CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3141 |
1.3174 |
0.0033 |
0.3% |
1.2980 |
| High |
1.3141 |
1.3180 |
0.0039 |
0.3% |
1.3078 |
| Low |
1.3141 |
1.3174 |
0.0033 |
0.3% |
1.2980 |
| Close |
1.3155 |
1.3218 |
0.0063 |
0.5% |
1.3043 |
| Range |
0.0000 |
0.0006 |
0.0006 |
|
0.0098 |
| ATR |
|
|
|
|
|
| Volume |
6 |
2 |
-4 |
-66.7% |
8 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3209 |
1.3219 |
1.3221 |
|
| R3 |
1.3203 |
1.3213 |
1.3220 |
|
| R2 |
1.3197 |
1.3197 |
1.3219 |
|
| R1 |
1.3207 |
1.3207 |
1.3219 |
1.3202 |
| PP |
1.3191 |
1.3191 |
1.3191 |
1.3188 |
| S1 |
1.3201 |
1.3201 |
1.3217 |
1.3196 |
| S2 |
1.3185 |
1.3185 |
1.3217 |
|
| S3 |
1.3179 |
1.3195 |
1.3216 |
|
| S4 |
1.3173 |
1.3189 |
1.3215 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3328 |
1.3283 |
1.3097 |
|
| R3 |
1.3230 |
1.3185 |
1.3070 |
|
| R2 |
1.3132 |
1.3132 |
1.3061 |
|
| R1 |
1.3087 |
1.3087 |
1.3052 |
1.3110 |
| PP |
1.3034 |
1.3034 |
1.3034 |
1.3045 |
| S1 |
1.2989 |
1.2989 |
1.3034 |
1.3012 |
| S2 |
1.2936 |
1.2936 |
1.3025 |
|
| S3 |
1.2838 |
1.2891 |
1.3016 |
|
| S4 |
1.2740 |
1.2793 |
1.2989 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3206 |
|
2.618 |
1.3196 |
|
1.618 |
1.3190 |
|
1.000 |
1.3186 |
|
0.618 |
1.3184 |
|
HIGH |
1.3180 |
|
0.618 |
1.3178 |
|
0.500 |
1.3177 |
|
0.382 |
1.3176 |
|
LOW |
1.3174 |
|
0.618 |
1.3170 |
|
1.000 |
1.3168 |
|
1.618 |
1.3164 |
|
2.618 |
1.3158 |
|
4.250 |
1.3149 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3204 |
1.3178 |
| PP |
1.3191 |
1.3139 |
| S1 |
1.3177 |
1.3099 |
|