CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4493 |
1.4424 |
-0.0069 |
-0.5% |
1.4348 |
| High |
1.4511 |
1.4439 |
-0.0072 |
-0.5% |
1.4482 |
| Low |
1.4366 |
1.4341 |
-0.0025 |
-0.2% |
1.4312 |
| Close |
1.4432 |
1.4362 |
-0.0070 |
-0.5% |
1.4465 |
| Range |
0.0145 |
0.0098 |
-0.0047 |
-32.4% |
0.0170 |
| ATR |
0.0154 |
0.0150 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
1,558 |
2,519 |
961 |
61.7% |
3,228 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4675 |
1.4616 |
1.4416 |
|
| R3 |
1.4577 |
1.4518 |
1.4389 |
|
| R2 |
1.4479 |
1.4479 |
1.4380 |
|
| R1 |
1.4420 |
1.4420 |
1.4371 |
1.4401 |
| PP |
1.4381 |
1.4381 |
1.4381 |
1.4371 |
| S1 |
1.4322 |
1.4322 |
1.4353 |
1.4303 |
| S2 |
1.4283 |
1.4283 |
1.4344 |
|
| S3 |
1.4185 |
1.4224 |
1.4335 |
|
| S4 |
1.4087 |
1.4126 |
1.4308 |
|
|
| 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% |
0.0131 |
0.9% |
20% |
False |
False |
1,698 |
| 10 |
1.4558 |
1.4243 |
0.0315 |
2.2% |
0.0132 |
0.9% |
38% |
False |
False |
1,190 |
| 20 |
1.4558 |
1.4021 |
0.0537 |
3.7% |
0.0164 |
1.1% |
64% |
False |
False |
962 |
| 40 |
1.4558 |
1.3794 |
0.0764 |
5.3% |
0.0159 |
1.1% |
74% |
False |
False |
641 |
| 60 |
1.4558 |
1.3794 |
0.0764 |
5.3% |
0.0150 |
1.0% |
74% |
False |
False |
484 |
| 80 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0121 |
0.8% |
70% |
False |
False |
365 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0108 |
0.8% |
60% |
False |
False |
293 |
| 120 |
1.4735 |
1.3788 |
0.0947 |
6.6% |
0.0092 |
0.6% |
61% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4856 |
|
2.618 |
1.4696 |
|
1.618 |
1.4598 |
|
1.000 |
1.4537 |
|
0.618 |
1.4500 |
|
HIGH |
1.4439 |
|
0.618 |
1.4402 |
|
0.500 |
1.4390 |
|
0.382 |
1.4378 |
|
LOW |
1.4341 |
|
0.618 |
1.4280 |
|
1.000 |
1.4243 |
|
1.618 |
1.4182 |
|
2.618 |
1.4084 |
|
4.250 |
1.3925 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4390 |
1.4450 |
| PP |
1.4381 |
1.4420 |
| S1 |
1.4371 |
1.4391 |
|