CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4228 |
1.4154 |
-0.0074 |
-0.5% |
1.4291 |
| High |
1.4253 |
1.4180 |
-0.0073 |
-0.5% |
1.4400 |
| Low |
1.4219 |
1.4039 |
-0.0180 |
-1.3% |
1.4225 |
| Close |
1.4238 |
1.4072 |
-0.0166 |
-1.2% |
1.4284 |
| Range |
0.0034 |
0.0141 |
0.0107 |
314.7% |
0.0175 |
| ATR |
0.0088 |
0.0096 |
0.0008 |
9.0% |
0.0000 |
| Volume |
20 |
31 |
11 |
55.0% |
16 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4520 |
1.4437 |
1.4150 |
|
| R3 |
1.4379 |
1.4296 |
1.4111 |
|
| R2 |
1.4238 |
1.4238 |
1.4098 |
|
| R1 |
1.4155 |
1.4155 |
1.4085 |
1.4126 |
| PP |
1.4097 |
1.4097 |
1.4097 |
1.4083 |
| S1 |
1.4014 |
1.4014 |
1.4059 |
1.3985 |
| S2 |
1.3956 |
1.3956 |
1.4046 |
|
| S3 |
1.3815 |
1.3873 |
1.4033 |
|
| S4 |
1.3674 |
1.3732 |
1.3994 |
|
|
| 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 |
1.4039 |
0.0271 |
1.9% |
0.0089 |
0.6% |
12% |
False |
True |
13 |
| 10 |
1.4400 |
1.4039 |
0.0361 |
2.6% |
0.0056 |
0.4% |
9% |
False |
True |
8 |
| 20 |
1.4400 |
1.3830 |
0.0570 |
4.1% |
0.0053 |
0.4% |
42% |
False |
False |
5 |
| 40 |
1.4404 |
1.3830 |
0.0574 |
4.1% |
0.0036 |
0.3% |
42% |
False |
False |
4 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.2% |
0.0027 |
0.2% |
33% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4779 |
|
2.618 |
1.4549 |
|
1.618 |
1.4408 |
|
1.000 |
1.4321 |
|
0.618 |
1.4267 |
|
HIGH |
1.4180 |
|
0.618 |
1.4126 |
|
0.500 |
1.4110 |
|
0.382 |
1.4093 |
|
LOW |
1.4039 |
|
0.618 |
1.3952 |
|
1.000 |
1.3898 |
|
1.618 |
1.3811 |
|
2.618 |
1.3670 |
|
4.250 |
1.3440 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4110 |
1.4146 |
| PP |
1.4097 |
1.4121 |
| S1 |
1.4085 |
1.4097 |
|