CME Euro FX (E) Future June 2012
Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.4390 |
1.4440 |
0.0050 |
0.3% |
1.4140 |
High |
1.4390 |
1.4440 |
0.0050 |
0.3% |
1.4198 |
Low |
1.4390 |
1.4440 |
0.0050 |
0.3% |
1.4140 |
Close |
1.4341 |
1.4400 |
0.0059 |
0.4% |
1.4198 |
Range |
|
|
|
|
|
ATR |
0.0000 |
0.0068 |
0.0068 |
|
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4427 |
1.4413 |
1.4400 |
|
R3 |
1.4427 |
1.4413 |
1.4400 |
|
R2 |
1.4427 |
1.4427 |
1.4400 |
|
R1 |
1.4413 |
1.4413 |
1.4400 |
1.4420 |
PP |
1.4427 |
1.4427 |
1.4427 |
1.4430 |
S1 |
1.4413 |
1.4413 |
1.4400 |
1.4420 |
S2 |
1.4427 |
1.4427 |
1.4400 |
|
S3 |
1.4427 |
1.4413 |
1.4400 |
|
S4 |
1.4427 |
1.4413 |
1.4400 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4353 |
1.4333 |
1.4230 |
|
R3 |
1.4295 |
1.4275 |
1.4214 |
|
R2 |
1.4237 |
1.4237 |
1.4209 |
|
R1 |
1.4217 |
1.4217 |
1.4203 |
1.4227 |
PP |
1.4179 |
1.4179 |
1.4179 |
1.4184 |
S1 |
1.4159 |
1.4159 |
1.4193 |
1.4169 |
S2 |
1.4121 |
1.4121 |
1.4187 |
|
S3 |
1.4063 |
1.4101 |
1.4182 |
|
S4 |
1.4005 |
1.4043 |
1.4166 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4440 |
2.618 |
1.4440 |
1.618 |
1.4440 |
1.000 |
1.4440 |
0.618 |
1.4440 |
HIGH |
1.4440 |
0.618 |
1.4440 |
0.500 |
1.4440 |
0.382 |
1.4440 |
LOW |
1.4440 |
0.618 |
1.4440 |
1.000 |
1.4440 |
1.618 |
1.4440 |
2.618 |
1.4440 |
4.250 |
1.4440 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4440 |
1.4415 |
PP |
1.4427 |
1.4410 |
S1 |
1.4413 |
1.4405 |
|