CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4456 |
1.4350 |
-0.0106 |
-0.7% |
1.4300 |
| High |
1.4456 |
1.4350 |
-0.0106 |
-0.7% |
1.4329 |
| Low |
1.4400 |
1.4284 |
-0.0116 |
-0.8% |
1.4099 |
| Close |
1.4412 |
1.4293 |
-0.0119 |
-0.8% |
1.4211 |
| Range |
0.0056 |
0.0066 |
0.0010 |
17.9% |
0.0230 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
1.3% |
0.0000 |
| Volume |
18 |
12 |
-6 |
-33.3% |
90 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4507 |
1.4466 |
1.4329 |
|
| R3 |
1.4441 |
1.4400 |
1.4311 |
|
| R2 |
1.4375 |
1.4375 |
1.4305 |
|
| R1 |
1.4334 |
1.4334 |
1.4299 |
1.4322 |
| PP |
1.4309 |
1.4309 |
1.4309 |
1.4303 |
| S1 |
1.4268 |
1.4268 |
1.4287 |
1.4256 |
| S2 |
1.4243 |
1.4243 |
1.4281 |
|
| S3 |
1.4177 |
1.4202 |
1.4275 |
|
| S4 |
1.4111 |
1.4136 |
1.4257 |
|
|
| 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 |
1.4211 |
0.0245 |
1.7% |
0.0071 |
0.5% |
33% |
False |
False |
7 |
| 10 |
1.4456 |
1.4079 |
0.0377 |
2.6% |
0.0096 |
0.7% |
57% |
False |
False |
15 |
| 20 |
1.4456 |
1.4039 |
0.0417 |
2.9% |
0.0076 |
0.5% |
61% |
False |
False |
11 |
| 40 |
1.4456 |
1.3830 |
0.0626 |
4.4% |
0.0057 |
0.4% |
74% |
False |
False |
7 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0041 |
0.3% |
64% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4631 |
|
2.618 |
1.4523 |
|
1.618 |
1.4457 |
|
1.000 |
1.4416 |
|
0.618 |
1.4391 |
|
HIGH |
1.4350 |
|
0.618 |
1.4325 |
|
0.500 |
1.4317 |
|
0.382 |
1.4309 |
|
LOW |
1.4284 |
|
0.618 |
1.4243 |
|
1.000 |
1.4218 |
|
1.618 |
1.4177 |
|
2.618 |
1.4111 |
|
4.250 |
1.4004 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4317 |
1.4370 |
| PP |
1.4309 |
1.4344 |
| S1 |
1.4301 |
1.4319 |
|