CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4079 |
1.4300 |
0.0221 |
1.6% |
1.4310 |
| High |
1.4182 |
1.4300 |
0.0118 |
0.8% |
1.4310 |
| Low |
1.4079 |
1.4099 |
0.0020 |
0.1% |
1.4039 |
| Close |
1.4203 |
1.4151 |
-0.0052 |
-0.4% |
1.4203 |
| Range |
0.0103 |
0.0201 |
0.0098 |
95.1% |
0.0271 |
| ATR |
0.0097 |
0.0104 |
0.0007 |
7.7% |
0.0000 |
| Volume |
26 |
16 |
-10 |
-38.5% |
91 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4786 |
1.4670 |
1.4262 |
|
| R3 |
1.4585 |
1.4469 |
1.4206 |
|
| R2 |
1.4384 |
1.4384 |
1.4188 |
|
| R1 |
1.4268 |
1.4268 |
1.4169 |
1.4226 |
| PP |
1.4183 |
1.4183 |
1.4183 |
1.4162 |
| S1 |
1.4067 |
1.4067 |
1.4133 |
1.4025 |
| S2 |
1.3982 |
1.3982 |
1.4114 |
|
| S3 |
1.3781 |
1.3866 |
1.4096 |
|
| S4 |
1.3580 |
1.3665 |
1.4040 |
|
|
| 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 |
1.4300 |
1.4039 |
0.0261 |
1.8% |
0.0113 |
0.8% |
43% |
True |
False |
20 |
| 10 |
1.4400 |
1.4039 |
0.0361 |
2.6% |
0.0086 |
0.6% |
31% |
False |
False |
12 |
| 20 |
1.4400 |
1.3830 |
0.0570 |
4.0% |
0.0062 |
0.4% |
56% |
False |
False |
7 |
| 40 |
1.4404 |
1.3830 |
0.0574 |
4.1% |
0.0044 |
0.3% |
56% |
False |
False |
5 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0032 |
0.2% |
44% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5154 |
|
2.618 |
1.4826 |
|
1.618 |
1.4625 |
|
1.000 |
1.4501 |
|
0.618 |
1.4424 |
|
HIGH |
1.4300 |
|
0.618 |
1.4223 |
|
0.500 |
1.4200 |
|
0.382 |
1.4176 |
|
LOW |
1.4099 |
|
0.618 |
1.3975 |
|
1.000 |
1.3898 |
|
1.618 |
1.3774 |
|
2.618 |
1.3573 |
|
4.250 |
1.3245 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4200 |
1.4170 |
| PP |
1.4183 |
1.4163 |
| S1 |
1.4167 |
1.4157 |
|