CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4472 |
1.4458 |
-0.0014 |
-0.1% |
1.4344 |
| High |
1.4472 |
1.4458 |
-0.0014 |
-0.1% |
1.4455 |
| Low |
1.4472 |
1.4344 |
-0.0128 |
-0.9% |
1.4312 |
| Close |
1.4472 |
1.4418 |
-0.0054 |
-0.4% |
1.4452 |
| Range |
0.0000 |
0.0114 |
0.0114 |
|
0.0143 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.6% |
0.0000 |
| Volume |
7 |
1 |
-6 |
-85.7% |
51 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4749 |
1.4697 |
1.4481 |
|
| R3 |
1.4635 |
1.4583 |
1.4449 |
|
| R2 |
1.4521 |
1.4521 |
1.4439 |
|
| R1 |
1.4469 |
1.4469 |
1.4428 |
1.4438 |
| PP |
1.4407 |
1.4407 |
1.4407 |
1.4391 |
| S1 |
1.4355 |
1.4355 |
1.4408 |
1.4324 |
| S2 |
1.4293 |
1.4293 |
1.4397 |
|
| S3 |
1.4179 |
1.4241 |
1.4387 |
|
| S4 |
1.4065 |
1.4127 |
1.4355 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4835 |
1.4787 |
1.4531 |
|
| R3 |
1.4692 |
1.4644 |
1.4491 |
|
| R2 |
1.4549 |
1.4549 |
1.4478 |
|
| R1 |
1.4501 |
1.4501 |
1.4465 |
1.4525 |
| PP |
1.4406 |
1.4406 |
1.4406 |
1.4419 |
| S1 |
1.4358 |
1.4358 |
1.4439 |
1.4382 |
| S2 |
1.4263 |
1.4263 |
1.4426 |
|
| S3 |
1.4120 |
1.4215 |
1.4413 |
|
| S4 |
1.3977 |
1.4072 |
1.4373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4472 |
1.4312 |
0.0160 |
1.1% |
0.0059 |
0.4% |
66% |
False |
False |
7 |
| 10 |
1.4472 |
1.4284 |
0.0188 |
1.3% |
0.0051 |
0.4% |
71% |
False |
False |
9 |
| 20 |
1.4472 |
1.4039 |
0.0433 |
3.0% |
0.0076 |
0.5% |
88% |
False |
False |
13 |
| 40 |
1.4472 |
1.3830 |
0.0642 |
4.5% |
0.0061 |
0.4% |
92% |
False |
False |
8 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.0% |
0.0048 |
0.3% |
81% |
False |
False |
6 |
| 80 |
1.4556 |
1.3830 |
0.0726 |
5.0% |
0.0037 |
0.3% |
81% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4943 |
|
2.618 |
1.4756 |
|
1.618 |
1.4642 |
|
1.000 |
1.4572 |
|
0.618 |
1.4528 |
|
HIGH |
1.4458 |
|
0.618 |
1.4414 |
|
0.500 |
1.4401 |
|
0.382 |
1.4388 |
|
LOW |
1.4344 |
|
0.618 |
1.4274 |
|
1.000 |
1.4230 |
|
1.618 |
1.4160 |
|
2.618 |
1.4046 |
|
4.250 |
1.3860 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4412 |
1.4415 |
| PP |
1.4407 |
1.4411 |
| S1 |
1.4401 |
1.4408 |
|