CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4154 |
1.4079 |
-0.0075 |
-0.5% |
1.4310 |
| High |
1.4180 |
1.4182 |
0.0002 |
0.0% |
1.4310 |
| Low |
1.4039 |
1.4079 |
0.0040 |
0.3% |
1.4039 |
| Close |
1.4072 |
1.4203 |
0.0131 |
0.9% |
1.4203 |
| Range |
0.0141 |
0.0103 |
-0.0038 |
-27.0% |
0.0271 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.1% |
0.0000 |
| Volume |
31 |
26 |
-5 |
-16.1% |
91 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4464 |
1.4436 |
1.4260 |
|
| R3 |
1.4361 |
1.4333 |
1.4231 |
|
| R2 |
1.4258 |
1.4258 |
1.4222 |
|
| R1 |
1.4230 |
1.4230 |
1.4212 |
1.4244 |
| PP |
1.4155 |
1.4155 |
1.4155 |
1.4162 |
| S1 |
1.4127 |
1.4127 |
1.4194 |
1.4141 |
| S2 |
1.4052 |
1.4052 |
1.4184 |
|
| S3 |
1.3949 |
1.4024 |
1.4175 |
|
| S4 |
1.3846 |
1.3921 |
1.4146 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4997 |
1.4871 |
1.4352 |
|
| R3 |
1.4726 |
1.4600 |
1.4278 |
|
| R2 |
1.4455 |
1.4455 |
1.4253 |
|
| R1 |
1.4329 |
1.4329 |
1.4228 |
1.4257 |
| PP |
1.4184 |
1.4184 |
1.4184 |
1.4148 |
| S1 |
1.4058 |
1.4058 |
1.4178 |
1.3986 |
| S2 |
1.3913 |
1.3913 |
1.4153 |
|
| S3 |
1.3642 |
1.3787 |
1.4128 |
|
| S4 |
1.3371 |
1.3516 |
1.4054 |
|
|
| 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% |
0.0101 |
0.7% |
61% |
False |
False |
18 |
| 10 |
1.4400 |
1.4039 |
0.0361 |
2.5% |
0.0066 |
0.5% |
45% |
False |
False |
10 |
| 20 |
1.4400 |
1.3830 |
0.0570 |
4.0% |
0.0052 |
0.4% |
65% |
False |
False |
6 |
| 40 |
1.4404 |
1.3830 |
0.0574 |
4.0% |
0.0039 |
0.3% |
65% |
False |
False |
4 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0028 |
0.2% |
51% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4620 |
|
2.618 |
1.4452 |
|
1.618 |
1.4349 |
|
1.000 |
1.4285 |
|
0.618 |
1.4246 |
|
HIGH |
1.4182 |
|
0.618 |
1.4143 |
|
0.500 |
1.4131 |
|
0.382 |
1.4118 |
|
LOW |
1.4079 |
|
0.618 |
1.4015 |
|
1.000 |
1.3976 |
|
1.618 |
1.3912 |
|
2.618 |
1.3809 |
|
4.250 |
1.3641 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4179 |
1.4184 |
| PP |
1.4155 |
1.4165 |
| S1 |
1.4131 |
1.4146 |
|