CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4420 |
1.4420 |
0.0000 |
0.0% |
1.4302 |
| High |
1.4420 |
1.4420 |
0.0000 |
0.0% |
1.4456 |
| Low |
1.4390 |
1.4312 |
-0.0078 |
-0.5% |
1.4284 |
| Close |
1.4387 |
1.4337 |
-0.0050 |
-0.3% |
1.4358 |
| Range |
0.0030 |
0.0108 |
0.0078 |
260.0% |
0.0172 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.8% |
0.0000 |
| Volume |
3 |
20 |
17 |
566.7% |
40 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4680 |
1.4617 |
1.4396 |
|
| R3 |
1.4572 |
1.4509 |
1.4367 |
|
| R2 |
1.4464 |
1.4464 |
1.4357 |
|
| R1 |
1.4401 |
1.4401 |
1.4347 |
1.4379 |
| PP |
1.4356 |
1.4356 |
1.4356 |
1.4345 |
| S1 |
1.4293 |
1.4293 |
1.4327 |
1.4271 |
| S2 |
1.4248 |
1.4248 |
1.4317 |
|
| S3 |
1.4140 |
1.4185 |
1.4307 |
|
| S4 |
1.4032 |
1.4077 |
1.4278 |
|
|
| 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 |
1.4312 |
0.0139 |
1.0% |
0.0046 |
0.3% |
18% |
False |
True |
10 |
| 10 |
1.4456 |
1.4211 |
0.0245 |
1.7% |
0.0058 |
0.4% |
51% |
False |
False |
8 |
| 20 |
1.4456 |
1.4039 |
0.0417 |
2.9% |
0.0082 |
0.6% |
71% |
False |
False |
13 |
| 40 |
1.4456 |
1.3830 |
0.0626 |
4.4% |
0.0057 |
0.4% |
81% |
False |
False |
8 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0045 |
0.3% |
70% |
False |
False |
6 |
| 80 |
1.4796 |
1.3830 |
0.0966 |
6.7% |
0.0035 |
0.2% |
52% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4879 |
|
2.618 |
1.4703 |
|
1.618 |
1.4595 |
|
1.000 |
1.4528 |
|
0.618 |
1.4487 |
|
HIGH |
1.4420 |
|
0.618 |
1.4379 |
|
0.500 |
1.4366 |
|
0.382 |
1.4353 |
|
LOW |
1.4312 |
|
0.618 |
1.4245 |
|
1.000 |
1.4204 |
|
1.618 |
1.4137 |
|
2.618 |
1.4029 |
|
4.250 |
1.3853 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4366 |
1.4382 |
| PP |
1.4356 |
1.4367 |
| S1 |
1.4347 |
1.4352 |
|