CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4372 |
1.4351 |
-0.0021 |
-0.1% |
1.4256 |
| High |
1.4430 |
1.4497 |
0.0067 |
0.5% |
1.4512 |
| Low |
1.4342 |
1.4349 |
0.0007 |
0.0% |
1.4253 |
| Close |
1.4367 |
1.4420 |
0.0053 |
0.4% |
1.4382 |
| Range |
0.0088 |
0.0148 |
0.0060 |
68.2% |
0.0259 |
| ATR |
0.0183 |
0.0180 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
181,765 |
273,347 |
91,582 |
50.4% |
1,564,366 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4866 |
1.4791 |
1.4501 |
|
| R3 |
1.4718 |
1.4643 |
1.4461 |
|
| R2 |
1.4570 |
1.4570 |
1.4447 |
|
| R1 |
1.4495 |
1.4495 |
1.4434 |
1.4533 |
| PP |
1.4422 |
1.4422 |
1.4422 |
1.4441 |
| S1 |
1.4347 |
1.4347 |
1.4406 |
1.4385 |
| S2 |
1.4274 |
1.4274 |
1.4393 |
|
| S3 |
1.4126 |
1.4199 |
1.4379 |
|
| S4 |
1.3978 |
1.4051 |
1.4339 |
|
|
| 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% |
0.0161 |
1.1% |
64% |
False |
False |
280,901 |
| 10 |
1.4512 |
1.4098 |
0.0414 |
2.9% |
0.0172 |
1.2% |
78% |
False |
False |
319,191 |
| 20 |
1.4514 |
1.4041 |
0.0473 |
3.3% |
0.0194 |
1.3% |
80% |
False |
False |
366,603 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.1% |
0.0178 |
1.2% |
83% |
False |
False |
346,184 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.8% |
0.0173 |
1.2% |
72% |
False |
False |
297,437 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0173 |
1.2% |
57% |
False |
False |
223,457 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0163 |
1.1% |
57% |
False |
False |
178,858 |
| 120 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0151 |
1.0% |
61% |
False |
False |
149,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5126 |
|
2.618 |
1.4884 |
|
1.618 |
1.4736 |
|
1.000 |
1.4645 |
|
0.618 |
1.4588 |
|
HIGH |
1.4497 |
|
0.618 |
1.4440 |
|
0.500 |
1.4423 |
|
0.382 |
1.4406 |
|
LOW |
1.4349 |
|
0.618 |
1.4258 |
|
1.000 |
1.4201 |
|
1.618 |
1.4110 |
|
2.618 |
1.3962 |
|
4.250 |
1.3720 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4423 |
1.4405 |
| PP |
1.4422 |
1.4390 |
| S1 |
1.4421 |
1.4375 |
|