CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4301 |
1.4348 |
0.0047 |
0.3% |
1.4280 |
| High |
1.4432 |
1.4410 |
-0.0022 |
-0.2% |
1.4490 |
| Low |
1.4243 |
1.4335 |
0.0092 |
0.6% |
1.4243 |
| Close |
1.4369 |
1.4355 |
-0.0014 |
-0.1% |
1.4369 |
| Range |
0.0189 |
0.0075 |
-0.0114 |
-60.3% |
0.0247 |
| ATR |
0.0174 |
0.0167 |
-0.0007 |
-4.1% |
0.0000 |
| Volume |
1,005 |
619 |
-386 |
-38.4% |
3,030 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4592 |
1.4548 |
1.4396 |
|
| R3 |
1.4517 |
1.4473 |
1.4376 |
|
| R2 |
1.4442 |
1.4442 |
1.4369 |
|
| R1 |
1.4398 |
1.4398 |
1.4362 |
1.4420 |
| PP |
1.4367 |
1.4367 |
1.4367 |
1.4378 |
| S1 |
1.4323 |
1.4323 |
1.4348 |
1.4345 |
| S2 |
1.4292 |
1.4292 |
1.4341 |
|
| S3 |
1.4217 |
1.4248 |
1.4334 |
|
| S4 |
1.4142 |
1.4173 |
1.4314 |
|
|
| 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% |
0.0145 |
1.0% |
45% |
False |
False |
666 |
| 10 |
1.4490 |
1.4089 |
0.0401 |
2.8% |
0.0166 |
1.2% |
66% |
False |
False |
723 |
| 20 |
1.4490 |
1.4021 |
0.0469 |
3.3% |
0.0179 |
1.2% |
71% |
False |
False |
640 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0160 |
1.1% |
79% |
False |
False |
427 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0139 |
1.0% |
69% |
False |
False |
324 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0117 |
0.8% |
60% |
False |
False |
246 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0099 |
0.7% |
60% |
False |
False |
197 |
| 120 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0084 |
0.6% |
63% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4729 |
|
2.618 |
1.4606 |
|
1.618 |
1.4531 |
|
1.000 |
1.4485 |
|
0.618 |
1.4456 |
|
HIGH |
1.4410 |
|
0.618 |
1.4381 |
|
0.500 |
1.4373 |
|
0.382 |
1.4364 |
|
LOW |
1.4335 |
|
0.618 |
1.4289 |
|
1.000 |
1.4260 |
|
1.618 |
1.4214 |
|
2.618 |
1.4139 |
|
4.250 |
1.4016 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4373 |
1.4349 |
| PP |
1.4367 |
1.4343 |
| S1 |
1.4361 |
1.4338 |
|