CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3174 |
1.3165 |
-0.0009 |
-0.1% |
1.2980 |
| High |
1.3180 |
1.3185 |
0.0005 |
0.0% |
1.3078 |
| Low |
1.3174 |
1.3165 |
-0.0009 |
-0.1% |
1.2980 |
| Close |
1.3218 |
1.3159 |
-0.0059 |
-0.4% |
1.3043 |
| Range |
0.0006 |
0.0020 |
0.0014 |
233.3% |
0.0098 |
| ATR |
0.0000 |
0.0058 |
0.0058 |
|
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3230 |
1.3214 |
1.3170 |
|
| R3 |
1.3210 |
1.3194 |
1.3165 |
|
| R2 |
1.3190 |
1.3190 |
1.3163 |
|
| R1 |
1.3174 |
1.3174 |
1.3161 |
1.3172 |
| PP |
1.3170 |
1.3170 |
1.3170 |
1.3169 |
| S1 |
1.3154 |
1.3154 |
1.3157 |
1.3152 |
| S2 |
1.3150 |
1.3150 |
1.3155 |
|
| S3 |
1.3130 |
1.3134 |
1.3154 |
|
| S4 |
1.3110 |
1.3114 |
1.3148 |
|
|
| 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 |
1.3270 |
|
2.618 |
1.3237 |
|
1.618 |
1.3217 |
|
1.000 |
1.3205 |
|
0.618 |
1.3197 |
|
HIGH |
1.3185 |
|
0.618 |
1.3177 |
|
0.500 |
1.3175 |
|
0.382 |
1.3173 |
|
LOW |
1.3165 |
|
0.618 |
1.3153 |
|
1.000 |
1.3145 |
|
1.618 |
1.3133 |
|
2.618 |
1.3113 |
|
4.250 |
1.3080 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3175 |
1.3163 |
| PP |
1.3170 |
1.3162 |
| S1 |
1.3164 |
1.3160 |
|