CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4348 |
1.4348 |
0.0000 |
0.0% |
1.4280 |
| High |
1.4410 |
1.4480 |
0.0070 |
0.5% |
1.4490 |
| Low |
1.4335 |
1.4348 |
0.0013 |
0.1% |
1.4243 |
| Close |
1.4355 |
1.4407 |
0.0052 |
0.4% |
1.4369 |
| Range |
0.0075 |
0.0132 |
0.0057 |
76.0% |
0.0247 |
| ATR |
0.0167 |
0.0164 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
619 |
367 |
-252 |
-40.7% |
3,030 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4808 |
1.4739 |
1.4480 |
|
| R3 |
1.4676 |
1.4607 |
1.4443 |
|
| R2 |
1.4544 |
1.4544 |
1.4431 |
|
| R1 |
1.4475 |
1.4475 |
1.4419 |
1.4510 |
| PP |
1.4412 |
1.4412 |
1.4412 |
1.4429 |
| S1 |
1.4343 |
1.4343 |
1.4395 |
1.4378 |
| S2 |
1.4280 |
1.4280 |
1.4383 |
|
| S3 |
1.4148 |
1.4211 |
1.4371 |
|
| S4 |
1.4016 |
1.4079 |
1.4334 |
|
|
| 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% |
0.0151 |
1.0% |
66% |
False |
False |
633 |
| 10 |
1.4490 |
1.4089 |
0.0401 |
2.8% |
0.0159 |
1.1% |
79% |
False |
False |
699 |
| 20 |
1.4490 |
1.4021 |
0.0469 |
3.3% |
0.0178 |
1.2% |
82% |
False |
False |
653 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0159 |
1.1% |
87% |
False |
False |
431 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0141 |
1.0% |
75% |
False |
False |
330 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0119 |
0.8% |
65% |
False |
False |
250 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0100 |
0.7% |
65% |
False |
False |
201 |
| 120 |
1.4735 |
1.3705 |
0.1030 |
7.1% |
0.0086 |
0.6% |
68% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5041 |
|
2.618 |
1.4826 |
|
1.618 |
1.4694 |
|
1.000 |
1.4612 |
|
0.618 |
1.4562 |
|
HIGH |
1.4480 |
|
0.618 |
1.4430 |
|
0.500 |
1.4414 |
|
0.382 |
1.4398 |
|
LOW |
1.4348 |
|
0.618 |
1.4266 |
|
1.000 |
1.4216 |
|
1.618 |
1.4134 |
|
2.618 |
1.4002 |
|
4.250 |
1.3787 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4414 |
1.4392 |
| PP |
1.4412 |
1.4377 |
| S1 |
1.4409 |
1.4362 |
|