CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4440 |
1.4395 |
-0.0045 |
-0.3% |
1.4140 |
| High |
1.4440 |
1.4395 |
-0.0045 |
-0.3% |
1.4198 |
| Low |
1.4440 |
1.4251 |
-0.0189 |
-1.3% |
1.4140 |
| Close |
1.4400 |
1.4285 |
-0.0115 |
-0.8% |
1.4198 |
| Range |
0.0000 |
0.0144 |
0.0144 |
|
0.0058 |
| ATR |
0.0068 |
0.0074 |
0.0006 |
8.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4742 |
1.4658 |
1.4364 |
|
| R3 |
1.4598 |
1.4514 |
1.4325 |
|
| R2 |
1.4454 |
1.4454 |
1.4311 |
|
| R1 |
1.4370 |
1.4370 |
1.4298 |
1.4340 |
| PP |
1.4310 |
1.4310 |
1.4310 |
1.4296 |
| S1 |
1.4226 |
1.4226 |
1.4272 |
1.4196 |
| S2 |
1.4166 |
1.4166 |
1.4259 |
|
| S3 |
1.4022 |
1.4082 |
1.4245 |
|
| S4 |
1.3878 |
1.3938 |
1.4206 |
|
|
| 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 |
1.5007 |
|
2.618 |
1.4772 |
|
1.618 |
1.4628 |
|
1.000 |
1.4539 |
|
0.618 |
1.4484 |
|
HIGH |
1.4395 |
|
0.618 |
1.4340 |
|
0.500 |
1.4323 |
|
0.382 |
1.4306 |
|
LOW |
1.4251 |
|
0.618 |
1.4162 |
|
1.000 |
1.4107 |
|
1.618 |
1.4018 |
|
2.618 |
1.3874 |
|
4.250 |
1.3639 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4323 |
1.4346 |
| PP |
1.4310 |
1.4325 |
| S1 |
1.4298 |
1.4305 |
|