CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2750 |
1.2695 |
-0.0055 |
-0.4% |
1.2642 |
| High |
1.2750 |
1.2760 |
0.0010 |
0.1% |
1.2760 |
| Low |
1.2693 |
1.2695 |
0.0002 |
0.0% |
1.2642 |
| Close |
1.2697 |
1.2726 |
0.0029 |
0.2% |
1.2726 |
| Range |
0.0057 |
0.0065 |
0.0008 |
14.0% |
0.0118 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
43 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2922 |
1.2889 |
1.2762 |
|
| R3 |
1.2857 |
1.2824 |
1.2744 |
|
| R2 |
1.2792 |
1.2792 |
1.2738 |
|
| R1 |
1.2759 |
1.2759 |
1.2732 |
1.2776 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2735 |
| S1 |
1.2694 |
1.2694 |
1.2720 |
1.2711 |
| S2 |
1.2662 |
1.2662 |
1.2714 |
|
| S3 |
1.2597 |
1.2629 |
1.2708 |
|
| S4 |
1.2532 |
1.2564 |
1.2690 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3063 |
1.3013 |
1.2791 |
|
| R3 |
1.2945 |
1.2895 |
1.2758 |
|
| R2 |
1.2827 |
1.2827 |
1.2748 |
|
| R1 |
1.2777 |
1.2777 |
1.2737 |
1.2802 |
| PP |
1.2709 |
1.2709 |
1.2709 |
1.2722 |
| S1 |
1.2659 |
1.2659 |
1.2715 |
1.2684 |
| S2 |
1.2591 |
1.2591 |
1.2704 |
|
| S3 |
1.2473 |
1.2541 |
1.2694 |
|
| S4 |
1.2355 |
1.2423 |
1.2661 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3036 |
|
2.618 |
1.2930 |
|
1.618 |
1.2865 |
|
1.000 |
1.2825 |
|
0.618 |
1.2800 |
|
HIGH |
1.2760 |
|
0.618 |
1.2735 |
|
0.500 |
1.2728 |
|
0.382 |
1.2720 |
|
LOW |
1.2695 |
|
0.618 |
1.2655 |
|
1.000 |
1.2630 |
|
1.618 |
1.2590 |
|
2.618 |
1.2525 |
|
4.250 |
1.2419 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2728 |
1.2719 |
| PP |
1.2727 |
1.2712 |
| S1 |
1.2727 |
1.2705 |
|