CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4158 |
1.4375 |
0.0217 |
1.5% |
1.4300 |
| High |
1.4339 |
1.4375 |
0.0036 |
0.3% |
1.4390 |
| Low |
1.4139 |
1.4147 |
0.0008 |
0.1% |
1.4021 |
| Close |
1.4193 |
1.4178 |
-0.0015 |
-0.1% |
1.4224 |
| Range |
0.0200 |
0.0228 |
0.0028 |
14.0% |
0.0369 |
| ATR |
0.0173 |
0.0177 |
0.0004 |
2.3% |
0.0000 |
| Volume |
606 |
469 |
-137 |
-22.6% |
3,530 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4917 |
1.4776 |
1.4303 |
|
| R3 |
1.4689 |
1.4548 |
1.4241 |
|
| R2 |
1.4461 |
1.4461 |
1.4220 |
|
| R1 |
1.4320 |
1.4320 |
1.4199 |
1.4277 |
| PP |
1.4233 |
1.4233 |
1.4233 |
1.4212 |
| S1 |
1.4092 |
1.4092 |
1.4157 |
1.4049 |
| S2 |
1.4005 |
1.4005 |
1.4136 |
|
| S3 |
1.3777 |
1.3864 |
1.4115 |
|
| S4 |
1.3549 |
1.3636 |
1.4053 |
|
|
| 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 |
1.4375 |
1.4021 |
0.0354 |
2.5% |
0.0235 |
1.7% |
44% |
True |
False |
694 |
| 10 |
1.4390 |
1.4021 |
0.0369 |
2.6% |
0.0203 |
1.4% |
43% |
False |
False |
611 |
| 20 |
1.4462 |
1.3977 |
0.0485 |
3.4% |
0.0165 |
1.2% |
41% |
False |
False |
420 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0160 |
1.1% |
54% |
False |
False |
326 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0124 |
0.9% |
47% |
False |
False |
223 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0108 |
0.8% |
41% |
False |
False |
169 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0087 |
0.6% |
41% |
False |
False |
136 |
| 120 |
1.4735 |
1.3582 |
0.1153 |
8.1% |
0.0074 |
0.5% |
52% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5344 |
|
2.618 |
1.4972 |
|
1.618 |
1.4744 |
|
1.000 |
1.4603 |
|
0.618 |
1.4516 |
|
HIGH |
1.4375 |
|
0.618 |
1.4288 |
|
0.500 |
1.4261 |
|
0.382 |
1.4234 |
|
LOW |
1.4147 |
|
0.618 |
1.4006 |
|
1.000 |
1.3919 |
|
1.618 |
1.3778 |
|
2.618 |
1.3550 |
|
4.250 |
1.3178 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4261 |
1.4241 |
| PP |
1.4233 |
1.4220 |
| S1 |
1.4206 |
1.4199 |
|