CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4396 |
1.4390 |
-0.0006 |
0.0% |
1.4140 |
| High |
1.4396 |
1.4390 |
-0.0006 |
0.0% |
1.4198 |
| Low |
1.4396 |
1.4390 |
-0.0006 |
0.0% |
1.4140 |
| Close |
1.4396 |
1.4341 |
-0.0055 |
-0.4% |
1.4198 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4374 |
1.4357 |
1.4341 |
|
| R3 |
1.4374 |
1.4357 |
1.4341 |
|
| R2 |
1.4374 |
1.4374 |
1.4341 |
|
| R1 |
1.4357 |
1.4357 |
1.4341 |
1.4366 |
| PP |
1.4374 |
1.4374 |
1.4374 |
1.4378 |
| S1 |
1.4357 |
1.4357 |
1.4341 |
1.4366 |
| S2 |
1.4374 |
1.4374 |
1.4341 |
|
| S3 |
1.4374 |
1.4357 |
1.4341 |
|
| S4 |
1.4374 |
1.4357 |
1.4341 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4353 |
1.4333 |
1.4230 |
|
| R3 |
1.4295 |
1.4275 |
1.4214 |
|
| R2 |
1.4237 |
1.4237 |
1.4209 |
|
| R1 |
1.4217 |
1.4217 |
1.4203 |
1.4227 |
| PP |
1.4179 |
1.4179 |
1.4179 |
1.4184 |
| S1 |
1.4159 |
1.4159 |
1.4193 |
1.4169 |
| S2 |
1.4121 |
1.4121 |
1.4187 |
|
| S3 |
1.4063 |
1.4101 |
1.4182 |
|
| S4 |
1.4005 |
1.4043 |
1.4166 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4390 |
|
2.618 |
1.4390 |
|
1.618 |
1.4390 |
|
1.000 |
1.4390 |
|
0.618 |
1.4390 |
|
HIGH |
1.4390 |
|
0.618 |
1.4390 |
|
0.500 |
1.4390 |
|
0.382 |
1.4390 |
|
LOW |
1.4390 |
|
0.618 |
1.4390 |
|
1.000 |
1.4390 |
|
1.618 |
1.4390 |
|
2.618 |
1.4390 |
|
4.250 |
1.4390 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4390 |
1.4326 |
| PP |
1.4374 |
1.4312 |
| S1 |
1.4357 |
1.4297 |
|