CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.4300 |
1.4210 |
-0.0090 |
-0.6% |
1.4310 |
High |
1.4300 |
1.4210 |
-0.0090 |
-0.6% |
1.4310 |
Low |
1.4150 |
1.4210 |
0.0060 |
0.4% |
1.4039 |
Close |
1.4170 |
1.4184 |
0.0014 |
0.1% |
1.4203 |
Range |
0.0150 |
0.0000 |
-0.0150 |
-100.0% |
0.0271 |
ATR |
0.0112 |
0.0107 |
-0.0005 |
-4.6% |
0.0000 |
Volume |
46 |
12 |
-34 |
-73.9% |
91 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4201 |
1.4193 |
1.4184 |
|
R3 |
1.4201 |
1.4193 |
1.4184 |
|
R2 |
1.4201 |
1.4201 |
1.4184 |
|
R1 |
1.4193 |
1.4193 |
1.4184 |
1.4197 |
PP |
1.4201 |
1.4201 |
1.4201 |
1.4204 |
S1 |
1.4193 |
1.4193 |
1.4184 |
1.4197 |
S2 |
1.4201 |
1.4201 |
1.4184 |
|
S3 |
1.4201 |
1.4193 |
1.4184 |
|
S4 |
1.4201 |
1.4193 |
1.4184 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4997 |
1.4871 |
1.4352 |
|
R3 |
1.4726 |
1.4600 |
1.4278 |
|
R2 |
1.4455 |
1.4455 |
1.4253 |
|
R1 |
1.4329 |
1.4329 |
1.4228 |
1.4257 |
PP |
1.4184 |
1.4184 |
1.4184 |
1.4148 |
S1 |
1.4058 |
1.4058 |
1.4178 |
1.3986 |
S2 |
1.3913 |
1.3913 |
1.4153 |
|
S3 |
1.3642 |
1.3787 |
1.4128 |
|
S4 |
1.3371 |
1.3516 |
1.4054 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4329 |
1.4079 |
0.0250 |
1.8% |
0.0121 |
0.9% |
42% |
False |
False |
23 |
10 |
1.4329 |
1.4039 |
0.0290 |
2.0% |
0.0105 |
0.7% |
50% |
False |
False |
18 |
20 |
1.4400 |
1.4026 |
0.0374 |
2.6% |
0.0067 |
0.5% |
42% |
False |
False |
10 |
40 |
1.4404 |
1.3830 |
0.0574 |
4.0% |
0.0050 |
0.4% |
62% |
False |
False |
6 |
60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0036 |
0.3% |
49% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4210 |
2.618 |
1.4210 |
1.618 |
1.4210 |
1.000 |
1.4210 |
0.618 |
1.4210 |
HIGH |
1.4210 |
0.618 |
1.4210 |
0.500 |
1.4210 |
0.382 |
1.4210 |
LOW |
1.4210 |
0.618 |
1.4210 |
1.000 |
1.4210 |
1.618 |
1.4210 |
2.618 |
1.4210 |
4.250 |
1.4210 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4210 |
1.4240 |
PP |
1.4201 |
1.4221 |
S1 |
1.4193 |
1.4203 |
|