CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4291 |
1.4400 |
0.0109 |
0.8% |
1.4026 |
| High |
1.4291 |
1.4400 |
0.0109 |
0.8% |
1.4268 |
| Low |
1.4291 |
1.4395 |
0.0104 |
0.7% |
1.4026 |
| Close |
1.4291 |
1.4425 |
0.0134 |
0.9% |
1.4268 |
| Range |
0.0000 |
0.0005 |
0.0005 |
|
0.0242 |
| ATR |
0.0074 |
0.0076 |
0.0003 |
3.4% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4422 |
1.4428 |
1.4428 |
|
| R3 |
1.4417 |
1.4423 |
1.4426 |
|
| R2 |
1.4412 |
1.4412 |
1.4426 |
|
| R1 |
1.4418 |
1.4418 |
1.4425 |
1.4415 |
| PP |
1.4407 |
1.4407 |
1.4407 |
1.4405 |
| S1 |
1.4413 |
1.4413 |
1.4425 |
1.4410 |
| S2 |
1.4402 |
1.4402 |
1.4424 |
|
| S3 |
1.4397 |
1.4408 |
1.4424 |
|
| S4 |
1.4392 |
1.4403 |
1.4422 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4913 |
1.4833 |
1.4401 |
|
| R3 |
1.4671 |
1.4591 |
1.4335 |
|
| R2 |
1.4429 |
1.4429 |
1.4312 |
|
| R1 |
1.4349 |
1.4349 |
1.4290 |
1.4389 |
| PP |
1.4187 |
1.4187 |
1.4187 |
1.4208 |
| S1 |
1.4107 |
1.4107 |
1.4246 |
1.4147 |
| S2 |
1.3945 |
1.3945 |
1.4224 |
|
| S3 |
1.3703 |
1.3865 |
1.4201 |
|
| S4 |
1.3461 |
1.3623 |
1.4135 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4421 |
|
2.618 |
1.4413 |
|
1.618 |
1.4408 |
|
1.000 |
1.4405 |
|
0.618 |
1.4403 |
|
HIGH |
1.4400 |
|
0.618 |
1.4398 |
|
0.500 |
1.4398 |
|
0.382 |
1.4397 |
|
LOW |
1.4395 |
|
0.618 |
1.4392 |
|
1.000 |
1.4390 |
|
1.618 |
1.4387 |
|
2.618 |
1.4382 |
|
4.250 |
1.4374 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4416 |
1.4395 |
| PP |
1.4407 |
1.4364 |
| S1 |
1.4398 |
1.4334 |
|