CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4360 |
1.4468 |
0.0108 |
0.8% |
1.4348 |
| High |
1.4482 |
1.4558 |
0.0076 |
0.5% |
1.4482 |
| Low |
1.4312 |
1.4450 |
0.0138 |
1.0% |
1.4312 |
| Close |
1.4465 |
1.4487 |
0.0022 |
0.2% |
1.4465 |
| Range |
0.0170 |
0.0108 |
-0.0062 |
-36.5% |
0.0170 |
| ATR |
0.0158 |
0.0155 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
559 |
2,941 |
2,382 |
426.1% |
3,228 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4822 |
1.4763 |
1.4546 |
|
| R3 |
1.4714 |
1.4655 |
1.4517 |
|
| R2 |
1.4606 |
1.4606 |
1.4507 |
|
| R1 |
1.4547 |
1.4547 |
1.4497 |
1.4577 |
| PP |
1.4498 |
1.4498 |
1.4498 |
1.4513 |
| S1 |
1.4439 |
1.4439 |
1.4477 |
1.4469 |
| S2 |
1.4390 |
1.4390 |
1.4467 |
|
| S3 |
1.4282 |
1.4331 |
1.4457 |
|
| S4 |
1.4174 |
1.4223 |
1.4428 |
|
|
| 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 |
1.4558 |
1.4312 |
0.0246 |
1.7% |
0.0127 |
0.9% |
71% |
True |
False |
1,110 |
| 10 |
1.4558 |
1.4243 |
0.0315 |
2.2% |
0.0136 |
0.9% |
77% |
True |
False |
888 |
| 20 |
1.4558 |
1.4021 |
0.0537 |
3.7% |
0.0167 |
1.2% |
87% |
True |
False |
833 |
| 40 |
1.4558 |
1.3794 |
0.0764 |
5.3% |
0.0161 |
1.1% |
91% |
True |
False |
546 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.6% |
0.0147 |
1.0% |
85% |
False |
False |
416 |
| 80 |
1.4610 |
1.3794 |
0.0816 |
5.6% |
0.0121 |
0.8% |
85% |
False |
False |
314 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0105 |
0.7% |
74% |
False |
False |
252 |
| 120 |
1.4735 |
1.3705 |
0.1030 |
7.1% |
0.0090 |
0.6% |
76% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5017 |
|
2.618 |
1.4841 |
|
1.618 |
1.4733 |
|
1.000 |
1.4666 |
|
0.618 |
1.4625 |
|
HIGH |
1.4558 |
|
0.618 |
1.4517 |
|
0.500 |
1.4504 |
|
0.382 |
1.4491 |
|
LOW |
1.4450 |
|
0.618 |
1.4383 |
|
1.000 |
1.4342 |
|
1.618 |
1.4275 |
|
2.618 |
1.4167 |
|
4.250 |
1.3991 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4504 |
1.4470 |
| PP |
1.4498 |
1.4452 |
| S1 |
1.4493 |
1.4435 |
|