CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.4380 |
1.4225 |
-0.0155 |
-1.1% |
1.4026 |
High |
1.4380 |
1.4225 |
-0.0155 |
-1.1% |
1.4268 |
Low |
1.4270 |
1.4225 |
-0.0045 |
-0.3% |
1.4026 |
Close |
1.4284 |
1.4225 |
-0.0059 |
-0.4% |
1.4268 |
Range |
0.0110 |
0.0000 |
-0.0110 |
-100.0% |
0.0242 |
ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
2 |
4 |
2 |
100.0% |
11 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4225 |
1.4225 |
1.4225 |
|
R3 |
1.4225 |
1.4225 |
1.4225 |
|
R2 |
1.4225 |
1.4225 |
1.4225 |
|
R1 |
1.4225 |
1.4225 |
1.4225 |
1.4225 |
PP |
1.4225 |
1.4225 |
1.4225 |
1.4225 |
S1 |
1.4225 |
1.4225 |
1.4225 |
1.4225 |
S2 |
1.4225 |
1.4225 |
1.4225 |
|
S3 |
1.4225 |
1.4225 |
1.4225 |
|
S4 |
1.4225 |
1.4225 |
1.4225 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4400 |
1.4225 |
0.0175 |
1.2% |
0.0023 |
0.2% |
0% |
False |
True |
3 |
10 |
1.4400 |
1.4026 |
0.0374 |
2.6% |
0.0030 |
0.2% |
53% |
False |
False |
2 |
20 |
1.4404 |
1.3830 |
0.0574 |
4.0% |
0.0032 |
0.2% |
69% |
False |
False |
3 |
40 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0027 |
0.2% |
54% |
False |
False |
2 |
60 |
1.4796 |
1.3830 |
0.0966 |
6.8% |
0.0019 |
0.1% |
41% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4225 |
2.618 |
1.4225 |
1.618 |
1.4225 |
1.000 |
1.4225 |
0.618 |
1.4225 |
HIGH |
1.4225 |
0.618 |
1.4225 |
0.500 |
1.4225 |
0.382 |
1.4225 |
LOW |
1.4225 |
0.618 |
1.4225 |
1.000 |
1.4225 |
1.618 |
1.4225 |
2.618 |
1.4225 |
4.250 |
1.4225 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4225 |
1.4313 |
PP |
1.4225 |
1.4283 |
S1 |
1.4225 |
1.4254 |
|