CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4400 |
1.4456 |
0.0056 |
0.4% |
1.4300 |
| High |
1.4433 |
1.4456 |
0.0023 |
0.2% |
1.4329 |
| Low |
1.4320 |
1.4400 |
0.0080 |
0.6% |
1.4099 |
| Close |
1.4355 |
1.4412 |
0.0057 |
0.4% |
1.4211 |
| Range |
0.0113 |
0.0056 |
-0.0057 |
-50.4% |
0.0230 |
| ATR |
0.0109 |
0.0109 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
4 |
18 |
14 |
350.0% |
90 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4591 |
1.4557 |
1.4443 |
|
| R3 |
1.4535 |
1.4501 |
1.4427 |
|
| R2 |
1.4479 |
1.4479 |
1.4422 |
|
| R1 |
1.4445 |
1.4445 |
1.4417 |
1.4434 |
| PP |
1.4423 |
1.4423 |
1.4423 |
1.4417 |
| S1 |
1.4389 |
1.4389 |
1.4407 |
1.4378 |
| S2 |
1.4367 |
1.4367 |
1.4402 |
|
| S3 |
1.4311 |
1.4333 |
1.4397 |
|
| S4 |
1.4255 |
1.4277 |
1.4381 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4903 |
1.4787 |
1.4338 |
|
| R3 |
1.4673 |
1.4557 |
1.4274 |
|
| R2 |
1.4443 |
1.4443 |
1.4253 |
|
| R1 |
1.4327 |
1.4327 |
1.4232 |
1.4270 |
| PP |
1.4213 |
1.4213 |
1.4213 |
1.4185 |
| S1 |
1.4097 |
1.4097 |
1.4190 |
1.4040 |
| S2 |
1.3983 |
1.3983 |
1.4169 |
|
| S3 |
1.3753 |
1.3867 |
1.4148 |
|
| S4 |
1.3523 |
1.3637 |
1.4085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4456 |
1.4210 |
0.0246 |
1.7% |
0.0057 |
0.4% |
82% |
True |
False |
7 |
| 10 |
1.4456 |
1.4039 |
0.0417 |
2.9% |
0.0103 |
0.7% |
89% |
True |
False |
17 |
| 20 |
1.4456 |
1.4039 |
0.0417 |
2.9% |
0.0075 |
0.5% |
89% |
True |
False |
11 |
| 40 |
1.4456 |
1.3830 |
0.0626 |
4.3% |
0.0056 |
0.4% |
93% |
True |
False |
7 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.0% |
0.0040 |
0.3% |
80% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4694 |
|
2.618 |
1.4603 |
|
1.618 |
1.4547 |
|
1.000 |
1.4512 |
|
0.618 |
1.4491 |
|
HIGH |
1.4456 |
|
0.618 |
1.4435 |
|
0.500 |
1.4428 |
|
0.382 |
1.4421 |
|
LOW |
1.4400 |
|
0.618 |
1.4365 |
|
1.000 |
1.4344 |
|
1.618 |
1.4309 |
|
2.618 |
1.4253 |
|
4.250 |
1.4162 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4428 |
1.4401 |
| PP |
1.4423 |
1.4390 |
| S1 |
1.4417 |
1.4379 |
|