CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4226 |
1.4300 |
0.0074 |
0.5% |
1.4310 |
| High |
1.4329 |
1.4300 |
-0.0029 |
-0.2% |
1.4310 |
| Low |
1.4180 |
1.4150 |
-0.0030 |
-0.2% |
1.4039 |
| Close |
1.4178 |
1.4170 |
-0.0008 |
-0.1% |
1.4203 |
| Range |
0.0149 |
0.0150 |
0.0001 |
0.7% |
0.0271 |
| ATR |
0.0110 |
0.0112 |
0.0003 |
2.6% |
0.0000 |
| Volume |
15 |
46 |
31 |
206.7% |
91 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4657 |
1.4563 |
1.4253 |
|
| R3 |
1.4507 |
1.4413 |
1.4211 |
|
| R2 |
1.4357 |
1.4357 |
1.4198 |
|
| R1 |
1.4263 |
1.4263 |
1.4184 |
1.4235 |
| PP |
1.4207 |
1.4207 |
1.4207 |
1.4193 |
| S1 |
1.4113 |
1.4113 |
1.4156 |
1.4085 |
| S2 |
1.4057 |
1.4057 |
1.4143 |
|
| S3 |
1.3907 |
1.3963 |
1.4129 |
|
| S4 |
1.3757 |
1.3813 |
1.4088 |
|
|
| 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% |
0.0149 |
1.1% |
45% |
False |
False |
26 |
| 10 |
1.4329 |
1.4039 |
0.0290 |
2.0% |
0.0105 |
0.7% |
45% |
False |
False |
17 |
| 20 |
1.4400 |
1.4026 |
0.0374 |
2.6% |
0.0070 |
0.5% |
39% |
False |
False |
10 |
| 40 |
1.4404 |
1.3830 |
0.0574 |
4.1% |
0.0051 |
0.4% |
59% |
False |
False |
6 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0036 |
0.3% |
47% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4938 |
|
2.618 |
1.4693 |
|
1.618 |
1.4543 |
|
1.000 |
1.4450 |
|
0.618 |
1.4393 |
|
HIGH |
1.4300 |
|
0.618 |
1.4243 |
|
0.500 |
1.4225 |
|
0.382 |
1.4207 |
|
LOW |
1.4150 |
|
0.618 |
1.4057 |
|
1.000 |
1.4000 |
|
1.618 |
1.3907 |
|
2.618 |
1.3757 |
|
4.250 |
1.3513 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4225 |
1.4214 |
| PP |
1.4207 |
1.4199 |
| S1 |
1.4188 |
1.4185 |
|