CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4441 |
1.4394 |
-0.0047 |
-0.3% |
1.4349 |
| High |
1.4467 |
1.4512 |
0.0045 |
0.3% |
1.4395 |
| Low |
1.4348 |
1.4319 |
-0.0029 |
-0.2% |
1.4098 |
| Close |
1.4389 |
1.4446 |
0.0057 |
0.4% |
1.4238 |
| Range |
0.0119 |
0.0193 |
0.0074 |
62.2% |
0.0297 |
| ATR |
0.0190 |
0.0190 |
0.0000 |
0.1% |
0.0000 |
| Volume |
313,823 |
317,526 |
3,703 |
1.2% |
2,122,252 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5005 |
1.4918 |
1.4552 |
|
| R3 |
1.4812 |
1.4725 |
1.4499 |
|
| R2 |
1.4619 |
1.4619 |
1.4481 |
|
| R1 |
1.4532 |
1.4532 |
1.4464 |
1.4576 |
| PP |
1.4426 |
1.4426 |
1.4426 |
1.4447 |
| S1 |
1.4339 |
1.4339 |
1.4428 |
1.4383 |
| S2 |
1.4233 |
1.4233 |
1.4411 |
|
| S3 |
1.4040 |
1.4146 |
1.4393 |
|
| S4 |
1.3847 |
1.3953 |
1.4340 |
|
|
| 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 |
1.4512 |
1.4098 |
0.0414 |
2.9% |
0.0172 |
1.2% |
84% |
True |
False |
330,626 |
| 10 |
1.4512 |
1.4041 |
0.0471 |
3.3% |
0.0213 |
1.5% |
86% |
True |
False |
409,248 |
| 20 |
1.4514 |
1.4041 |
0.0473 |
3.3% |
0.0196 |
1.4% |
86% |
False |
False |
375,427 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.1% |
0.0179 |
1.2% |
86% |
False |
False |
350,182 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.8% |
0.0171 |
1.2% |
76% |
False |
False |
279,549 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0171 |
1.2% |
60% |
False |
False |
209,903 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0160 |
1.1% |
60% |
False |
False |
168,000 |
| 120 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0147 |
1.0% |
63% |
False |
False |
140,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5332 |
|
2.618 |
1.5017 |
|
1.618 |
1.4824 |
|
1.000 |
1.4705 |
|
0.618 |
1.4631 |
|
HIGH |
1.4512 |
|
0.618 |
1.4438 |
|
0.500 |
1.4416 |
|
0.382 |
1.4393 |
|
LOW |
1.4319 |
|
0.618 |
1.4200 |
|
1.000 |
1.4126 |
|
1.618 |
1.4007 |
|
2.618 |
1.3814 |
|
4.250 |
1.3499 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4436 |
1.4425 |
| PP |
1.4426 |
1.4405 |
| S1 |
1.4416 |
1.4384 |
|