CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4458 |
1.4410 |
-0.0048 |
-0.3% |
1.4344 |
| High |
1.4458 |
1.4410 |
-0.0048 |
-0.3% |
1.4455 |
| Low |
1.4344 |
1.4341 |
-0.0003 |
0.0% |
1.4312 |
| Close |
1.4418 |
1.4347 |
-0.0071 |
-0.5% |
1.4452 |
| Range |
0.0114 |
0.0069 |
-0.0045 |
-39.5% |
0.0143 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1 |
27 |
26 |
2,600.0% |
51 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4573 |
1.4529 |
1.4385 |
|
| R3 |
1.4504 |
1.4460 |
1.4366 |
|
| R2 |
1.4435 |
1.4435 |
1.4360 |
|
| R1 |
1.4391 |
1.4391 |
1.4353 |
1.4379 |
| PP |
1.4366 |
1.4366 |
1.4366 |
1.4360 |
| S1 |
1.4322 |
1.4322 |
1.4341 |
1.4310 |
| S2 |
1.4297 |
1.4297 |
1.4334 |
|
| S3 |
1.4228 |
1.4253 |
1.4328 |
|
| S4 |
1.4159 |
1.4184 |
1.4309 |
|
|
| 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 |
1.4472 |
1.4312 |
0.0160 |
1.1% |
0.0067 |
0.5% |
22% |
False |
False |
12 |
| 10 |
1.4472 |
1.4284 |
0.0188 |
1.3% |
0.0052 |
0.4% |
34% |
False |
False |
10 |
| 20 |
1.4472 |
1.4039 |
0.0433 |
3.0% |
0.0078 |
0.5% |
71% |
False |
False |
13 |
| 40 |
1.4472 |
1.3830 |
0.0642 |
4.5% |
0.0062 |
0.4% |
81% |
False |
False |
9 |
| 60 |
1.4553 |
1.3830 |
0.0723 |
5.0% |
0.0049 |
0.3% |
72% |
False |
False |
6 |
| 80 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0038 |
0.3% |
71% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4703 |
|
2.618 |
1.4591 |
|
1.618 |
1.4522 |
|
1.000 |
1.4479 |
|
0.618 |
1.4453 |
|
HIGH |
1.4410 |
|
0.618 |
1.4384 |
|
0.500 |
1.4376 |
|
0.382 |
1.4367 |
|
LOW |
1.4341 |
|
0.618 |
1.4298 |
|
1.000 |
1.4272 |
|
1.618 |
1.4229 |
|
2.618 |
1.4160 |
|
4.250 |
1.4048 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4376 |
1.4407 |
| PP |
1.4366 |
1.4387 |
| S1 |
1.4357 |
1.4367 |
|