1.4231 1.4231 1.4231 1.4203
S1 1.4068 1.4068 1.4154 1.4013
S2 1.3958 1.3958 1.4129
S3 1.3685 1.3795 1.4104
S4 1.3412 1.3522 1.4029
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 1.4393 1.4041 0.0352 2.5% 0.0227 1.6% 39% True False 458,451
10 1.4514 1.4041 0.0473 3.3% 0.0210 1.5% 29% False False 393,963
20 1.4514 1.3811 0.0703 5.0% 0.0186 1.3% 52% False False 375,655
40 1.4547 1.3811 0.0736 5.2% 0.0174 1.2% 50% False False 336,999
60 1.4652 1.3811 0.0841 5.9% 0.0168 1.2% 44% False False 236,527
80 1.4875 1.3811 0.1064 7.5% 0.0168 1.2% 35% False False 177,587
100 1.4875 1.3811 0.1064 7.5% 0.0155 1.1% 35% False False 142,140
120 1.4875 1.3470 0.1405 9.9% 0.0139 1.0% 50% False False 118,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5553
2.618 1.5108
1.618 1.4835
1.000 1.4666
0.618 1.4562
HIGH 1.4393
0.618 1.4289
0.500 1.4257
0.382 1.4224
LOW 1.4120
0.618 1.3951
1.000 1.3847
1.618 1.3678
2.618 1.3405
4.250 1.2960
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 1.4257 1.4217
PP 1.4231 1.4204
S1 1.4205 1.4192

These figures are updated between 7pm and 10pm EST after a trading day.

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