CME Euro FX (E) Future March 2011
Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1.2696 |
1.2642 |
-0.0054 |
-0.4% |
1.2837 |
High |
1.2696 |
1.2642 |
-0.0054 |
-0.4% |
1.2862 |
Low |
1.2685 |
1.2642 |
-0.0043 |
-0.3% |
1.2685 |
Close |
1.2701 |
1.2671 |
-0.0030 |
-0.2% |
1.2701 |
Range |
0.0011 |
0.0000 |
-0.0011 |
-100.0% |
0.0177 |
ATR |
0.0067 |
0.0067 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
28 |
36 |
8 |
28.6% |
90 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2652 |
1.2661 |
1.2671 |
|
R3 |
1.2652 |
1.2661 |
1.2671 |
|
R2 |
1.2652 |
1.2652 |
1.2671 |
|
R1 |
1.2661 |
1.2661 |
1.2671 |
1.2657 |
PP |
1.2652 |
1.2652 |
1.2652 |
1.2649 |
S1 |
1.2661 |
1.2661 |
1.2671 |
1.2657 |
S2 |
1.2652 |
1.2652 |
1.2671 |
|
S3 |
1.2652 |
1.2661 |
1.2671 |
|
S4 |
1.2652 |
1.2661 |
1.2671 |
|
|
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 |
1.2642 |
2.618 |
1.2642 |
1.618 |
1.2642 |
1.000 |
1.2642 |
0.618 |
1.2642 |
HIGH |
1.2642 |
0.618 |
1.2642 |
0.500 |
1.2642 |
0.382 |
1.2642 |
LOW |
1.2642 |
0.618 |
1.2642 |
1.000 |
1.2642 |
1.618 |
1.2642 |
2.618 |
1.2642 |
4.250 |
1.2642 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1.2661 |
1.2727 |
PP |
1.2652 |
1.2708 |
S1 |
1.2642 |
1.2690 |
|