CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4400 |
1.4380 |
-0.0020 |
-0.1% |
1.4026 |
| High |
1.4400 |
1.4380 |
-0.0020 |
-0.1% |
1.4268 |
| Low |
1.4395 |
1.4270 |
-0.0125 |
-0.9% |
1.4026 |
| Close |
1.4425 |
1.4284 |
-0.0141 |
-1.0% |
1.4268 |
| Range |
0.0005 |
0.0110 |
0.0105 |
2,100.0% |
0.0242 |
| ATR |
0.0076 |
0.0082 |
0.0006 |
7.4% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
11 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4641 |
1.4573 |
1.4345 |
|
| R3 |
1.4531 |
1.4463 |
1.4314 |
|
| R2 |
1.4421 |
1.4421 |
1.4304 |
|
| R1 |
1.4353 |
1.4353 |
1.4294 |
1.4332 |
| PP |
1.4311 |
1.4311 |
1.4311 |
1.4301 |
| S1 |
1.4243 |
1.4243 |
1.4274 |
1.4222 |
| S2 |
1.4201 |
1.4201 |
1.4264 |
|
| S3 |
1.4091 |
1.4133 |
1.4254 |
|
| S4 |
1.3981 |
1.4023 |
1.4224 |
|
|
| 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 |
1.4848 |
|
2.618 |
1.4668 |
|
1.618 |
1.4558 |
|
1.000 |
1.4490 |
|
0.618 |
1.4448 |
|
HIGH |
1.4380 |
|
0.618 |
1.4338 |
|
0.500 |
1.4325 |
|
0.382 |
1.4312 |
|
LOW |
1.4270 |
|
0.618 |
1.4202 |
|
1.000 |
1.4160 |
|
1.618 |
1.4092 |
|
2.618 |
1.3982 |
|
4.250 |
1.3803 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4325 |
1.4335 |
| PP |
1.4311 |
1.4318 |
| S1 |
1.4298 |
1.4301 |
|