CME Euro FX (E) Future March 2011
Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1.2703 |
1.2792 |
0.0089 |
0.7% |
1.2642 |
High |
1.2703 |
1.2792 |
0.0089 |
0.7% |
1.2760 |
Low |
1.2686 |
1.2792 |
0.0106 |
0.8% |
1.2642 |
Close |
1.2658 |
1.2792 |
0.0134 |
1.1% |
1.2726 |
Range |
0.0017 |
0.0000 |
-0.0017 |
-100.0% |
0.0118 |
ATR |
0.0062 |
0.0067 |
0.0005 |
8.3% |
0.0000 |
Volume |
14 |
16 |
2 |
14.3% |
43 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2792 |
1.2792 |
1.2792 |
|
R3 |
1.2792 |
1.2792 |
1.2792 |
|
R2 |
1.2792 |
1.2792 |
1.2792 |
|
R1 |
1.2792 |
1.2792 |
1.2792 |
1.2792 |
PP |
1.2792 |
1.2792 |
1.2792 |
1.2792 |
S1 |
1.2792 |
1.2792 |
1.2792 |
1.2792 |
S2 |
1.2792 |
1.2792 |
1.2792 |
|
S3 |
1.2792 |
1.2792 |
1.2792 |
|
S4 |
1.2792 |
1.2792 |
1.2792 |
|
|
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 |
1.2792 |
2.618 |
1.2792 |
1.618 |
1.2792 |
1.000 |
1.2792 |
0.618 |
1.2792 |
HIGH |
1.2792 |
0.618 |
1.2792 |
0.500 |
1.2792 |
0.382 |
1.2792 |
LOW |
1.2792 |
0.618 |
1.2792 |
1.000 |
1.2792 |
1.618 |
1.2792 |
2.618 |
1.2792 |
4.250 |
1.2792 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1.2792 |
1.2770 |
PP |
1.2792 |
1.2748 |
S1 |
1.2792 |
1.2726 |
|