CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2650 |
1.2750 |
0.0100 |
0.8% |
1.2837 |
| High |
1.2650 |
1.2750 |
0.0100 |
0.8% |
1.2862 |
| Low |
1.2650 |
1.2693 |
0.0043 |
0.3% |
1.2685 |
| Close |
1.2650 |
1.2697 |
0.0047 |
0.4% |
1.2701 |
| Range |
0.0000 |
0.0057 |
0.0057 |
|
0.0177 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
4.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
90 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2884 |
1.2848 |
1.2728 |
|
| R3 |
1.2827 |
1.2791 |
1.2713 |
|
| R2 |
1.2770 |
1.2770 |
1.2707 |
|
| R1 |
1.2734 |
1.2734 |
1.2702 |
1.2724 |
| PP |
1.2713 |
1.2713 |
1.2713 |
1.2708 |
| S1 |
1.2677 |
1.2677 |
1.2692 |
1.2667 |
| S2 |
1.2656 |
1.2656 |
1.2687 |
|
| S3 |
1.2599 |
1.2620 |
1.2681 |
|
| S4 |
1.2542 |
1.2563 |
1.2666 |
|
|
| 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 |
1.2992 |
|
2.618 |
1.2899 |
|
1.618 |
1.2842 |
|
1.000 |
1.2807 |
|
0.618 |
1.2785 |
|
HIGH |
1.2750 |
|
0.618 |
1.2728 |
|
0.500 |
1.2722 |
|
0.382 |
1.2715 |
|
LOW |
1.2693 |
|
0.618 |
1.2658 |
|
1.000 |
1.2636 |
|
1.618 |
1.2601 |
|
2.618 |
1.2544 |
|
4.250 |
1.2451 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2722 |
1.2700 |
| PP |
1.2713 |
1.2699 |
| S1 |
1.2705 |
1.2698 |
|