CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4344 |
1.4451 |
0.0107 |
0.7% |
1.4302 |
| High |
1.4344 |
1.4451 |
0.0107 |
0.7% |
1.4456 |
| Low |
1.4344 |
1.4375 |
0.0031 |
0.2% |
1.4284 |
| Close |
1.4344 |
1.4396 |
0.0052 |
0.4% |
1.4358 |
| Range |
0.0000 |
0.0076 |
0.0076 |
|
0.0172 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
0.3% |
0.0000 |
| Volume |
11 |
11 |
0 |
0.0% |
40 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4635 |
1.4592 |
1.4438 |
|
| R3 |
1.4559 |
1.4516 |
1.4417 |
|
| R2 |
1.4483 |
1.4483 |
1.4410 |
|
| R1 |
1.4440 |
1.4440 |
1.4403 |
1.4424 |
| PP |
1.4407 |
1.4407 |
1.4407 |
1.4399 |
| S1 |
1.4364 |
1.4364 |
1.4389 |
1.4348 |
| S2 |
1.4331 |
1.4331 |
1.4382 |
|
| S3 |
1.4255 |
1.4288 |
1.4375 |
|
| S4 |
1.4179 |
1.4212 |
1.4354 |
|
|
| 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% |
0.0043 |
0.3% |
65% |
False |
False |
11 |
| 10 |
1.4456 |
1.4150 |
0.0306 |
2.1% |
0.0060 |
0.4% |
80% |
False |
False |
12 |
| 20 |
1.4456 |
1.4039 |
0.0417 |
2.9% |
0.0080 |
0.6% |
86% |
False |
False |
12 |
| 40 |
1.4456 |
1.3830 |
0.0626 |
4.3% |
0.0054 |
0.4% |
90% |
False |
False |
8 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.0% |
0.0043 |
0.3% |
78% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4774 |
|
2.618 |
1.4650 |
|
1.618 |
1.4574 |
|
1.000 |
1.4527 |
|
0.618 |
1.4498 |
|
HIGH |
1.4451 |
|
0.618 |
1.4422 |
|
0.500 |
1.4413 |
|
0.382 |
1.4404 |
|
LOW |
1.4375 |
|
0.618 |
1.4328 |
|
1.000 |
1.4299 |
|
1.618 |
1.4252 |
|
2.618 |
1.4176 |
|
4.250 |
1.4052 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4413 |
1.4398 |
| PP |
1.4407 |
1.4397 |
| S1 |
1.4402 |
1.4397 |
|