CME Euro FX (E) Future June 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 |
1.4349 |
1.4331 |
-0.0018 |
-0.1% |
1.4336 |
| High |
1.4400 |
1.4331 |
-0.0069 |
-0.5% |
1.4445 |
| Low |
1.4349 |
1.4331 |
-0.0018 |
-0.1% |
1.4325 |
| Close |
1.4405 |
1.4331 |
-0.0074 |
-0.5% |
1.4438 |
| Range |
0.0051 |
0.0000 |
-0.0051 |
-100.0% |
0.0120 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
33 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4331 |
1.4331 |
1.4331 |
|
| R3 |
1.4331 |
1.4331 |
1.4331 |
|
| R2 |
1.4331 |
1.4331 |
1.4331 |
|
| R1 |
1.4331 |
1.4331 |
1.4331 |
1.4331 |
| PP |
1.4331 |
1.4331 |
1.4331 |
1.4331 |
| S1 |
1.4331 |
1.4331 |
1.4331 |
1.4331 |
| S2 |
1.4331 |
1.4331 |
1.4331 |
|
| S3 |
1.4331 |
1.4331 |
1.4331 |
|
| S4 |
1.4331 |
1.4331 |
1.4331 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4763 |
1.4720 |
1.4504 |
|
| R3 |
1.4643 |
1.4600 |
1.4471 |
|
| R2 |
1.4523 |
1.4523 |
1.4460 |
|
| R1 |
1.4480 |
1.4480 |
1.4449 |
1.4502 |
| PP |
1.4403 |
1.4403 |
1.4403 |
1.4413 |
| S1 |
1.4360 |
1.4360 |
1.4427 |
1.4382 |
| S2 |
1.4283 |
1.4283 |
1.4416 |
|
| S3 |
1.4163 |
1.4240 |
1.4405 |
|
| S4 |
1.4043 |
1.4120 |
1.4372 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4331 |
|
2.618 |
1.4331 |
|
1.618 |
1.4331 |
|
1.000 |
1.4331 |
|
0.618 |
1.4331 |
|
HIGH |
1.4331 |
|
0.618 |
1.4331 |
|
0.500 |
1.4331 |
|
0.382 |
1.4331 |
|
LOW |
1.4331 |
|
0.618 |
1.4331 |
|
1.000 |
1.4331 |
|
1.618 |
1.4331 |
|
2.618 |
1.4331 |
|
4.250 |
1.4331 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4331 |
1.4395 |
| PP |
1.4331 |
1.4373 |
| S1 |
1.4331 |
1.4352 |
|