CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3750 |
1.3724 |
-0.0026 |
-0.2% |
1.3605 |
| High |
1.3780 |
1.3724 |
-0.0056 |
-0.4% |
1.3724 |
| Low |
1.3750 |
1.3724 |
-0.0026 |
-0.2% |
1.3587 |
| Close |
1.3754 |
1.3724 |
-0.0030 |
-0.2% |
1.3694 |
| Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0137 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
1 |
18 |
17 |
1,700.0% |
143 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3724 |
1.3724 |
1.3724 |
|
| R3 |
1.3724 |
1.3724 |
1.3724 |
|
| R2 |
1.3724 |
1.3724 |
1.3724 |
|
| R1 |
1.3724 |
1.3724 |
1.3724 |
1.3724 |
| PP |
1.3724 |
1.3724 |
1.3724 |
1.3724 |
| S1 |
1.3724 |
1.3724 |
1.3724 |
1.3724 |
| S2 |
1.3724 |
1.3724 |
1.3724 |
|
| S3 |
1.3724 |
1.3724 |
1.3724 |
|
| S4 |
1.3724 |
1.3724 |
1.3724 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4079 |
1.4024 |
1.3769 |
|
| R3 |
1.3942 |
1.3887 |
1.3732 |
|
| R2 |
1.3805 |
1.3805 |
1.3719 |
|
| R1 |
1.3750 |
1.3750 |
1.3707 |
1.3778 |
| PP |
1.3668 |
1.3668 |
1.3668 |
1.3682 |
| S1 |
1.3613 |
1.3613 |
1.3681 |
1.3641 |
| S2 |
1.3531 |
1.3531 |
1.3669 |
|
| S3 |
1.3394 |
1.3476 |
1.3656 |
|
| S4 |
1.3257 |
1.3339 |
1.3619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3780 |
1.3700 |
0.0080 |
0.6% |
0.0010 |
0.1% |
30% |
False |
False |
29 |
| 10 |
1.3780 |
1.3470 |
0.0310 |
2.3% |
0.0032 |
0.2% |
82% |
False |
False |
26 |
| 20 |
1.3812 |
1.3395 |
0.0417 |
3.0% |
0.0042 |
0.3% |
79% |
False |
False |
15 |
| 40 |
1.3812 |
1.2838 |
0.0974 |
7.1% |
0.0035 |
0.3% |
91% |
False |
False |
9 |
| 60 |
1.3812 |
1.2838 |
0.0974 |
7.1% |
0.0027 |
0.2% |
91% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3724 |
|
2.618 |
1.3724 |
|
1.618 |
1.3724 |
|
1.000 |
1.3724 |
|
0.618 |
1.3724 |
|
HIGH |
1.3724 |
|
0.618 |
1.3724 |
|
0.500 |
1.3724 |
|
0.382 |
1.3724 |
|
LOW |
1.3724 |
|
0.618 |
1.3724 |
|
1.000 |
1.3724 |
|
1.618 |
1.3724 |
|
2.618 |
1.3724 |
|
4.250 |
1.3724 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3724 |
1.3749 |
| PP |
1.3724 |
1.3741 |
| S1 |
1.3724 |
1.3732 |
|