CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.4384 |
1.4344 |
-0.0040 |
-0.3% |
1.4302 |
High |
1.4384 |
1.4344 |
-0.0040 |
-0.3% |
1.4456 |
Low |
1.4368 |
1.4344 |
-0.0024 |
-0.2% |
1.4284 |
Close |
1.4358 |
1.4344 |
-0.0014 |
-0.1% |
1.4358 |
Range |
0.0016 |
0.0000 |
-0.0016 |
-100.0% |
0.0172 |
ATR |
0.0109 |
0.0102 |
-0.0007 |
-6.2% |
0.0000 |
Volume |
5 |
11 |
6 |
120.0% |
40 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4344 |
1.4344 |
1.4344 |
|
R3 |
1.4344 |
1.4344 |
1.4344 |
|
R2 |
1.4344 |
1.4344 |
1.4344 |
|
R1 |
1.4344 |
1.4344 |
1.4344 |
1.4344 |
PP |
1.4344 |
1.4344 |
1.4344 |
1.4344 |
S1 |
1.4344 |
1.4344 |
1.4344 |
1.4344 |
S2 |
1.4344 |
1.4344 |
1.4344 |
|
S3 |
1.4344 |
1.4344 |
1.4344 |
|
S4 |
1.4344 |
1.4344 |
1.4344 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4882 |
1.4792 |
1.4453 |
|
R3 |
1.4710 |
1.4620 |
1.4405 |
|
R2 |
1.4538 |
1.4538 |
1.4390 |
|
R1 |
1.4448 |
1.4448 |
1.4374 |
1.4493 |
PP |
1.4366 |
1.4366 |
1.4366 |
1.4389 |
S1 |
1.4276 |
1.4276 |
1.4342 |
1.4321 |
S2 |
1.4194 |
1.4194 |
1.4326 |
|
S3 |
1.4022 |
1.4104 |
1.4311 |
|
S4 |
1.3850 |
1.3932 |
1.4263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4456 |
1.4284 |
0.0172 |
1.2% |
0.0050 |
0.3% |
35% |
False |
False |
10 |
10 |
1.4456 |
1.4150 |
0.0306 |
2.1% |
0.0067 |
0.5% |
63% |
False |
False |
12 |
20 |
1.4456 |
1.4039 |
0.0417 |
2.9% |
0.0077 |
0.5% |
73% |
False |
False |
12 |
40 |
1.4456 |
1.3830 |
0.0626 |
4.4% |
0.0058 |
0.4% |
82% |
False |
False |
7 |
60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0042 |
0.3% |
71% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4344 |
2.618 |
1.4344 |
1.618 |
1.4344 |
1.000 |
1.4344 |
0.618 |
1.4344 |
HIGH |
1.4344 |
0.618 |
1.4344 |
0.500 |
1.4344 |
0.382 |
1.4344 |
LOW |
1.4344 |
0.618 |
1.4344 |
1.000 |
1.4344 |
1.618 |
1.4344 |
2.618 |
1.4344 |
4.250 |
1.4344 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4344 |
1.4341 |
PP |
1.4344 |
1.4337 |
S1 |
1.4344 |
1.4334 |
|