CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4323 |
1.4372 |
0.0049 |
0.3% |
1.4256 |
| High |
1.4449 |
1.4430 |
-0.0019 |
-0.1% |
1.4512 |
| Low |
1.4253 |
1.4342 |
0.0089 |
0.6% |
1.4253 |
| Close |
1.4382 |
1.4367 |
-0.0015 |
-0.1% |
1.4382 |
| Range |
0.0196 |
0.0088 |
-0.0108 |
-55.1% |
0.0259 |
| ATR |
0.0190 |
0.0183 |
-0.0007 |
-3.8% |
0.0000 |
| Volume |
311,543 |
181,765 |
-129,778 |
-41.7% |
1,564,366 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4644 |
1.4593 |
1.4415 |
|
| R3 |
1.4556 |
1.4505 |
1.4391 |
|
| R2 |
1.4468 |
1.4468 |
1.4383 |
|
| R1 |
1.4417 |
1.4417 |
1.4375 |
1.4399 |
| PP |
1.4380 |
1.4380 |
1.4380 |
1.4370 |
| S1 |
1.4329 |
1.4329 |
1.4359 |
1.4311 |
| S2 |
1.4292 |
1.4292 |
1.4351 |
|
| S3 |
1.4204 |
1.4241 |
1.4343 |
|
| S4 |
1.4116 |
1.4153 |
1.4319 |
|
|
| 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% |
0.0156 |
1.1% |
44% |
False |
False |
288,996 |
| 10 |
1.4512 |
1.4098 |
0.0414 |
2.9% |
0.0180 |
1.3% |
65% |
False |
False |
340,233 |
| 20 |
1.4514 |
1.4041 |
0.0473 |
3.3% |
0.0195 |
1.4% |
69% |
False |
False |
367,098 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.1% |
0.0179 |
1.2% |
76% |
False |
False |
346,620 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0173 |
1.2% |
66% |
False |
False |
292,958 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0172 |
1.2% |
52% |
False |
False |
220,051 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0162 |
1.1% |
52% |
False |
False |
176,128 |
| 120 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0151 |
1.0% |
56% |
False |
False |
146,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4804 |
|
2.618 |
1.4660 |
|
1.618 |
1.4572 |
|
1.000 |
1.4518 |
|
0.618 |
1.4484 |
|
HIGH |
1.4430 |
|
0.618 |
1.4396 |
|
0.500 |
1.4386 |
|
0.382 |
1.4376 |
|
LOW |
1.4342 |
|
0.618 |
1.4288 |
|
1.000 |
1.4254 |
|
1.618 |
1.4200 |
|
2.618 |
1.4112 |
|
4.250 |
1.3968 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4386 |
1.4362 |
| PP |
1.4380 |
1.4356 |
| S1 |
1.4373 |
1.4351 |
|