CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4139 |
1.4316 |
0.0177 |
1.3% |
1.4336 |
| High |
1.4301 |
1.4316 |
0.0015 |
0.1% |
1.4462 |
| Low |
1.4117 |
1.4057 |
-0.0060 |
-0.4% |
1.4180 |
| Close |
1.4269 |
1.4094 |
-0.0175 |
-1.2% |
1.4315 |
| Range |
0.0184 |
0.0259 |
0.0075 |
40.8% |
0.0282 |
| ATR |
0.0151 |
0.0159 |
0.0008 |
5.1% |
0.0000 |
| Volume |
278 |
756 |
478 |
171.9% |
1,569 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4933 |
1.4772 |
1.4236 |
|
| R3 |
1.4674 |
1.4513 |
1.4165 |
|
| R2 |
1.4415 |
1.4415 |
1.4141 |
|
| R1 |
1.4254 |
1.4254 |
1.4118 |
1.4205 |
| PP |
1.4156 |
1.4156 |
1.4156 |
1.4131 |
| S1 |
1.3995 |
1.3995 |
1.4070 |
1.3946 |
| S2 |
1.3897 |
1.3897 |
1.4047 |
|
| S3 |
1.3638 |
1.3736 |
1.4023 |
|
| S4 |
1.3379 |
1.3477 |
1.3952 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5165 |
1.5022 |
1.4470 |
|
| R3 |
1.4883 |
1.4740 |
1.4393 |
|
| R2 |
1.4601 |
1.4601 |
1.4367 |
|
| R1 |
1.4458 |
1.4458 |
1.4341 |
1.4389 |
| PP |
1.4319 |
1.4319 |
1.4319 |
1.4284 |
| S1 |
1.4176 |
1.4176 |
1.4289 |
1.4107 |
| S2 |
1.4037 |
1.4037 |
1.4263 |
|
| S3 |
1.3755 |
1.3894 |
1.4237 |
|
| S4 |
1.3473 |
1.3612 |
1.4160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4390 |
1.4057 |
0.0333 |
2.4% |
0.0197 |
1.4% |
11% |
False |
True |
659 |
| 10 |
1.4462 |
1.4057 |
0.0405 |
2.9% |
0.0159 |
1.1% |
9% |
False |
True |
455 |
| 20 |
1.4462 |
1.3794 |
0.0668 |
4.7% |
0.0158 |
1.1% |
45% |
False |
False |
352 |
| 40 |
1.4530 |
1.3794 |
0.0736 |
5.2% |
0.0148 |
1.1% |
41% |
False |
False |
263 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0110 |
0.8% |
37% |
False |
False |
178 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0097 |
0.7% |
32% |
False |
False |
135 |
| 100 |
1.4735 |
1.3788 |
0.0947 |
6.7% |
0.0079 |
0.6% |
32% |
False |
False |
110 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.4% |
0.0067 |
0.5% |
51% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5417 |
|
2.618 |
1.4994 |
|
1.618 |
1.4735 |
|
1.000 |
1.4575 |
|
0.618 |
1.4476 |
|
HIGH |
1.4316 |
|
0.618 |
1.4217 |
|
0.500 |
1.4187 |
|
0.382 |
1.4156 |
|
LOW |
1.4057 |
|
0.618 |
1.3897 |
|
1.000 |
1.3798 |
|
1.618 |
1.3638 |
|
2.618 |
1.3379 |
|
4.250 |
1.2956 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4187 |
1.4187 |
| PP |
1.4156 |
1.4156 |
| S1 |
1.4125 |
1.4125 |
|