CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4132 |
1.4205 |
0.0073 |
0.5% |
1.4325 |
| High |
1.4259 |
1.4260 |
0.0001 |
0.0% |
1.4375 |
| Low |
1.4089 |
1.4129 |
0.0040 |
0.3% |
1.4089 |
| Close |
1.4194 |
1.4223 |
0.0029 |
0.2% |
1.4223 |
| Range |
0.0170 |
0.0131 |
-0.0039 |
-22.9% |
0.0286 |
| ATR |
0.0176 |
0.0173 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
1,119 |
1,393 |
274 |
24.5% |
4,459 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4597 |
1.4541 |
1.4295 |
|
| R3 |
1.4466 |
1.4410 |
1.4259 |
|
| R2 |
1.4335 |
1.4335 |
1.4247 |
|
| R1 |
1.4279 |
1.4279 |
1.4235 |
1.4307 |
| PP |
1.4204 |
1.4204 |
1.4204 |
1.4218 |
| S1 |
1.4148 |
1.4148 |
1.4211 |
1.4176 |
| S2 |
1.4073 |
1.4073 |
1.4199 |
|
| S3 |
1.3942 |
1.4017 |
1.4187 |
|
| S4 |
1.3811 |
1.3886 |
1.4151 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5087 |
1.4941 |
1.4380 |
|
| R3 |
1.4801 |
1.4655 |
1.4302 |
|
| R2 |
1.4515 |
1.4515 |
1.4275 |
|
| R1 |
1.4369 |
1.4369 |
1.4249 |
1.4299 |
| PP |
1.4229 |
1.4229 |
1.4229 |
1.4194 |
| S1 |
1.4083 |
1.4083 |
1.4197 |
1.4013 |
| S2 |
1.3943 |
1.3943 |
1.4171 |
|
| S3 |
1.3657 |
1.3797 |
1.4144 |
|
| S4 |
1.3371 |
1.3511 |
1.4066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4375 |
1.4089 |
0.0286 |
2.0% |
0.0196 |
1.4% |
47% |
False |
False |
891 |
| 10 |
1.4390 |
1.4021 |
0.0369 |
2.6% |
0.0202 |
1.4% |
55% |
False |
False |
798 |
| 20 |
1.4462 |
1.3977 |
0.0485 |
3.4% |
0.0169 |
1.2% |
51% |
False |
False |
519 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0158 |
1.1% |
61% |
False |
False |
372 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0129 |
0.9% |
53% |
False |
False |
265 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0109 |
0.8% |
46% |
False |
False |
200 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0090 |
0.6% |
46% |
False |
False |
161 |
| 120 |
1.4735 |
1.3662 |
0.1073 |
7.5% |
0.0077 |
0.5% |
52% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4817 |
|
2.618 |
1.4603 |
|
1.618 |
1.4472 |
|
1.000 |
1.4391 |
|
0.618 |
1.4341 |
|
HIGH |
1.4260 |
|
0.618 |
1.4210 |
|
0.500 |
1.4195 |
|
0.382 |
1.4179 |
|
LOW |
1.4129 |
|
0.618 |
1.4048 |
|
1.000 |
1.3998 |
|
1.618 |
1.3917 |
|
2.618 |
1.3786 |
|
4.250 |
1.3572 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4214 |
1.4232 |
| PP |
1.4204 |
1.4229 |
| S1 |
1.4195 |
1.4226 |
|