CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4379 |
1.4400 |
0.0021 |
0.1% |
1.4325 |
| High |
1.4490 |
1.4427 |
-0.0063 |
-0.4% |
1.4375 |
| Low |
1.4308 |
1.4252 |
-0.0056 |
-0.4% |
1.4089 |
| Close |
1.4428 |
1.4305 |
-0.0123 |
-0.9% |
1.4223 |
| Range |
0.0182 |
0.0175 |
-0.0007 |
-3.8% |
0.0286 |
| ATR |
0.0173 |
0.0173 |
0.0000 |
0.1% |
0.0000 |
| Volume |
525 |
651 |
126 |
24.0% |
4,459 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4853 |
1.4754 |
1.4401 |
|
| R3 |
1.4678 |
1.4579 |
1.4353 |
|
| R2 |
1.4503 |
1.4503 |
1.4337 |
|
| R1 |
1.4404 |
1.4404 |
1.4321 |
1.4366 |
| PP |
1.4328 |
1.4328 |
1.4328 |
1.4309 |
| S1 |
1.4229 |
1.4229 |
1.4289 |
1.4191 |
| S2 |
1.4153 |
1.4153 |
1.4273 |
|
| S3 |
1.3978 |
1.4054 |
1.4257 |
|
| S4 |
1.3803 |
1.3879 |
1.4209 |
|
|
| 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 |
1.4129 |
0.0361 |
2.5% |
0.0160 |
1.1% |
49% |
False |
False |
683 |
| 10 |
1.4490 |
1.4021 |
0.0469 |
3.3% |
0.0189 |
1.3% |
61% |
False |
False |
725 |
| 20 |
1.4490 |
1.4021 |
0.0469 |
3.3% |
0.0174 |
1.2% |
61% |
False |
False |
590 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0162 |
1.1% |
72% |
False |
False |
396 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0136 |
1.0% |
63% |
False |
False |
297 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0116 |
0.8% |
54% |
False |
False |
225 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0096 |
0.7% |
54% |
False |
False |
181 |
| 120 |
1.4735 |
1.3691 |
0.1044 |
7.3% |
0.0082 |
0.6% |
59% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5171 |
|
2.618 |
1.4885 |
|
1.618 |
1.4710 |
|
1.000 |
1.4602 |
|
0.618 |
1.4535 |
|
HIGH |
1.4427 |
|
0.618 |
1.4360 |
|
0.500 |
1.4340 |
|
0.382 |
1.4319 |
|
LOW |
1.4252 |
|
0.618 |
1.4144 |
|
1.000 |
1.4077 |
|
1.618 |
1.3969 |
|
2.618 |
1.3794 |
|
4.250 |
1.3508 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4340 |
1.4371 |
| PP |
1.4328 |
1.4349 |
| S1 |
1.4317 |
1.4327 |
|