CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4418 |
1.4323 |
-0.0095 |
-0.7% |
1.4256 |
| High |
1.4447 |
1.4449 |
0.0002 |
0.0% |
1.4512 |
| Low |
1.4265 |
1.4253 |
-0.0012 |
-0.1% |
1.4253 |
| Close |
1.4320 |
1.4382 |
0.0062 |
0.4% |
1.4382 |
| Range |
0.0182 |
0.0196 |
0.0014 |
7.7% |
0.0259 |
| ATR |
0.0190 |
0.0190 |
0.0000 |
0.2% |
0.0000 |
| Volume |
320,326 |
311,543 |
-8,783 |
-2.7% |
1,564,366 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4949 |
1.4862 |
1.4490 |
|
| R3 |
1.4753 |
1.4666 |
1.4436 |
|
| R2 |
1.4557 |
1.4557 |
1.4418 |
|
| R1 |
1.4470 |
1.4470 |
1.4400 |
1.4514 |
| PP |
1.4361 |
1.4361 |
1.4361 |
1.4383 |
| S1 |
1.4274 |
1.4274 |
1.4364 |
1.4318 |
| S2 |
1.4165 |
1.4165 |
1.4346 |
|
| S3 |
1.3969 |
1.4078 |
1.4328 |
|
| S4 |
1.3773 |
1.3882 |
1.4274 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5159 |
1.5030 |
1.4524 |
|
| R3 |
1.4900 |
1.4771 |
1.4453 |
|
| R2 |
1.4641 |
1.4641 |
1.4429 |
|
| R1 |
1.4512 |
1.4512 |
1.4406 |
1.4577 |
| PP |
1.4382 |
1.4382 |
1.4382 |
1.4415 |
| S1 |
1.4253 |
1.4253 |
1.4358 |
1.4318 |
| S2 |
1.4123 |
1.4123 |
1.4335 |
|
| S3 |
1.3864 |
1.3994 |
1.4311 |
|
| S4 |
1.3605 |
1.3735 |
1.4240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4512 |
1.4253 |
0.0259 |
1.8% |
0.0181 |
1.3% |
50% |
False |
True |
312,873 |
| 10 |
1.4512 |
1.4098 |
0.0414 |
2.9% |
0.0198 |
1.4% |
69% |
False |
False |
368,661 |
| 20 |
1.4514 |
1.4041 |
0.0473 |
3.3% |
0.0195 |
1.4% |
72% |
False |
False |
369,730 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.1% |
0.0181 |
1.3% |
78% |
False |
False |
348,958 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.8% |
0.0174 |
1.2% |
68% |
False |
False |
290,004 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0172 |
1.2% |
54% |
False |
False |
217,788 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0162 |
1.1% |
54% |
False |
False |
174,314 |
| 120 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0150 |
1.0% |
57% |
False |
False |
145,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5282 |
|
2.618 |
1.4962 |
|
1.618 |
1.4766 |
|
1.000 |
1.4645 |
|
0.618 |
1.4570 |
|
HIGH |
1.4449 |
|
0.618 |
1.4374 |
|
0.500 |
1.4351 |
|
0.382 |
1.4328 |
|
LOW |
1.4253 |
|
0.618 |
1.4132 |
|
1.000 |
1.4057 |
|
1.618 |
1.3936 |
|
2.618 |
1.3740 |
|
4.250 |
1.3420 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4372 |
1.4383 |
| PP |
1.4361 |
1.4382 |
| S1 |
1.4351 |
1.4382 |
|