CME Euro FX (E) Future March 2011
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1.3265 |
1.3200 |
-0.0065 |
-0.5% |
1.3141 |
High |
1.3265 |
1.3200 |
-0.0065 |
-0.5% |
1.3285 |
Low |
1.3225 |
1.3200 |
-0.0025 |
-0.2% |
1.3141 |
Close |
1.3209 |
1.3181 |
-0.0028 |
-0.2% |
1.3258 |
Range |
0.0040 |
0.0000 |
-0.0040 |
-100.0% |
0.0144 |
ATR |
0.0058 |
0.0054 |
-0.0003 |
-6.0% |
0.0000 |
Volume |
2 |
3 |
1 |
50.0% |
14 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3194 |
1.3187 |
1.3181 |
|
R3 |
1.3194 |
1.3187 |
1.3181 |
|
R2 |
1.3194 |
1.3194 |
1.3181 |
|
R1 |
1.3187 |
1.3187 |
1.3181 |
1.3191 |
PP |
1.3194 |
1.3194 |
1.3194 |
1.3195 |
S1 |
1.3187 |
1.3187 |
1.3181 |
1.3191 |
S2 |
1.3194 |
1.3194 |
1.3181 |
|
S3 |
1.3194 |
1.3187 |
1.3181 |
|
S4 |
1.3194 |
1.3187 |
1.3181 |
|
|
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 |
1.3200 |
2.618 |
1.3200 |
1.618 |
1.3200 |
1.000 |
1.3200 |
0.618 |
1.3200 |
HIGH |
1.3200 |
0.618 |
1.3200 |
0.500 |
1.3200 |
0.382 |
1.3200 |
LOW |
1.3200 |
0.618 |
1.3200 |
1.000 |
1.3200 |
1.618 |
1.3200 |
2.618 |
1.3200 |
4.250 |
1.3200 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3200 |
1.3243 |
PP |
1.3194 |
1.3222 |
S1 |
1.3187 |
1.3202 |
|