CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4157 |
1.4231 |
0.0074 |
0.5% |
1.4349 |
| High |
1.4289 |
1.4286 |
-0.0003 |
0.0% |
1.4395 |
| Low |
1.4098 |
1.4143 |
0.0045 |
0.3% |
1.4098 |
| Close |
1.4208 |
1.4238 |
0.0030 |
0.2% |
1.4238 |
| Range |
0.0191 |
0.0143 |
-0.0048 |
-25.1% |
0.0297 |
| ATR |
0.0196 |
0.0192 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
446,600 |
274,033 |
-172,567 |
-38.6% |
2,122,252 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4651 |
1.4588 |
1.4317 |
|
| R3 |
1.4508 |
1.4445 |
1.4277 |
|
| R2 |
1.4365 |
1.4365 |
1.4264 |
|
| R1 |
1.4302 |
1.4302 |
1.4251 |
1.4334 |
| PP |
1.4222 |
1.4222 |
1.4222 |
1.4238 |
| S1 |
1.4159 |
1.4159 |
1.4225 |
1.4191 |
| S2 |
1.4079 |
1.4079 |
1.4212 |
|
| S3 |
1.3936 |
1.4016 |
1.4199 |
|
| S4 |
1.3793 |
1.3873 |
1.4159 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5135 |
1.4983 |
1.4401 |
|
| R3 |
1.4838 |
1.4686 |
1.4320 |
|
| R2 |
1.4541 |
1.4541 |
1.4292 |
|
| R1 |
1.4389 |
1.4389 |
1.4265 |
1.4317 |
| PP |
1.4244 |
1.4244 |
1.4244 |
1.4207 |
| S1 |
1.4092 |
1.4092 |
1.4211 |
1.4020 |
| S2 |
1.3947 |
1.3947 |
1.4184 |
|
| S3 |
1.3650 |
1.3795 |
1.4156 |
|
| S4 |
1.3353 |
1.3498 |
1.4075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4395 |
1.4098 |
0.0297 |
2.1% |
0.0215 |
1.5% |
47% |
False |
False |
424,450 |
| 10 |
1.4438 |
1.4041 |
0.0397 |
2.8% |
0.0221 |
1.6% |
50% |
False |
False |
432,075 |
| 20 |
1.4514 |
1.3988 |
0.0526 |
3.7% |
0.0189 |
1.3% |
48% |
False |
False |
375,698 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0178 |
1.2% |
58% |
False |
False |
347,156 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0171 |
1.2% |
51% |
False |
False |
264,064 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0170 |
1.2% |
40% |
False |
False |
198,264 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0159 |
1.1% |
40% |
False |
False |
158,688 |
| 120 |
1.4875 |
1.3700 |
0.1175 |
8.3% |
0.0143 |
1.0% |
46% |
False |
False |
132,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4894 |
|
2.618 |
1.4660 |
|
1.618 |
1.4517 |
|
1.000 |
1.4429 |
|
0.618 |
1.4374 |
|
HIGH |
1.4286 |
|
0.618 |
1.4231 |
|
0.500 |
1.4215 |
|
0.382 |
1.4198 |
|
LOW |
1.4143 |
|
0.618 |
1.4055 |
|
1.000 |
1.4000 |
|
1.618 |
1.3912 |
|
2.618 |
1.3769 |
|
4.250 |
1.3535 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4230 |
1.4247 |
| PP |
1.4222 |
1.4244 |
| S1 |
1.4215 |
1.4241 |
|