CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4277 |
1.4310 |
0.0033 |
0.2% |
1.4291 |
| High |
1.4300 |
1.4310 |
0.0010 |
0.1% |
1.4400 |
| Low |
1.4257 |
1.4168 |
-0.0089 |
-0.6% |
1.4225 |
| Close |
1.4284 |
1.4185 |
-0.0099 |
-0.7% |
1.4284 |
| Range |
0.0043 |
0.0142 |
0.0099 |
230.2% |
0.0175 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
5.5% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
16 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4647 |
1.4558 |
1.4263 |
|
| R3 |
1.4505 |
1.4416 |
1.4224 |
|
| R2 |
1.4363 |
1.4363 |
1.4211 |
|
| R1 |
1.4274 |
1.4274 |
1.4198 |
1.4248 |
| PP |
1.4221 |
1.4221 |
1.4221 |
1.4208 |
| S1 |
1.4132 |
1.4132 |
1.4172 |
1.4106 |
| S2 |
1.4079 |
1.4079 |
1.4159 |
|
| S3 |
1.3937 |
1.3990 |
1.4146 |
|
| S4 |
1.3795 |
1.3848 |
1.4107 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4828 |
1.4731 |
1.4380 |
|
| R3 |
1.4653 |
1.4556 |
1.4332 |
|
| R2 |
1.4478 |
1.4478 |
1.4316 |
|
| R1 |
1.4381 |
1.4381 |
1.4300 |
1.4342 |
| PP |
1.4303 |
1.4303 |
1.4303 |
1.4284 |
| S1 |
1.4206 |
1.4206 |
1.4268 |
1.4167 |
| S2 |
1.4128 |
1.4128 |
1.4252 |
|
| S3 |
1.3953 |
1.4031 |
1.4236 |
|
| S4 |
1.3778 |
1.3856 |
1.4188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4400 |
1.4168 |
0.0232 |
1.6% |
0.0060 |
0.4% |
7% |
False |
True |
3 |
| 10 |
1.4400 |
1.4027 |
0.0373 |
2.6% |
0.0044 |
0.3% |
42% |
False |
False |
2 |
| 20 |
1.4400 |
1.3830 |
0.0570 |
4.0% |
0.0042 |
0.3% |
62% |
False |
False |
3 |
| 40 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0032 |
0.2% |
49% |
False |
False |
2 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0022 |
0.2% |
49% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4914 |
|
2.618 |
1.4682 |
|
1.618 |
1.4540 |
|
1.000 |
1.4452 |
|
0.618 |
1.4398 |
|
HIGH |
1.4310 |
|
0.618 |
1.4256 |
|
0.500 |
1.4239 |
|
0.382 |
1.4222 |
|
LOW |
1.4168 |
|
0.618 |
1.4080 |
|
1.000 |
1.4026 |
|
1.618 |
1.3938 |
|
2.618 |
1.3796 |
|
4.250 |
1.3565 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4239 |
1.4239 |
| PP |
1.4221 |
1.4221 |
| S1 |
1.4203 |
1.4203 |
|