CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3285 |
1.3265 |
-0.0020 |
-0.2% |
1.3141 |
| High |
1.3285 |
1.3265 |
-0.0020 |
-0.2% |
1.3285 |
| Low |
1.3285 |
1.3225 |
-0.0060 |
-0.5% |
1.3141 |
| Close |
1.3258 |
1.3209 |
-0.0049 |
-0.4% |
1.3258 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0144 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3353 |
1.3321 |
1.3231 |
|
| R3 |
1.3313 |
1.3281 |
1.3220 |
|
| R2 |
1.3273 |
1.3273 |
1.3216 |
|
| R1 |
1.3241 |
1.3241 |
1.3213 |
1.3237 |
| PP |
1.3233 |
1.3233 |
1.3233 |
1.3231 |
| S1 |
1.3201 |
1.3201 |
1.3205 |
1.3197 |
| S2 |
1.3193 |
1.3193 |
1.3202 |
|
| S3 |
1.3153 |
1.3161 |
1.3198 |
|
| S4 |
1.3113 |
1.3121 |
1.3187 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3660 |
1.3603 |
1.3337 |
|
| R3 |
1.3516 |
1.3459 |
1.3298 |
|
| R2 |
1.3372 |
1.3372 |
1.3284 |
|
| R1 |
1.3315 |
1.3315 |
1.3271 |
1.3344 |
| PP |
1.3228 |
1.3228 |
1.3228 |
1.3242 |
| S1 |
1.3171 |
1.3171 |
1.3245 |
1.3200 |
| S2 |
1.3084 |
1.3084 |
1.3232 |
|
| S3 |
1.2940 |
1.3027 |
1.3218 |
|
| S4 |
1.2796 |
1.2883 |
1.3179 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3435 |
|
2.618 |
1.3370 |
|
1.618 |
1.3330 |
|
1.000 |
1.3305 |
|
0.618 |
1.3290 |
|
HIGH |
1.3265 |
|
0.618 |
1.3250 |
|
0.500 |
1.3245 |
|
0.382 |
1.3240 |
|
LOW |
1.3225 |
|
0.618 |
1.3200 |
|
1.000 |
1.3185 |
|
1.618 |
1.3160 |
|
2.618 |
1.3120 |
|
4.250 |
1.3055 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3245 |
1.3223 |
| PP |
1.3233 |
1.3218 |
| S1 |
1.3221 |
1.3214 |
|