CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4316 |
1.4027 |
-0.0289 |
-2.0% |
1.4300 |
| High |
1.4316 |
1.4258 |
-0.0058 |
-0.4% |
1.4390 |
| Low |
1.4057 |
1.4021 |
-0.0036 |
-0.3% |
1.4021 |
| Close |
1.4094 |
1.4224 |
0.0130 |
0.9% |
1.4224 |
| Range |
0.0259 |
0.0237 |
-0.0022 |
-8.5% |
0.0369 |
| ATR |
0.0159 |
0.0164 |
0.0006 |
3.5% |
0.0000 |
| Volume |
756 |
767 |
11 |
1.5% |
3,530 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4879 |
1.4788 |
1.4354 |
|
| R3 |
1.4642 |
1.4551 |
1.4289 |
|
| R2 |
1.4405 |
1.4405 |
1.4267 |
|
| R1 |
1.4314 |
1.4314 |
1.4246 |
1.4360 |
| PP |
1.4168 |
1.4168 |
1.4168 |
1.4190 |
| S1 |
1.4077 |
1.4077 |
1.4202 |
1.4123 |
| S2 |
1.3931 |
1.3931 |
1.4181 |
|
| S3 |
1.3694 |
1.3840 |
1.4159 |
|
| S4 |
1.3457 |
1.3603 |
1.4094 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5319 |
1.5140 |
1.4427 |
|
| R3 |
1.4950 |
1.4771 |
1.4325 |
|
| R2 |
1.4581 |
1.4581 |
1.4292 |
|
| R1 |
1.4402 |
1.4402 |
1.4258 |
1.4307 |
| PP |
1.4212 |
1.4212 |
1.4212 |
1.4164 |
| S1 |
1.4033 |
1.4033 |
1.4190 |
1.3938 |
| S2 |
1.3843 |
1.3843 |
1.4156 |
|
| S3 |
1.3474 |
1.3664 |
1.4123 |
|
| S4 |
1.3105 |
1.3295 |
1.4021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4390 |
1.4021 |
0.0369 |
2.6% |
0.0208 |
1.5% |
55% |
False |
True |
706 |
| 10 |
1.4462 |
1.4021 |
0.0441 |
3.1% |
0.0173 |
1.2% |
46% |
False |
True |
509 |
| 20 |
1.4462 |
1.3794 |
0.0668 |
4.7% |
0.0163 |
1.1% |
64% |
False |
False |
383 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0151 |
1.1% |
61% |
False |
False |
282 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0114 |
0.8% |
53% |
False |
False |
191 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0100 |
0.7% |
46% |
False |
False |
145 |
| 100 |
1.4735 |
1.3788 |
0.0947 |
6.7% |
0.0081 |
0.6% |
46% |
False |
False |
117 |
| 120 |
1.4735 |
1.3425 |
0.1310 |
9.2% |
0.0069 |
0.5% |
61% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5265 |
|
2.618 |
1.4878 |
|
1.618 |
1.4641 |
|
1.000 |
1.4495 |
|
0.618 |
1.4404 |
|
HIGH |
1.4258 |
|
0.618 |
1.4167 |
|
0.500 |
1.4140 |
|
0.382 |
1.4112 |
|
LOW |
1.4021 |
|
0.618 |
1.3875 |
|
1.000 |
1.3784 |
|
1.618 |
1.3638 |
|
2.618 |
1.3401 |
|
4.250 |
1.3014 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4196 |
1.4206 |
| PP |
1.4168 |
1.4187 |
| S1 |
1.4140 |
1.4169 |
|