CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4027 |
1.4325 |
0.0298 |
2.1% |
1.4300 |
| High |
1.4258 |
1.4359 |
0.0101 |
0.7% |
1.4390 |
| Low |
1.4021 |
1.4107 |
0.0086 |
0.6% |
1.4021 |
| Close |
1.4224 |
1.4164 |
-0.0060 |
-0.4% |
1.4224 |
| Range |
0.0237 |
0.0252 |
0.0015 |
6.3% |
0.0369 |
| ATR |
0.0164 |
0.0171 |
0.0006 |
3.8% |
0.0000 |
| Volume |
767 |
872 |
105 |
13.7% |
3,530 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4966 |
1.4817 |
1.4303 |
|
| R3 |
1.4714 |
1.4565 |
1.4233 |
|
| R2 |
1.4462 |
1.4462 |
1.4210 |
|
| R1 |
1.4313 |
1.4313 |
1.4187 |
1.4262 |
| PP |
1.4210 |
1.4210 |
1.4210 |
1.4184 |
| S1 |
1.4061 |
1.4061 |
1.4141 |
1.4010 |
| S2 |
1.3958 |
1.3958 |
1.4118 |
|
| S3 |
1.3706 |
1.3809 |
1.4095 |
|
| S4 |
1.3454 |
1.3557 |
1.4025 |
|
|
| 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 |
1.4359 |
1.4021 |
0.0338 |
2.4% |
0.0209 |
1.5% |
42% |
True |
False |
777 |
| 10 |
1.4462 |
1.4021 |
0.0441 |
3.1% |
0.0191 |
1.3% |
32% |
False |
False |
557 |
| 20 |
1.4462 |
1.3794 |
0.0668 |
4.7% |
0.0165 |
1.2% |
55% |
False |
False |
417 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0152 |
1.1% |
52% |
False |
False |
303 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0118 |
0.8% |
45% |
False |
False |
205 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0103 |
0.7% |
39% |
False |
False |
156 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0083 |
0.6% |
39% |
False |
False |
126 |
| 120 |
1.4735 |
1.3455 |
0.1280 |
9.0% |
0.0071 |
0.5% |
55% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5430 |
|
2.618 |
1.5019 |
|
1.618 |
1.4767 |
|
1.000 |
1.4611 |
|
0.618 |
1.4515 |
|
HIGH |
1.4359 |
|
0.618 |
1.4263 |
|
0.500 |
1.4233 |
|
0.382 |
1.4203 |
|
LOW |
1.4107 |
|
0.618 |
1.3951 |
|
1.000 |
1.3855 |
|
1.618 |
1.3699 |
|
2.618 |
1.3447 |
|
4.250 |
1.3036 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4233 |
1.4190 |
| PP |
1.4210 |
1.4181 |
| S1 |
1.4187 |
1.4173 |
|