CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4349 |
1.4160 |
-0.0189 |
-1.3% |
1.4339 |
| High |
1.4393 |
1.4372 |
-0.0021 |
-0.1% |
1.4438 |
| Low |
1.4120 |
1.4145 |
0.0025 |
0.2% |
1.4041 |
| Close |
1.4179 |
1.4209 |
0.0030 |
0.2% |
1.4250 |
| Range |
0.0273 |
0.0227 |
-0.0046 |
-16.8% |
0.0397 |
| ATR |
0.0191 |
0.0193 |
0.0003 |
1.4% |
0.0000 |
| Volume |
466,045 |
483,768 |
17,723 |
3.8% |
2,198,507 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4923 |
1.4793 |
1.4334 |
|
| R3 |
1.4696 |
1.4566 |
1.4271 |
|
| R2 |
1.4469 |
1.4469 |
1.4251 |
|
| R1 |
1.4339 |
1.4339 |
1.4230 |
1.4404 |
| PP |
1.4242 |
1.4242 |
1.4242 |
1.4275 |
| S1 |
1.4112 |
1.4112 |
1.4188 |
1.4177 |
| S2 |
1.4015 |
1.4015 |
1.4167 |
|
| S3 |
1.3788 |
1.3885 |
1.4147 |
|
| S4 |
1.3561 |
1.3658 |
1.4084 |
|
|
| 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% |
0.0246 |
1.7% |
48% |
False |
False |
481,245 |
| 10 |
1.4514 |
1.4041 |
0.0473 |
3.3% |
0.0216 |
1.5% |
36% |
False |
False |
414,014 |
| 20 |
1.4514 |
1.3923 |
0.0591 |
4.2% |
0.0186 |
1.3% |
48% |
False |
False |
371,310 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0177 |
1.2% |
54% |
False |
False |
343,870 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0168 |
1.2% |
47% |
False |
False |
244,574 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0169 |
1.2% |
37% |
False |
False |
183,629 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0156 |
1.1% |
37% |
False |
False |
146,975 |
| 120 |
1.4875 |
1.3499 |
0.1376 |
9.7% |
0.0140 |
1.0% |
52% |
False |
False |
122,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5337 |
|
2.618 |
1.4966 |
|
1.618 |
1.4739 |
|
1.000 |
1.4599 |
|
0.618 |
1.4512 |
|
HIGH |
1.4372 |
|
0.618 |
1.4285 |
|
0.500 |
1.4259 |
|
0.382 |
1.4232 |
|
LOW |
1.4145 |
|
0.618 |
1.4005 |
|
1.000 |
1.3918 |
|
1.618 |
1.3778 |
|
2.618 |
1.3551 |
|
4.250 |
1.3180 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4259 |
1.4217 |
| PP |
1.4242 |
1.4214 |
| S1 |
1.4226 |
1.4212 |
|