CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4160 |
1.4385 |
0.0225 |
1.6% |
1.4339 |
| High |
1.4372 |
1.4395 |
0.0023 |
0.2% |
1.4438 |
| Low |
1.4145 |
1.4154 |
0.0009 |
0.1% |
1.4041 |
| Close |
1.4209 |
1.4193 |
-0.0016 |
-0.1% |
1.4250 |
| Range |
0.0227 |
0.0241 |
0.0014 |
6.2% |
0.0397 |
| ATR |
0.0193 |
0.0197 |
0.0003 |
1.8% |
0.0000 |
| Volume |
483,768 |
451,806 |
-31,962 |
-6.6% |
2,198,507 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4970 |
1.4823 |
1.4326 |
|
| R3 |
1.4729 |
1.4582 |
1.4259 |
|
| R2 |
1.4488 |
1.4488 |
1.4237 |
|
| R1 |
1.4341 |
1.4341 |
1.4215 |
1.4294 |
| PP |
1.4247 |
1.4247 |
1.4247 |
1.4224 |
| S1 |
1.4100 |
1.4100 |
1.4171 |
1.4053 |
| S2 |
1.4006 |
1.4006 |
1.4149 |
|
| S3 |
1.3765 |
1.3859 |
1.4127 |
|
| S4 |
1.3524 |
1.3618 |
1.4060 |
|
|
| 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 |
1.4395 |
1.4041 |
0.0354 |
2.5% |
0.0254 |
1.8% |
43% |
True |
False |
487,870 |
| 10 |
1.4438 |
1.4041 |
0.0397 |
2.8% |
0.0221 |
1.6% |
38% |
False |
False |
426,010 |
| 20 |
1.4514 |
1.3988 |
0.0526 |
3.7% |
0.0186 |
1.3% |
39% |
False |
False |
372,206 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0180 |
1.3% |
52% |
False |
False |
349,414 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0169 |
1.2% |
45% |
False |
False |
252,086 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0171 |
1.2% |
36% |
False |
False |
189,273 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0157 |
1.1% |
36% |
False |
False |
151,492 |
| 120 |
1.4875 |
1.3499 |
0.1376 |
9.7% |
0.0142 |
1.0% |
50% |
False |
False |
126,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5419 |
|
2.618 |
1.5026 |
|
1.618 |
1.4785 |
|
1.000 |
1.4636 |
|
0.618 |
1.4544 |
|
HIGH |
1.4395 |
|
0.618 |
1.4303 |
|
0.500 |
1.4275 |
|
0.382 |
1.4246 |
|
LOW |
1.4154 |
|
0.618 |
1.4005 |
|
1.000 |
1.3913 |
|
1.618 |
1.3764 |
|
2.618 |
1.3523 |
|
4.250 |
1.3130 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4275 |
1.4258 |
| PP |
1.4247 |
1.4236 |
| S1 |
1.4220 |
1.4215 |
|