CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4205 |
1.4280 |
0.0075 |
0.5% |
1.4325 |
| High |
1.4260 |
1.4453 |
0.0193 |
1.4% |
1.4375 |
| Low |
1.4129 |
1.4246 |
0.0117 |
0.8% |
1.4089 |
| Close |
1.4223 |
1.4426 |
0.0203 |
1.4% |
1.4223 |
| Range |
0.0131 |
0.0207 |
0.0076 |
58.0% |
0.0286 |
| ATR |
0.0173 |
0.0177 |
0.0004 |
2.4% |
0.0000 |
| Volume |
1,393 |
315 |
-1,078 |
-77.4% |
4,459 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4996 |
1.4918 |
1.4540 |
|
| R3 |
1.4789 |
1.4711 |
1.4483 |
|
| R2 |
1.4582 |
1.4582 |
1.4464 |
|
| R1 |
1.4504 |
1.4504 |
1.4445 |
1.4543 |
| PP |
1.4375 |
1.4375 |
1.4375 |
1.4395 |
| S1 |
1.4297 |
1.4297 |
1.4407 |
1.4336 |
| S2 |
1.4168 |
1.4168 |
1.4388 |
|
| S3 |
1.3961 |
1.4090 |
1.4369 |
|
| S4 |
1.3754 |
1.3883 |
1.4312 |
|
|
| 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 |
1.4453 |
1.4089 |
0.0364 |
2.5% |
0.0187 |
1.3% |
93% |
True |
False |
780 |
| 10 |
1.4453 |
1.4021 |
0.0432 |
3.0% |
0.0198 |
1.4% |
94% |
True |
False |
779 |
| 20 |
1.4462 |
1.4021 |
0.0441 |
3.1% |
0.0175 |
1.2% |
92% |
False |
False |
522 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0158 |
1.1% |
89% |
False |
False |
373 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0131 |
0.9% |
77% |
False |
False |
270 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0110 |
0.8% |
67% |
False |
False |
204 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0092 |
0.6% |
67% |
False |
False |
164 |
| 120 |
1.4735 |
1.3663 |
0.1072 |
7.4% |
0.0078 |
0.5% |
71% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5333 |
|
2.618 |
1.4995 |
|
1.618 |
1.4788 |
|
1.000 |
1.4660 |
|
0.618 |
1.4581 |
|
HIGH |
1.4453 |
|
0.618 |
1.4374 |
|
0.500 |
1.4350 |
|
0.382 |
1.4325 |
|
LOW |
1.4246 |
|
0.618 |
1.4118 |
|
1.000 |
1.4039 |
|
1.618 |
1.3911 |
|
2.618 |
1.3704 |
|
4.250 |
1.3366 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4401 |
1.4374 |
| PP |
1.4375 |
1.4323 |
| S1 |
1.4350 |
1.4271 |
|