CME Euro FX (E) Future March 2011
Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1.2983 |
1.2813 |
-0.0170 |
-1.3% |
1.3141 |
High |
1.2983 |
1.2813 |
-0.0170 |
-1.3% |
1.3285 |
Low |
1.2875 |
1.2813 |
-0.0062 |
-0.5% |
1.3141 |
Close |
1.2864 |
1.2813 |
-0.0051 |
-0.4% |
1.3258 |
Range |
0.0108 |
0.0000 |
-0.0108 |
-100.0% |
0.0144 |
ATR |
0.0072 |
0.0071 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
2 |
20 |
18 |
900.0% |
14 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2813 |
1.2813 |
1.2813 |
|
R3 |
1.2813 |
1.2813 |
1.2813 |
|
R2 |
1.2813 |
1.2813 |
1.2813 |
|
R1 |
1.2813 |
1.2813 |
1.2813 |
1.2813 |
PP |
1.2813 |
1.2813 |
1.2813 |
1.2813 |
S1 |
1.2813 |
1.2813 |
1.2813 |
1.2813 |
S2 |
1.2813 |
1.2813 |
1.2813 |
|
S3 |
1.2813 |
1.2813 |
1.2813 |
|
S4 |
1.2813 |
1.2813 |
1.2813 |
|
|
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 |
1.2813 |
2.618 |
1.2813 |
1.618 |
1.2813 |
1.000 |
1.2813 |
0.618 |
1.2813 |
HIGH |
1.2813 |
0.618 |
1.2813 |
0.500 |
1.2813 |
0.382 |
1.2813 |
LOW |
1.2813 |
0.618 |
1.2813 |
1.000 |
1.2813 |
1.618 |
1.2813 |
2.618 |
1.2813 |
4.250 |
1.2813 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1.2813 |
1.3007 |
PP |
1.2813 |
1.2942 |
S1 |
1.2813 |
1.2878 |
|