CME Euro FX (E) Future June 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 |
1.4458 |
1.4349 |
-0.0109 |
-0.8% |
1.4336 |
| High |
1.4458 |
1.4400 |
-0.0058 |
-0.4% |
1.4445 |
| Low |
1.4458 |
1.4349 |
-0.0109 |
-0.8% |
1.4325 |
| Close |
1.4458 |
1.4405 |
-0.0053 |
-0.4% |
1.4438 |
| Range |
0.0000 |
0.0051 |
0.0051 |
|
0.0120 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
33 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4538 |
1.4522 |
1.4433 |
|
| R3 |
1.4487 |
1.4471 |
1.4419 |
|
| R2 |
1.4436 |
1.4436 |
1.4414 |
|
| R1 |
1.4420 |
1.4420 |
1.4410 |
1.4428 |
| PP |
1.4385 |
1.4385 |
1.4385 |
1.4389 |
| S1 |
1.4369 |
1.4369 |
1.4400 |
1.4377 |
| S2 |
1.4334 |
1.4334 |
1.4396 |
|
| S3 |
1.4283 |
1.4318 |
1.4391 |
|
| S4 |
1.4232 |
1.4267 |
1.4377 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4763 |
1.4720 |
1.4504 |
|
| R3 |
1.4643 |
1.4600 |
1.4471 |
|
| R2 |
1.4523 |
1.4523 |
1.4460 |
|
| R1 |
1.4480 |
1.4480 |
1.4449 |
1.4502 |
| PP |
1.4403 |
1.4403 |
1.4403 |
1.4413 |
| S1 |
1.4360 |
1.4360 |
1.4427 |
1.4382 |
| S2 |
1.4283 |
1.4283 |
1.4416 |
|
| S3 |
1.4163 |
1.4240 |
1.4405 |
|
| S4 |
1.4043 |
1.4120 |
1.4372 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4617 |
|
2.618 |
1.4534 |
|
1.618 |
1.4483 |
|
1.000 |
1.4451 |
|
0.618 |
1.4432 |
|
HIGH |
1.4400 |
|
0.618 |
1.4381 |
|
0.500 |
1.4375 |
|
0.382 |
1.4368 |
|
LOW |
1.4349 |
|
0.618 |
1.4317 |
|
1.000 |
1.4298 |
|
1.618 |
1.4266 |
|
2.618 |
1.4215 |
|
4.250 |
1.4132 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4395 |
1.4405 |
| PP |
1.4385 |
1.4404 |
| S1 |
1.4375 |
1.4404 |
|