CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2811 |
1.2696 |
-0.0115 |
-0.9% |
1.2837 |
| High |
1.2811 |
1.2696 |
-0.0115 |
-0.9% |
1.2862 |
| Low |
1.2811 |
1.2685 |
-0.0126 |
-1.0% |
1.2685 |
| Close |
1.2811 |
1.2701 |
-0.0110 |
-0.9% |
1.2701 |
| Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0177 |
| ATR |
0.0063 |
0.0067 |
0.0005 |
7.2% |
0.0000 |
| Volume |
28 |
28 |
0 |
0.0% |
90 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2727 |
1.2725 |
1.2707 |
|
| R3 |
1.2716 |
1.2714 |
1.2704 |
|
| R2 |
1.2705 |
1.2705 |
1.2703 |
|
| R1 |
1.2703 |
1.2703 |
1.2702 |
1.2704 |
| PP |
1.2694 |
1.2694 |
1.2694 |
1.2695 |
| S1 |
1.2692 |
1.2692 |
1.2700 |
1.2693 |
| S2 |
1.2683 |
1.2683 |
1.2699 |
|
| S3 |
1.2672 |
1.2681 |
1.2698 |
|
| S4 |
1.2661 |
1.2670 |
1.2695 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3280 |
1.3168 |
1.2798 |
|
| R3 |
1.3103 |
1.2991 |
1.2750 |
|
| R2 |
1.2926 |
1.2926 |
1.2733 |
|
| R1 |
1.2814 |
1.2814 |
1.2717 |
1.2782 |
| PP |
1.2749 |
1.2749 |
1.2749 |
1.2733 |
| S1 |
1.2637 |
1.2637 |
1.2685 |
1.2605 |
| S2 |
1.2572 |
1.2572 |
1.2669 |
|
| S3 |
1.2395 |
1.2460 |
1.2652 |
|
| S4 |
1.2218 |
1.2283 |
1.2604 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2743 |
|
2.618 |
1.2725 |
|
1.618 |
1.2714 |
|
1.000 |
1.2707 |
|
0.618 |
1.2703 |
|
HIGH |
1.2696 |
|
0.618 |
1.2692 |
|
0.500 |
1.2691 |
|
0.382 |
1.2689 |
|
LOW |
1.2685 |
|
0.618 |
1.2678 |
|
1.000 |
1.2674 |
|
1.618 |
1.2667 |
|
2.618 |
1.2656 |
|
4.250 |
1.2638 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2698 |
1.2769 |
| PP |
1.2694 |
1.2746 |
| S1 |
1.2691 |
1.2724 |
|