CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4302 |
1.4400 |
0.0098 |
0.7% |
1.4300 |
| High |
1.4420 |
1.4433 |
0.0013 |
0.1% |
1.4329 |
| Low |
1.4302 |
1.4320 |
0.0018 |
0.1% |
1.4099 |
| Close |
1.4411 |
1.4355 |
-0.0056 |
-0.4% |
1.4211 |
| Range |
0.0118 |
0.0113 |
-0.0005 |
-4.2% |
0.0230 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
90 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4708 |
1.4645 |
1.4417 |
|
| R3 |
1.4595 |
1.4532 |
1.4386 |
|
| R2 |
1.4482 |
1.4482 |
1.4376 |
|
| R1 |
1.4419 |
1.4419 |
1.4365 |
1.4394 |
| PP |
1.4369 |
1.4369 |
1.4369 |
1.4357 |
| S1 |
1.4306 |
1.4306 |
1.4345 |
1.4281 |
| S2 |
1.4256 |
1.4256 |
1.4334 |
|
| S3 |
1.4143 |
1.4193 |
1.4324 |
|
| S4 |
1.4030 |
1.4080 |
1.4293 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4903 |
1.4787 |
1.4338 |
|
| R3 |
1.4673 |
1.4557 |
1.4274 |
|
| R2 |
1.4443 |
1.4443 |
1.4253 |
|
| R1 |
1.4327 |
1.4327 |
1.4232 |
1.4270 |
| PP |
1.4213 |
1.4213 |
1.4213 |
1.4185 |
| S1 |
1.4097 |
1.4097 |
1.4190 |
1.4040 |
| S2 |
1.3983 |
1.3983 |
1.4169 |
|
| S3 |
1.3753 |
1.3867 |
1.4148 |
|
| S4 |
1.3523 |
1.3637 |
1.4085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4433 |
1.4150 |
0.0283 |
2.0% |
0.0076 |
0.5% |
72% |
True |
False |
12 |
| 10 |
1.4433 |
1.4039 |
0.0394 |
2.7% |
0.0101 |
0.7% |
80% |
True |
False |
17 |
| 20 |
1.4433 |
1.4027 |
0.0406 |
2.8% |
0.0077 |
0.5% |
81% |
True |
False |
10 |
| 40 |
1.4433 |
1.3830 |
0.0603 |
4.2% |
0.0054 |
0.4% |
87% |
True |
False |
6 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0039 |
0.3% |
72% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4913 |
|
2.618 |
1.4729 |
|
1.618 |
1.4616 |
|
1.000 |
1.4546 |
|
0.618 |
1.4503 |
|
HIGH |
1.4433 |
|
0.618 |
1.4390 |
|
0.500 |
1.4377 |
|
0.382 |
1.4363 |
|
LOW |
1.4320 |
|
0.618 |
1.4250 |
|
1.000 |
1.4207 |
|
1.618 |
1.4137 |
|
2.618 |
1.4024 |
|
4.250 |
1.3840 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4377 |
1.4344 |
| PP |
1.4369 |
1.4333 |
| S1 |
1.4362 |
1.4322 |
|