CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4420 |
1.4390 |
-0.0030 |
-0.2% |
1.4280 |
| High |
1.4459 |
1.4451 |
-0.0008 |
-0.1% |
1.4490 |
| Low |
1.4365 |
1.4318 |
-0.0047 |
-0.3% |
1.4243 |
| Close |
1.4401 |
1.4350 |
-0.0051 |
-0.4% |
1.4369 |
| Range |
0.0094 |
0.0133 |
0.0039 |
41.5% |
0.0247 |
| ATR |
0.0159 |
0.0157 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
766 |
917 |
151 |
19.7% |
3,030 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4772 |
1.4694 |
1.4423 |
|
| R3 |
1.4639 |
1.4561 |
1.4387 |
|
| R2 |
1.4506 |
1.4506 |
1.4374 |
|
| R1 |
1.4428 |
1.4428 |
1.4362 |
1.4401 |
| PP |
1.4373 |
1.4373 |
1.4373 |
1.4359 |
| S1 |
1.4295 |
1.4295 |
1.4338 |
1.4268 |
| S2 |
1.4240 |
1.4240 |
1.4326 |
|
| S3 |
1.4107 |
1.4162 |
1.4313 |
|
| S4 |
1.3974 |
1.4029 |
1.4277 |
|
|
| 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 |
1.7% |
0.0125 |
0.9% |
45% |
False |
False |
734 |
| 10 |
1.4490 |
1.4129 |
0.0361 |
2.5% |
0.0142 |
1.0% |
61% |
False |
False |
709 |
| 20 |
1.4490 |
1.4021 |
0.0469 |
3.3% |
0.0175 |
1.2% |
70% |
False |
False |
711 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0158 |
1.1% |
79% |
False |
False |
469 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0145 |
1.0% |
68% |
False |
False |
358 |
| 80 |
1.4731 |
1.3794 |
0.0937 |
6.5% |
0.0121 |
0.8% |
59% |
False |
False |
271 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0103 |
0.7% |
59% |
False |
False |
217 |
| 120 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0087 |
0.6% |
63% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5016 |
|
2.618 |
1.4799 |
|
1.618 |
1.4666 |
|
1.000 |
1.4584 |
|
0.618 |
1.4533 |
|
HIGH |
1.4451 |
|
0.618 |
1.4400 |
|
0.500 |
1.4385 |
|
0.382 |
1.4369 |
|
LOW |
1.4318 |
|
0.618 |
1.4236 |
|
1.000 |
1.4185 |
|
1.618 |
1.4103 |
|
2.618 |
1.3970 |
|
4.250 |
1.3753 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4385 |
1.4399 |
| PP |
1.4373 |
1.4383 |
| S1 |
1.4362 |
1.4366 |
|