CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4370 |
1.4490 |
0.0120 |
0.8% |
1.4372 |
| High |
1.4500 |
1.4553 |
0.0053 |
0.4% |
1.4500 |
| Low |
1.4324 |
1.4462 |
0.0138 |
1.0% |
1.4322 |
| Close |
1.4480 |
1.4503 |
0.0023 |
0.2% |
1.4480 |
| Range |
0.0176 |
0.0091 |
-0.0085 |
-48.3% |
0.0178 |
| ATR |
0.0173 |
0.0167 |
-0.0006 |
-3.4% |
0.0000 |
| Volume |
348,430 |
163,329 |
-185,101 |
-53.1% |
1,378,494 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4779 |
1.4732 |
1.4553 |
|
| R3 |
1.4688 |
1.4641 |
1.4528 |
|
| R2 |
1.4597 |
1.4597 |
1.4520 |
|
| R1 |
1.4550 |
1.4550 |
1.4511 |
1.4574 |
| PP |
1.4506 |
1.4506 |
1.4506 |
1.4518 |
| S1 |
1.4459 |
1.4459 |
1.4495 |
1.4483 |
| S2 |
1.4415 |
1.4415 |
1.4486 |
|
| S3 |
1.4324 |
1.4368 |
1.4478 |
|
| S4 |
1.4233 |
1.4277 |
1.4453 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4968 |
1.4902 |
1.4578 |
|
| R3 |
1.4790 |
1.4724 |
1.4529 |
|
| R2 |
1.4612 |
1.4612 |
1.4513 |
|
| R1 |
1.4546 |
1.4546 |
1.4496 |
1.4579 |
| PP |
1.4434 |
1.4434 |
1.4434 |
1.4451 |
| S1 |
1.4368 |
1.4368 |
1.4464 |
1.4401 |
| S2 |
1.4256 |
1.4256 |
1.4447 |
|
| S3 |
1.4078 |
1.4190 |
1.4431 |
|
| S4 |
1.3900 |
1.4012 |
1.4382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4553 |
1.4322 |
0.0231 |
1.6% |
0.0134 |
0.9% |
78% |
True |
False |
272,011 |
| 10 |
1.4553 |
1.4253 |
0.0300 |
2.1% |
0.0145 |
1.0% |
83% |
True |
False |
280,504 |
| 20 |
1.4553 |
1.4041 |
0.0512 |
3.5% |
0.0180 |
1.2% |
90% |
True |
False |
352,732 |
| 40 |
1.4553 |
1.3811 |
0.0742 |
5.1% |
0.0178 |
1.2% |
93% |
True |
False |
342,248 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.8% |
0.0170 |
1.2% |
82% |
False |
False |
315,053 |
| 80 |
1.4652 |
1.3811 |
0.0841 |
5.8% |
0.0169 |
1.2% |
82% |
False |
False |
236,999 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.3% |
0.0164 |
1.1% |
65% |
False |
False |
189,717 |
| 120 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0154 |
1.1% |
68% |
False |
False |
158,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4940 |
|
2.618 |
1.4791 |
|
1.618 |
1.4700 |
|
1.000 |
1.4644 |
|
0.618 |
1.4609 |
|
HIGH |
1.4553 |
|
0.618 |
1.4518 |
|
0.500 |
1.4508 |
|
0.382 |
1.4497 |
|
LOW |
1.4462 |
|
0.618 |
1.4406 |
|
1.000 |
1.4371 |
|
1.618 |
1.4315 |
|
2.618 |
1.4224 |
|
4.250 |
1.4075 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4508 |
1.4481 |
| PP |
1.4506 |
1.4459 |
| S1 |
1.4505 |
1.4438 |
|