CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4350 |
1.4384 |
0.0034 |
0.2% |
1.4302 |
| High |
1.4350 |
1.4384 |
0.0034 |
0.2% |
1.4456 |
| Low |
1.4284 |
1.4368 |
0.0084 |
0.6% |
1.4284 |
| Close |
1.4293 |
1.4358 |
0.0065 |
0.5% |
1.4358 |
| Range |
0.0066 |
0.0016 |
-0.0050 |
-75.8% |
0.0172 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
12 |
5 |
-7 |
-58.3% |
40 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4418 |
1.4404 |
1.4367 |
|
| R3 |
1.4402 |
1.4388 |
1.4362 |
|
| R2 |
1.4386 |
1.4386 |
1.4361 |
|
| R1 |
1.4372 |
1.4372 |
1.4359 |
1.4371 |
| PP |
1.4370 |
1.4370 |
1.4370 |
1.4370 |
| S1 |
1.4356 |
1.4356 |
1.4357 |
1.4355 |
| S2 |
1.4354 |
1.4354 |
1.4355 |
|
| S3 |
1.4338 |
1.4340 |
1.4354 |
|
| S4 |
1.4322 |
1.4324 |
1.4349 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4882 |
1.4792 |
1.4453 |
|
| R3 |
1.4710 |
1.4620 |
1.4405 |
|
| R2 |
1.4538 |
1.4538 |
1.4390 |
|
| R1 |
1.4448 |
1.4448 |
1.4374 |
1.4493 |
| PP |
1.4366 |
1.4366 |
1.4366 |
1.4389 |
| S1 |
1.4276 |
1.4276 |
1.4342 |
1.4321 |
| S2 |
1.4194 |
1.4194 |
1.4326 |
|
| S3 |
1.4022 |
1.4104 |
1.4311 |
|
| S4 |
1.3850 |
1.3932 |
1.4263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4456 |
1.4284 |
0.0172 |
1.2% |
0.0074 |
0.5% |
43% |
False |
False |
8 |
| 10 |
1.4456 |
1.4099 |
0.0357 |
2.5% |
0.0087 |
0.6% |
73% |
False |
False |
13 |
| 20 |
1.4456 |
1.4039 |
0.0417 |
2.9% |
0.0077 |
0.5% |
76% |
False |
False |
11 |
| 40 |
1.4456 |
1.3830 |
0.0626 |
4.4% |
0.0058 |
0.4% |
84% |
False |
False |
7 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0042 |
0.3% |
73% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4452 |
|
2.618 |
1.4426 |
|
1.618 |
1.4410 |
|
1.000 |
1.4400 |
|
0.618 |
1.4394 |
|
HIGH |
1.4384 |
|
0.618 |
1.4378 |
|
0.500 |
1.4376 |
|
0.382 |
1.4374 |
|
LOW |
1.4368 |
|
0.618 |
1.4358 |
|
1.000 |
1.4352 |
|
1.618 |
1.4342 |
|
2.618 |
1.4326 |
|
4.250 |
1.4300 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4376 |
1.4370 |
| PP |
1.4370 |
1.4366 |
| S1 |
1.4364 |
1.4362 |
|