CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4310 |
1.4140 |
-0.0170 |
-1.2% |
1.4291 |
| High |
1.4310 |
1.4195 |
-0.0115 |
-0.8% |
1.4400 |
| Low |
1.4168 |
1.4110 |
-0.0058 |
-0.4% |
1.4225 |
| Close |
1.4185 |
1.4120 |
-0.0065 |
-0.5% |
1.4284 |
| Range |
0.0142 |
0.0085 |
-0.0057 |
-40.1% |
0.0175 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.1% |
0.0000 |
| Volume |
4 |
10 |
6 |
150.0% |
16 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4397 |
1.4343 |
1.4167 |
|
| R3 |
1.4312 |
1.4258 |
1.4143 |
|
| R2 |
1.4227 |
1.4227 |
1.4136 |
|
| R1 |
1.4173 |
1.4173 |
1.4128 |
1.4158 |
| PP |
1.4142 |
1.4142 |
1.4142 |
1.4134 |
| S1 |
1.4088 |
1.4088 |
1.4112 |
1.4073 |
| S2 |
1.4057 |
1.4057 |
1.4104 |
|
| S3 |
1.3972 |
1.4003 |
1.4097 |
|
| S4 |
1.3887 |
1.3918 |
1.4073 |
|
|
| 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 |
1.4380 |
1.4110 |
0.0270 |
1.9% |
0.0076 |
0.5% |
4% |
False |
True |
4 |
| 10 |
1.4400 |
1.4027 |
0.0373 |
2.6% |
0.0052 |
0.4% |
25% |
False |
False |
3 |
| 20 |
1.4400 |
1.3830 |
0.0570 |
4.0% |
0.0046 |
0.3% |
51% |
False |
False |
3 |
| 40 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0034 |
0.2% |
40% |
False |
False |
3 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0024 |
0.2% |
40% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4556 |
|
2.618 |
1.4418 |
|
1.618 |
1.4333 |
|
1.000 |
1.4280 |
|
0.618 |
1.4248 |
|
HIGH |
1.4195 |
|
0.618 |
1.4163 |
|
0.500 |
1.4153 |
|
0.382 |
1.4142 |
|
LOW |
1.4110 |
|
0.618 |
1.4057 |
|
1.000 |
1.4025 |
|
1.618 |
1.3972 |
|
2.618 |
1.3887 |
|
4.250 |
1.3749 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4153 |
1.4210 |
| PP |
1.4142 |
1.4180 |
| S1 |
1.4131 |
1.4150 |
|