CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4420 |
1.4410 |
-0.0010 |
-0.1% |
1.4344 |
| High |
1.4420 |
1.4455 |
0.0035 |
0.2% |
1.4455 |
| Low |
1.4312 |
1.4410 |
0.0098 |
0.7% |
1.4312 |
| Close |
1.4337 |
1.4452 |
0.0115 |
0.8% |
1.4452 |
| Range |
0.0108 |
0.0045 |
-0.0063 |
-58.3% |
0.0143 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
1.5% |
0.0000 |
| Volume |
20 |
6 |
-14 |
-70.0% |
51 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4574 |
1.4558 |
1.4477 |
|
| R3 |
1.4529 |
1.4513 |
1.4464 |
|
| R2 |
1.4484 |
1.4484 |
1.4460 |
|
| R1 |
1.4468 |
1.4468 |
1.4456 |
1.4476 |
| PP |
1.4439 |
1.4439 |
1.4439 |
1.4443 |
| S1 |
1.4423 |
1.4423 |
1.4448 |
1.4431 |
| S2 |
1.4394 |
1.4394 |
1.4444 |
|
| S3 |
1.4349 |
1.4378 |
1.4440 |
|
| S4 |
1.4304 |
1.4333 |
1.4427 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4835 |
1.4787 |
1.4531 |
|
| R3 |
1.4692 |
1.4644 |
1.4491 |
|
| R2 |
1.4549 |
1.4549 |
1.4478 |
|
| R1 |
1.4501 |
1.4501 |
1.4465 |
1.4525 |
| PP |
1.4406 |
1.4406 |
1.4406 |
1.4419 |
| S1 |
1.4358 |
1.4358 |
1.4439 |
1.4382 |
| S2 |
1.4263 |
1.4263 |
1.4426 |
|
| S3 |
1.4120 |
1.4215 |
1.4413 |
|
| S4 |
1.3977 |
1.4072 |
1.4373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4455 |
1.4312 |
0.0143 |
1.0% |
0.0052 |
0.4% |
98% |
True |
False |
10 |
| 10 |
1.4456 |
1.4284 |
0.0172 |
1.2% |
0.0063 |
0.4% |
98% |
False |
False |
9 |
| 20 |
1.4456 |
1.4039 |
0.0417 |
2.9% |
0.0082 |
0.6% |
99% |
False |
False |
13 |
| 40 |
1.4456 |
1.3830 |
0.0626 |
4.3% |
0.0058 |
0.4% |
99% |
False |
False |
8 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.0% |
0.0046 |
0.3% |
86% |
False |
False |
6 |
| 80 |
1.4556 |
1.3830 |
0.0726 |
5.0% |
0.0035 |
0.2% |
86% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4646 |
|
2.618 |
1.4573 |
|
1.618 |
1.4528 |
|
1.000 |
1.4500 |
|
0.618 |
1.4483 |
|
HIGH |
1.4455 |
|
0.618 |
1.4438 |
|
0.500 |
1.4433 |
|
0.382 |
1.4427 |
|
LOW |
1.4410 |
|
0.618 |
1.4382 |
|
1.000 |
1.4365 |
|
1.618 |
1.4337 |
|
2.618 |
1.4292 |
|
4.250 |
1.4219 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4446 |
1.4429 |
| PP |
1.4439 |
1.4406 |
| S1 |
1.4433 |
1.4384 |
|