CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4468 |
1.4493 |
0.0025 |
0.2% |
1.4348 |
| High |
1.4558 |
1.4511 |
-0.0047 |
-0.3% |
1.4482 |
| Low |
1.4450 |
1.4366 |
-0.0084 |
-0.6% |
1.4312 |
| Close |
1.4487 |
1.4432 |
-0.0055 |
-0.4% |
1.4465 |
| Range |
0.0108 |
0.0145 |
0.0037 |
34.3% |
0.0170 |
| ATR |
0.0155 |
0.0154 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
2,941 |
1,558 |
-1,383 |
-47.0% |
3,228 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4871 |
1.4797 |
1.4512 |
|
| R3 |
1.4726 |
1.4652 |
1.4472 |
|
| R2 |
1.4581 |
1.4581 |
1.4459 |
|
| R1 |
1.4507 |
1.4507 |
1.4445 |
1.4472 |
| PP |
1.4436 |
1.4436 |
1.4436 |
1.4419 |
| S1 |
1.4362 |
1.4362 |
1.4419 |
1.4327 |
| S2 |
1.4291 |
1.4291 |
1.4405 |
|
| S3 |
1.4146 |
1.4217 |
1.4392 |
|
| S4 |
1.4001 |
1.4072 |
1.4352 |
|
|
| 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% |
0.0130 |
0.9% |
49% |
False |
False |
1,348 |
| 10 |
1.4558 |
1.4243 |
0.0315 |
2.2% |
0.0140 |
1.0% |
60% |
False |
False |
990 |
| 20 |
1.4558 |
1.4021 |
0.0537 |
3.7% |
0.0169 |
1.2% |
77% |
False |
False |
850 |
| 40 |
1.4558 |
1.3794 |
0.0764 |
5.3% |
0.0160 |
1.1% |
84% |
False |
False |
581 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0149 |
1.0% |
78% |
False |
False |
442 |
| 80 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0120 |
0.8% |
78% |
False |
False |
334 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0107 |
0.7% |
68% |
False |
False |
268 |
| 120 |
1.4735 |
1.3788 |
0.0947 |
6.6% |
0.0091 |
0.6% |
68% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5127 |
|
2.618 |
1.4891 |
|
1.618 |
1.4746 |
|
1.000 |
1.4656 |
|
0.618 |
1.4601 |
|
HIGH |
1.4511 |
|
0.618 |
1.4456 |
|
0.500 |
1.4439 |
|
0.382 |
1.4421 |
|
LOW |
1.4366 |
|
0.618 |
1.4276 |
|
1.000 |
1.4221 |
|
1.618 |
1.4131 |
|
2.618 |
1.3986 |
|
4.250 |
1.3750 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4439 |
1.4435 |
| PP |
1.4436 |
1.4434 |
| S1 |
1.4434 |
1.4433 |
|