CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4395 |
1.4334 |
-0.0061 |
-0.4% |
1.4396 |
| High |
1.4395 |
1.4334 |
-0.0061 |
-0.4% |
1.4440 |
| Low |
1.4251 |
1.4334 |
0.0083 |
0.6% |
1.4251 |
| Close |
1.4285 |
1.4349 |
0.0064 |
0.4% |
1.4349 |
| Range |
0.0144 |
0.0000 |
-0.0144 |
-100.0% |
0.0189 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
6 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4339 |
1.4344 |
1.4349 |
|
| R3 |
1.4339 |
1.4344 |
1.4349 |
|
| R2 |
1.4339 |
1.4339 |
1.4349 |
|
| R1 |
1.4344 |
1.4344 |
1.4349 |
1.4342 |
| PP |
1.4339 |
1.4339 |
1.4339 |
1.4338 |
| S1 |
1.4344 |
1.4344 |
1.4349 |
1.4342 |
| S2 |
1.4339 |
1.4339 |
1.4349 |
|
| S3 |
1.4339 |
1.4344 |
1.4349 |
|
| S4 |
1.4339 |
1.4344 |
1.4349 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4914 |
1.4820 |
1.4453 |
|
| R3 |
1.4725 |
1.4631 |
1.4401 |
|
| R2 |
1.4536 |
1.4536 |
1.4384 |
|
| R1 |
1.4442 |
1.4442 |
1.4366 |
1.4395 |
| PP |
1.4347 |
1.4347 |
1.4347 |
1.4323 |
| S1 |
1.4253 |
1.4253 |
1.4332 |
1.4206 |
| S2 |
1.4158 |
1.4158 |
1.4314 |
|
| S3 |
1.3969 |
1.4064 |
1.4297 |
|
| S4 |
1.3780 |
1.3875 |
1.4245 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4334 |
|
2.618 |
1.4334 |
|
1.618 |
1.4334 |
|
1.000 |
1.4334 |
|
0.618 |
1.4334 |
|
HIGH |
1.4334 |
|
0.618 |
1.4334 |
|
0.500 |
1.4334 |
|
0.382 |
1.4334 |
|
LOW |
1.4334 |
|
0.618 |
1.4334 |
|
1.000 |
1.4334 |
|
1.618 |
1.4334 |
|
2.618 |
1.4334 |
|
4.250 |
1.4334 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4344 |
1.4348 |
| PP |
1.4339 |
1.4347 |
| S1 |
1.4334 |
1.4346 |
|