CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4425 |
1.4379 |
-0.0046 |
-0.3% |
1.4325 |
| High |
1.4438 |
1.4490 |
0.0052 |
0.4% |
1.4375 |
| Low |
1.4335 |
1.4308 |
-0.0027 |
-0.2% |
1.4089 |
| Close |
1.4371 |
1.4428 |
0.0057 |
0.4% |
1.4223 |
| Range |
0.0103 |
0.0182 |
0.0079 |
76.7% |
0.0286 |
| ATR |
0.0172 |
0.0173 |
0.0001 |
0.4% |
0.0000 |
| Volume |
534 |
525 |
-9 |
-1.7% |
4,459 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4955 |
1.4873 |
1.4528 |
|
| R3 |
1.4773 |
1.4691 |
1.4478 |
|
| R2 |
1.4591 |
1.4591 |
1.4461 |
|
| R1 |
1.4509 |
1.4509 |
1.4445 |
1.4550 |
| PP |
1.4409 |
1.4409 |
1.4409 |
1.4429 |
| S1 |
1.4327 |
1.4327 |
1.4411 |
1.4368 |
| S2 |
1.4227 |
1.4227 |
1.4395 |
|
| S3 |
1.4045 |
1.4145 |
1.4378 |
|
| S4 |
1.3863 |
1.3963 |
1.4328 |
|
|
| 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 |
1.4490 |
1.4089 |
0.0401 |
2.8% |
0.0159 |
1.1% |
85% |
True |
False |
777 |
| 10 |
1.4490 |
1.4021 |
0.0469 |
3.3% |
0.0197 |
1.4% |
87% |
True |
False |
735 |
| 20 |
1.4490 |
1.4021 |
0.0469 |
3.3% |
0.0180 |
1.2% |
87% |
True |
False |
561 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0159 |
1.1% |
90% |
False |
False |
389 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0133 |
0.9% |
78% |
False |
False |
287 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0113 |
0.8% |
67% |
False |
False |
217 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0095 |
0.7% |
67% |
False |
False |
174 |
| 120 |
1.4735 |
1.3691 |
0.1044 |
7.2% |
0.0081 |
0.6% |
71% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5264 |
|
2.618 |
1.4966 |
|
1.618 |
1.4784 |
|
1.000 |
1.4672 |
|
0.618 |
1.4602 |
|
HIGH |
1.4490 |
|
0.618 |
1.4420 |
|
0.500 |
1.4399 |
|
0.382 |
1.4378 |
|
LOW |
1.4308 |
|
0.618 |
1.4196 |
|
1.000 |
1.4126 |
|
1.618 |
1.4014 |
|
2.618 |
1.3832 |
|
4.250 |
1.3535 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4418 |
1.4408 |
| PP |
1.4409 |
1.4388 |
| S1 |
1.4399 |
1.4368 |
|