CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4140 |
1.4228 |
0.0088 |
0.6% |
1.4291 |
| High |
1.4195 |
1.4253 |
0.0058 |
0.4% |
1.4400 |
| Low |
1.4110 |
1.4219 |
0.0109 |
0.8% |
1.4225 |
| Close |
1.4120 |
1.4238 |
0.0118 |
0.8% |
1.4284 |
| Range |
0.0085 |
0.0034 |
-0.0051 |
-60.0% |
0.0175 |
| ATR |
0.0084 |
0.0088 |
0.0003 |
4.1% |
0.0000 |
| Volume |
10 |
20 |
10 |
100.0% |
16 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4339 |
1.4322 |
1.4257 |
|
| R3 |
1.4305 |
1.4288 |
1.4247 |
|
| R2 |
1.4271 |
1.4271 |
1.4244 |
|
| R1 |
1.4254 |
1.4254 |
1.4241 |
1.4263 |
| PP |
1.4237 |
1.4237 |
1.4237 |
1.4241 |
| S1 |
1.4220 |
1.4220 |
1.4235 |
1.4229 |
| S2 |
1.4203 |
1.4203 |
1.4232 |
|
| S3 |
1.4169 |
1.4186 |
1.4229 |
|
| S4 |
1.4135 |
1.4152 |
1.4219 |
|
|
| 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 |
1.4310 |
1.4110 |
0.0200 |
1.4% |
0.0061 |
0.4% |
64% |
False |
False |
8 |
| 10 |
1.4400 |
1.4110 |
0.0290 |
2.0% |
0.0047 |
0.3% |
44% |
False |
False |
5 |
| 20 |
1.4400 |
1.3830 |
0.0570 |
4.0% |
0.0046 |
0.3% |
72% |
False |
False |
4 |
| 40 |
1.4553 |
1.3830 |
0.0723 |
5.1% |
0.0035 |
0.2% |
56% |
False |
False |
3 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0024 |
0.2% |
56% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4398 |
|
2.618 |
1.4342 |
|
1.618 |
1.4308 |
|
1.000 |
1.4287 |
|
0.618 |
1.4274 |
|
HIGH |
1.4253 |
|
0.618 |
1.4240 |
|
0.500 |
1.4236 |
|
0.382 |
1.4232 |
|
LOW |
1.4219 |
|
0.618 |
1.4198 |
|
1.000 |
1.4185 |
|
1.618 |
1.4164 |
|
2.618 |
1.4130 |
|
4.250 |
1.4075 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4237 |
1.4229 |
| PP |
1.4237 |
1.4219 |
| S1 |
1.4236 |
1.4210 |
|