CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4348 |
1.4420 |
0.0072 |
0.5% |
1.4280 |
| High |
1.4480 |
1.4459 |
-0.0021 |
-0.1% |
1.4490 |
| Low |
1.4348 |
1.4365 |
0.0017 |
0.1% |
1.4243 |
| Close |
1.4407 |
1.4401 |
-0.0006 |
0.0% |
1.4369 |
| Range |
0.0132 |
0.0094 |
-0.0038 |
-28.8% |
0.0247 |
| ATR |
0.0164 |
0.0159 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
367 |
766 |
399 |
108.7% |
3,030 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4690 |
1.4640 |
1.4453 |
|
| R3 |
1.4596 |
1.4546 |
1.4427 |
|
| R2 |
1.4502 |
1.4502 |
1.4418 |
|
| R1 |
1.4452 |
1.4452 |
1.4410 |
1.4430 |
| PP |
1.4408 |
1.4408 |
1.4408 |
1.4398 |
| S1 |
1.4358 |
1.4358 |
1.4392 |
1.4336 |
| S2 |
1.4314 |
1.4314 |
1.4384 |
|
| S3 |
1.4220 |
1.4264 |
1.4375 |
|
| S4 |
1.4126 |
1.4170 |
1.4349 |
|
|
| 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 |
1.4480 |
1.4243 |
0.0237 |
1.6% |
0.0133 |
0.9% |
67% |
False |
False |
681 |
| 10 |
1.4490 |
1.4089 |
0.0401 |
2.8% |
0.0146 |
1.0% |
78% |
False |
False |
729 |
| 20 |
1.4490 |
1.4021 |
0.0469 |
3.3% |
0.0174 |
1.2% |
81% |
False |
False |
670 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0158 |
1.1% |
86% |
False |
False |
448 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0143 |
1.0% |
74% |
False |
False |
343 |
| 80 |
1.4731 |
1.3794 |
0.0937 |
6.5% |
0.0120 |
0.8% |
65% |
False |
False |
260 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0101 |
0.7% |
65% |
False |
False |
208 |
| 120 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0086 |
0.6% |
68% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4859 |
|
2.618 |
1.4705 |
|
1.618 |
1.4611 |
|
1.000 |
1.4553 |
|
0.618 |
1.4517 |
|
HIGH |
1.4459 |
|
0.618 |
1.4423 |
|
0.500 |
1.4412 |
|
0.382 |
1.4401 |
|
LOW |
1.4365 |
|
0.618 |
1.4307 |
|
1.000 |
1.4271 |
|
1.618 |
1.4213 |
|
2.618 |
1.4119 |
|
4.250 |
1.3966 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4412 |
1.4408 |
| PP |
1.4408 |
1.4405 |
| S1 |
1.4405 |
1.4403 |
|