CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4451 |
1.4420 |
-0.0031 |
-0.2% |
1.4302 |
| High |
1.4451 |
1.4420 |
-0.0031 |
-0.2% |
1.4456 |
| Low |
1.4375 |
1.4390 |
0.0015 |
0.1% |
1.4284 |
| Close |
1.4396 |
1.4387 |
-0.0009 |
-0.1% |
1.4358 |
| Range |
0.0076 |
0.0030 |
-0.0046 |
-60.5% |
0.0172 |
| ATR |
0.0102 |
0.0097 |
-0.0005 |
-5.1% |
0.0000 |
| Volume |
11 |
3 |
-8 |
-72.7% |
40 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4489 |
1.4468 |
1.4404 |
|
| R3 |
1.4459 |
1.4438 |
1.4395 |
|
| R2 |
1.4429 |
1.4429 |
1.4393 |
|
| R1 |
1.4408 |
1.4408 |
1.4390 |
1.4404 |
| PP |
1.4399 |
1.4399 |
1.4399 |
1.4397 |
| S1 |
1.4378 |
1.4378 |
1.4384 |
1.4374 |
| S2 |
1.4369 |
1.4369 |
1.4382 |
|
| S3 |
1.4339 |
1.4348 |
1.4379 |
|
| S4 |
1.4309 |
1.4318 |
1.4371 |
|
|
| 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 |
1.4451 |
1.4284 |
0.0167 |
1.2% |
0.0038 |
0.3% |
62% |
False |
False |
8 |
| 10 |
1.4456 |
1.4210 |
0.0246 |
1.7% |
0.0048 |
0.3% |
72% |
False |
False |
7 |
| 20 |
1.4456 |
1.4039 |
0.0417 |
2.9% |
0.0076 |
0.5% |
83% |
False |
False |
12 |
| 40 |
1.4456 |
1.3830 |
0.0626 |
4.4% |
0.0055 |
0.4% |
89% |
False |
False |
8 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.0% |
0.0044 |
0.3% |
77% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4548 |
|
2.618 |
1.4499 |
|
1.618 |
1.4469 |
|
1.000 |
1.4450 |
|
0.618 |
1.4439 |
|
HIGH |
1.4420 |
|
0.618 |
1.4409 |
|
0.500 |
1.4405 |
|
0.382 |
1.4401 |
|
LOW |
1.4390 |
|
0.618 |
1.4371 |
|
1.000 |
1.4360 |
|
1.618 |
1.4341 |
|
2.618 |
1.4311 |
|
4.250 |
1.4263 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4405 |
1.4398 |
| PP |
1.4399 |
1.4394 |
| S1 |
1.4393 |
1.4391 |
|