CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4400 |
1.4301 |
-0.0099 |
-0.7% |
1.4280 |
| High |
1.4427 |
1.4432 |
0.0005 |
0.0% |
1.4490 |
| Low |
1.4252 |
1.4243 |
-0.0009 |
-0.1% |
1.4243 |
| Close |
1.4305 |
1.4369 |
0.0064 |
0.4% |
1.4369 |
| Range |
0.0175 |
0.0189 |
0.0014 |
8.0% |
0.0247 |
| ATR |
0.0173 |
0.0174 |
0.0001 |
0.7% |
0.0000 |
| Volume |
651 |
1,005 |
354 |
54.4% |
3,030 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4915 |
1.4831 |
1.4473 |
|
| R3 |
1.4726 |
1.4642 |
1.4421 |
|
| R2 |
1.4537 |
1.4537 |
1.4404 |
|
| R1 |
1.4453 |
1.4453 |
1.4386 |
1.4495 |
| PP |
1.4348 |
1.4348 |
1.4348 |
1.4369 |
| S1 |
1.4264 |
1.4264 |
1.4352 |
1.4306 |
| S2 |
1.4159 |
1.4159 |
1.4334 |
|
| S3 |
1.3970 |
1.4075 |
1.4317 |
|
| S4 |
1.3781 |
1.3886 |
1.4265 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5108 |
1.4986 |
1.4505 |
|
| R3 |
1.4861 |
1.4739 |
1.4437 |
|
| R2 |
1.4614 |
1.4614 |
1.4414 |
|
| R1 |
1.4492 |
1.4492 |
1.4392 |
1.4553 |
| PP |
1.4367 |
1.4367 |
1.4367 |
1.4398 |
| S1 |
1.4245 |
1.4245 |
1.4346 |
1.4306 |
| S2 |
1.4120 |
1.4120 |
1.4324 |
|
| S3 |
1.3873 |
1.3998 |
1.4301 |
|
| S4 |
1.3626 |
1.3751 |
1.4233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4490 |
1.4243 |
0.0247 |
1.7% |
0.0171 |
1.2% |
51% |
False |
True |
606 |
| 10 |
1.4490 |
1.4089 |
0.0401 |
2.8% |
0.0184 |
1.3% |
70% |
False |
False |
748 |
| 20 |
1.4490 |
1.4021 |
0.0469 |
3.3% |
0.0178 |
1.2% |
74% |
False |
False |
629 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0162 |
1.1% |
81% |
False |
False |
416 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0139 |
1.0% |
70% |
False |
False |
314 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0117 |
0.8% |
61% |
False |
False |
238 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0098 |
0.7% |
61% |
False |
False |
191 |
| 120 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0084 |
0.6% |
64% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5235 |
|
2.618 |
1.4927 |
|
1.618 |
1.4738 |
|
1.000 |
1.4621 |
|
0.618 |
1.4549 |
|
HIGH |
1.4432 |
|
0.618 |
1.4360 |
|
0.500 |
1.4338 |
|
0.382 |
1.4315 |
|
LOW |
1.4243 |
|
0.618 |
1.4126 |
|
1.000 |
1.4054 |
|
1.618 |
1.3937 |
|
2.618 |
1.3748 |
|
4.250 |
1.3440 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4359 |
1.4368 |
| PP |
1.4348 |
1.4367 |
| S1 |
1.4338 |
1.4367 |
|