CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.4210 |
1.4211 |
0.0001 |
0.0% |
1.4300 |
High |
1.4210 |
1.4211 |
0.0001 |
0.0% |
1.4329 |
Low |
1.4210 |
1.4211 |
0.0001 |
0.0% |
1.4099 |
Close |
1.4184 |
1.4211 |
0.0027 |
0.2% |
1.4211 |
Range |
|
|
|
|
|
ATR |
0.0107 |
0.0102 |
-0.0006 |
-5.3% |
0.0000 |
Volume |
12 |
1 |
-11 |
-91.7% |
90 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4211 |
1.4211 |
1.4211 |
|
R3 |
1.4211 |
1.4211 |
1.4211 |
|
R2 |
1.4211 |
1.4211 |
1.4211 |
|
R1 |
1.4211 |
1.4211 |
1.4211 |
1.4211 |
PP |
1.4211 |
1.4211 |
1.4211 |
1.4211 |
S1 |
1.4211 |
1.4211 |
1.4211 |
1.4211 |
S2 |
1.4211 |
1.4211 |
1.4211 |
|
S3 |
1.4211 |
1.4211 |
1.4211 |
|
S4 |
1.4211 |
1.4211 |
1.4211 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4903 |
1.4787 |
1.4338 |
|
R3 |
1.4673 |
1.4557 |
1.4274 |
|
R2 |
1.4443 |
1.4443 |
1.4253 |
|
R1 |
1.4327 |
1.4327 |
1.4232 |
1.4270 |
PP |
1.4213 |
1.4213 |
1.4213 |
1.4185 |
S1 |
1.4097 |
1.4097 |
1.4190 |
1.4040 |
S2 |
1.3983 |
1.3983 |
1.4169 |
|
S3 |
1.3753 |
1.3867 |
1.4148 |
|
S4 |
1.3523 |
1.3637 |
1.4085 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4329 |
1.4099 |
0.0230 |
1.6% |
0.0100 |
0.7% |
49% |
False |
False |
18 |
10 |
1.4329 |
1.4039 |
0.0290 |
2.0% |
0.0101 |
0.7% |
59% |
False |
False |
18 |
20 |
1.4400 |
1.4026 |
0.0374 |
2.6% |
0.0065 |
0.5% |
49% |
False |
False |
10 |
40 |
1.4404 |
1.3830 |
0.0574 |
4.0% |
0.0050 |
0.4% |
66% |
False |
False |
6 |
60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0036 |
0.3% |
52% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4211 |
2.618 |
1.4211 |
1.618 |
1.4211 |
1.000 |
1.4211 |
0.618 |
1.4211 |
HIGH |
1.4211 |
0.618 |
1.4211 |
0.500 |
1.4211 |
0.382 |
1.4211 |
LOW |
1.4211 |
0.618 |
1.4211 |
1.000 |
1.4211 |
1.618 |
1.4211 |
2.618 |
1.4211 |
4.250 |
1.4211 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4211 |
1.4225 |
PP |
1.4211 |
1.4220 |
S1 |
1.4211 |
1.4216 |
|