CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4300 |
1.4226 |
-0.0074 |
-0.5% |
1.4310 |
| High |
1.4300 |
1.4329 |
0.0029 |
0.2% |
1.4310 |
| Low |
1.4099 |
1.4180 |
0.0081 |
0.6% |
1.4039 |
| Close |
1.4151 |
1.4178 |
0.0027 |
0.2% |
1.4203 |
| Range |
0.0201 |
0.0149 |
-0.0052 |
-25.9% |
0.0271 |
| ATR |
0.0104 |
0.0110 |
0.0005 |
5.1% |
0.0000 |
| Volume |
16 |
15 |
-1 |
-6.3% |
91 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4676 |
1.4576 |
1.4260 |
|
| R3 |
1.4527 |
1.4427 |
1.4219 |
|
| R2 |
1.4378 |
1.4378 |
1.4205 |
|
| R1 |
1.4278 |
1.4278 |
1.4192 |
1.4254 |
| PP |
1.4229 |
1.4229 |
1.4229 |
1.4217 |
| S1 |
1.4129 |
1.4129 |
1.4164 |
1.4105 |
| S2 |
1.4080 |
1.4080 |
1.4151 |
|
| S3 |
1.3931 |
1.3980 |
1.4137 |
|
| S4 |
1.3782 |
1.3831 |
1.4096 |
|
|
| 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 |
1.4329 |
1.4039 |
0.0290 |
2.0% |
0.0126 |
0.9% |
48% |
True |
False |
21 |
| 10 |
1.4380 |
1.4039 |
0.0341 |
2.4% |
0.0101 |
0.7% |
41% |
False |
False |
13 |
| 20 |
1.4400 |
1.3960 |
0.0440 |
3.1% |
0.0066 |
0.5% |
50% |
False |
False |
8 |
| 40 |
1.4404 |
1.3830 |
0.0574 |
4.0% |
0.0048 |
0.3% |
61% |
False |
False |
5 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0034 |
0.2% |
48% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4962 |
|
2.618 |
1.4719 |
|
1.618 |
1.4570 |
|
1.000 |
1.4478 |
|
0.618 |
1.4421 |
|
HIGH |
1.4329 |
|
0.618 |
1.4272 |
|
0.500 |
1.4255 |
|
0.382 |
1.4237 |
|
LOW |
1.4180 |
|
0.618 |
1.4088 |
|
1.000 |
1.4031 |
|
1.618 |
1.3939 |
|
2.618 |
1.3790 |
|
4.250 |
1.3547 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4255 |
1.4204 |
| PP |
1.4229 |
1.4195 |
| S1 |
1.4204 |
1.4187 |
|