CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4429 |
1.4405 |
-0.0024 |
-0.2% |
1.4256 |
| High |
1.4478 |
1.4472 |
-0.0006 |
0.0% |
1.4512 |
| Low |
1.4374 |
1.4322 |
-0.0052 |
-0.4% |
1.4253 |
| Close |
1.4416 |
1.4364 |
-0.0052 |
-0.4% |
1.4382 |
| Range |
0.0104 |
0.0150 |
0.0046 |
44.2% |
0.0259 |
| ATR |
0.0175 |
0.0173 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
255,841 |
319,111 |
63,270 |
24.7% |
1,564,366 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4836 |
1.4750 |
1.4447 |
|
| R3 |
1.4686 |
1.4600 |
1.4405 |
|
| R2 |
1.4536 |
1.4536 |
1.4392 |
|
| R1 |
1.4450 |
1.4450 |
1.4378 |
1.4418 |
| PP |
1.4386 |
1.4386 |
1.4386 |
1.4370 |
| S1 |
1.4300 |
1.4300 |
1.4350 |
1.4268 |
| S2 |
1.4236 |
1.4236 |
1.4337 |
|
| S3 |
1.4086 |
1.4150 |
1.4323 |
|
| S4 |
1.3936 |
1.4000 |
1.4282 |
|
|
| 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 |
1.4497 |
1.4253 |
0.0244 |
1.7% |
0.0137 |
1.0% |
45% |
False |
False |
268,321 |
| 10 |
1.4512 |
1.4143 |
0.0369 |
2.6% |
0.0154 |
1.1% |
60% |
False |
False |
286,846 |
| 20 |
1.4512 |
1.4041 |
0.0471 |
3.3% |
0.0189 |
1.3% |
69% |
False |
False |
363,670 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.1% |
0.0177 |
1.2% |
75% |
False |
False |
342,887 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0172 |
1.2% |
66% |
False |
False |
306,879 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0173 |
1.2% |
52% |
False |
False |
230,624 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0163 |
1.1% |
52% |
False |
False |
184,603 |
| 120 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0153 |
1.1% |
56% |
False |
False |
153,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5110 |
|
2.618 |
1.4865 |
|
1.618 |
1.4715 |
|
1.000 |
1.4622 |
|
0.618 |
1.4565 |
|
HIGH |
1.4472 |
|
0.618 |
1.4415 |
|
0.500 |
1.4397 |
|
0.382 |
1.4379 |
|
LOW |
1.4322 |
|
0.618 |
1.4229 |
|
1.000 |
1.4172 |
|
1.618 |
1.4079 |
|
2.618 |
1.3929 |
|
4.250 |
1.3685 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4397 |
1.4410 |
| PP |
1.4386 |
1.4394 |
| S1 |
1.4375 |
1.4379 |
|