CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4390 |
1.4360 |
-0.0030 |
-0.2% |
1.4348 |
| High |
1.4451 |
1.4482 |
0.0031 |
0.2% |
1.4482 |
| Low |
1.4318 |
1.4312 |
-0.0006 |
0.0% |
1.4312 |
| Close |
1.4350 |
1.4465 |
0.0115 |
0.8% |
1.4465 |
| Range |
0.0133 |
0.0170 |
0.0037 |
27.8% |
0.0170 |
| ATR |
0.0157 |
0.0158 |
0.0001 |
0.6% |
0.0000 |
| Volume |
917 |
559 |
-358 |
-39.0% |
3,228 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4930 |
1.4867 |
1.4559 |
|
| R3 |
1.4760 |
1.4697 |
1.4512 |
|
| R2 |
1.4590 |
1.4590 |
1.4496 |
|
| R1 |
1.4527 |
1.4527 |
1.4481 |
1.4559 |
| PP |
1.4420 |
1.4420 |
1.4420 |
1.4435 |
| S1 |
1.4357 |
1.4357 |
1.4449 |
1.4389 |
| S2 |
1.4250 |
1.4250 |
1.4434 |
|
| S3 |
1.4080 |
1.4187 |
1.4418 |
|
| S4 |
1.3910 |
1.4017 |
1.4372 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4930 |
1.4867 |
1.4559 |
|
| R3 |
1.4760 |
1.4697 |
1.4512 |
|
| R2 |
1.4590 |
1.4590 |
1.4496 |
|
| R1 |
1.4527 |
1.4527 |
1.4481 |
1.4559 |
| PP |
1.4420 |
1.4420 |
1.4420 |
1.4435 |
| S1 |
1.4357 |
1.4357 |
1.4449 |
1.4389 |
| S2 |
1.4250 |
1.4250 |
1.4434 |
|
| S3 |
1.4080 |
1.4187 |
1.4418 |
|
| S4 |
1.3910 |
1.4017 |
1.4372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4482 |
1.4312 |
0.0170 |
1.2% |
0.0121 |
0.8% |
90% |
True |
True |
645 |
| 10 |
1.4490 |
1.4243 |
0.0247 |
1.7% |
0.0146 |
1.0% |
90% |
False |
False |
625 |
| 20 |
1.4490 |
1.4021 |
0.0469 |
3.2% |
0.0174 |
1.2% |
95% |
False |
False |
712 |
| 40 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0160 |
1.1% |
95% |
False |
False |
479 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.6% |
0.0146 |
1.0% |
82% |
False |
False |
367 |
| 80 |
1.4731 |
1.3794 |
0.0937 |
6.5% |
0.0123 |
0.9% |
72% |
False |
False |
278 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0104 |
0.7% |
71% |
False |
False |
223 |
| 120 |
1.4735 |
1.3705 |
0.1030 |
7.1% |
0.0089 |
0.6% |
74% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5205 |
|
2.618 |
1.4927 |
|
1.618 |
1.4757 |
|
1.000 |
1.4652 |
|
0.618 |
1.4587 |
|
HIGH |
1.4482 |
|
0.618 |
1.4417 |
|
0.500 |
1.4397 |
|
0.382 |
1.4377 |
|
LOW |
1.4312 |
|
0.618 |
1.4207 |
|
1.000 |
1.4142 |
|
1.618 |
1.4037 |
|
2.618 |
1.3867 |
|
4.250 |
1.3590 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4442 |
1.4442 |
| PP |
1.4420 |
1.4420 |
| S1 |
1.4397 |
1.4397 |
|