CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4280 |
1.4425 |
0.0145 |
1.0% |
1.4325 |
| High |
1.4453 |
1.4438 |
-0.0015 |
-0.1% |
1.4375 |
| Low |
1.4246 |
1.4335 |
0.0089 |
0.6% |
1.4089 |
| Close |
1.4426 |
1.4371 |
-0.0055 |
-0.4% |
1.4223 |
| Range |
0.0207 |
0.0103 |
-0.0104 |
-50.2% |
0.0286 |
| ATR |
0.0177 |
0.0172 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
315 |
534 |
219 |
69.5% |
4,459 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4690 |
1.4634 |
1.4428 |
|
| R3 |
1.4587 |
1.4531 |
1.4399 |
|
| R2 |
1.4484 |
1.4484 |
1.4390 |
|
| R1 |
1.4428 |
1.4428 |
1.4380 |
1.4405 |
| PP |
1.4381 |
1.4381 |
1.4381 |
1.4370 |
| S1 |
1.4325 |
1.4325 |
1.4362 |
1.4302 |
| S2 |
1.4278 |
1.4278 |
1.4352 |
|
| S3 |
1.4175 |
1.4222 |
1.4343 |
|
| S4 |
1.4072 |
1.4119 |
1.4314 |
|
|
| 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% |
0.0168 |
1.2% |
77% |
False |
False |
766 |
| 10 |
1.4453 |
1.4021 |
0.0432 |
3.0% |
0.0197 |
1.4% |
81% |
False |
False |
710 |
| 20 |
1.4462 |
1.4021 |
0.0441 |
3.1% |
0.0174 |
1.2% |
79% |
False |
False |
544 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0158 |
1.1% |
82% |
False |
False |
384 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0131 |
0.9% |
71% |
False |
False |
278 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0111 |
0.8% |
61% |
False |
False |
211 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0093 |
0.6% |
61% |
False |
False |
169 |
| 120 |
1.4735 |
1.3663 |
0.1072 |
7.5% |
0.0079 |
0.6% |
66% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4876 |
|
2.618 |
1.4708 |
|
1.618 |
1.4605 |
|
1.000 |
1.4541 |
|
0.618 |
1.4502 |
|
HIGH |
1.4438 |
|
0.618 |
1.4399 |
|
0.500 |
1.4387 |
|
0.382 |
1.4374 |
|
LOW |
1.4335 |
|
0.618 |
1.4271 |
|
1.000 |
1.4232 |
|
1.618 |
1.4168 |
|
2.618 |
1.4065 |
|
4.250 |
1.3897 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4387 |
1.4344 |
| PP |
1.4381 |
1.4318 |
| S1 |
1.4376 |
1.4291 |
|