CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4325 |
1.4158 |
-0.0167 |
-1.2% |
1.4300 |
| High |
1.4359 |
1.4339 |
-0.0020 |
-0.1% |
1.4390 |
| Low |
1.4107 |
1.4139 |
0.0032 |
0.2% |
1.4021 |
| Close |
1.4164 |
1.4193 |
0.0029 |
0.2% |
1.4224 |
| Range |
0.0252 |
0.0200 |
-0.0052 |
-20.6% |
0.0369 |
| ATR |
0.0171 |
0.0173 |
0.0002 |
1.2% |
0.0000 |
| Volume |
872 |
606 |
-266 |
-30.5% |
3,530 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4824 |
1.4708 |
1.4303 |
|
| R3 |
1.4624 |
1.4508 |
1.4248 |
|
| R2 |
1.4424 |
1.4424 |
1.4230 |
|
| R1 |
1.4308 |
1.4308 |
1.4211 |
1.4366 |
| PP |
1.4224 |
1.4224 |
1.4224 |
1.4253 |
| S1 |
1.4108 |
1.4108 |
1.4175 |
1.4166 |
| S2 |
1.4024 |
1.4024 |
1.4156 |
|
| S3 |
1.3824 |
1.3908 |
1.4138 |
|
| S4 |
1.3624 |
1.3708 |
1.4083 |
|
|
| 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% |
0.0226 |
1.6% |
51% |
False |
False |
655 |
| 10 |
1.4460 |
1.4021 |
0.0439 |
3.1% |
0.0197 |
1.4% |
39% |
False |
False |
606 |
| 20 |
1.4462 |
1.3903 |
0.0559 |
3.9% |
0.0165 |
1.2% |
52% |
False |
False |
428 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0156 |
1.1% |
56% |
False |
False |
316 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0121 |
0.9% |
49% |
False |
False |
215 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0105 |
0.7% |
42% |
False |
False |
163 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0085 |
0.6% |
42% |
False |
False |
132 |
| 120 |
1.4735 |
1.3536 |
0.1199 |
8.4% |
0.0072 |
0.5% |
55% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5189 |
|
2.618 |
1.4863 |
|
1.618 |
1.4663 |
|
1.000 |
1.4539 |
|
0.618 |
1.4463 |
|
HIGH |
1.4339 |
|
0.618 |
1.4263 |
|
0.500 |
1.4239 |
|
0.382 |
1.4215 |
|
LOW |
1.4139 |
|
0.618 |
1.4015 |
|
1.000 |
1.3939 |
|
1.618 |
1.3815 |
|
2.618 |
1.3615 |
|
4.250 |
1.3289 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4239 |
1.4192 |
| PP |
1.4224 |
1.4191 |
| S1 |
1.4208 |
1.4190 |
|