CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3200 |
1.2983 |
-0.0217 |
-1.6% |
1.3141 |
| High |
1.3200 |
1.2983 |
-0.0217 |
-1.6% |
1.3285 |
| Low |
1.3200 |
1.2875 |
-0.0325 |
-2.5% |
1.3141 |
| Close |
1.3181 |
1.2864 |
-0.0317 |
-2.4% |
1.3258 |
| Range |
0.0000 |
0.0108 |
0.0108 |
|
0.0144 |
| ATR |
0.0054 |
0.0072 |
0.0018 |
33.1% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
14 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3156 |
1.2923 |
|
| R3 |
1.3123 |
1.3048 |
1.2894 |
|
| R2 |
1.3015 |
1.3015 |
1.2884 |
|
| R1 |
1.2940 |
1.2940 |
1.2874 |
1.2924 |
| PP |
1.2907 |
1.2907 |
1.2907 |
1.2899 |
| S1 |
1.2832 |
1.2832 |
1.2854 |
1.2816 |
| S2 |
1.2799 |
1.2799 |
1.2844 |
|
| S3 |
1.2691 |
1.2724 |
1.2834 |
|
| S4 |
1.2583 |
1.2616 |
1.2805 |
|
|
| 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 |
1.3442 |
|
2.618 |
1.3266 |
|
1.618 |
1.3158 |
|
1.000 |
1.3091 |
|
0.618 |
1.3050 |
|
HIGH |
1.2983 |
|
0.618 |
1.2942 |
|
0.500 |
1.2929 |
|
0.382 |
1.2916 |
|
LOW |
1.2875 |
|
0.618 |
1.2808 |
|
1.000 |
1.2767 |
|
1.618 |
1.2700 |
|
2.618 |
1.2592 |
|
4.250 |
1.2416 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2929 |
1.3070 |
| PP |
1.2907 |
1.3001 |
| S1 |
1.2886 |
1.2933 |
|