CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3931 |
1.3904 |
-0.0027 |
-0.2% |
1.3750 |
| High |
1.3931 |
1.3955 |
0.0024 |
0.2% |
1.3931 |
| Low |
1.3898 |
1.3904 |
0.0006 |
0.0% |
1.3724 |
| Close |
1.3929 |
1.3911 |
-0.0018 |
-0.1% |
1.3929 |
| Range |
0.0033 |
0.0051 |
0.0018 |
54.5% |
0.0207 |
| ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
184 |
9 |
-175 |
-95.1% |
207 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4076 |
1.4045 |
1.3939 |
|
| R3 |
1.4025 |
1.3994 |
1.3925 |
|
| R2 |
1.3974 |
1.3974 |
1.3920 |
|
| R1 |
1.3943 |
1.3943 |
1.3916 |
1.3959 |
| PP |
1.3923 |
1.3923 |
1.3923 |
1.3931 |
| S1 |
1.3892 |
1.3892 |
1.3906 |
1.3908 |
| S2 |
1.3872 |
1.3872 |
1.3902 |
|
| S3 |
1.3821 |
1.3841 |
1.3897 |
|
| S4 |
1.3770 |
1.3790 |
1.3883 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4482 |
1.4413 |
1.4043 |
|
| R3 |
1.4275 |
1.4206 |
1.3986 |
|
| R2 |
1.4068 |
1.4068 |
1.3967 |
|
| R1 |
1.3999 |
1.3999 |
1.3948 |
1.4034 |
| PP |
1.3861 |
1.3861 |
1.3861 |
1.3879 |
| S1 |
1.3792 |
1.3792 |
1.3910 |
1.3827 |
| S2 |
1.3654 |
1.3654 |
1.3891 |
|
| S3 |
1.3447 |
1.3585 |
1.3872 |
|
| S4 |
1.3240 |
1.3378 |
1.3815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3955 |
1.3724 |
0.0231 |
1.7% |
0.0042 |
0.3% |
81% |
True |
False |
43 |
| 10 |
1.3955 |
1.3587 |
0.0368 |
2.6% |
0.0031 |
0.2% |
88% |
True |
False |
35 |
| 20 |
1.3955 |
1.3395 |
0.0560 |
4.0% |
0.0036 |
0.3% |
92% |
True |
False |
24 |
| 40 |
1.3955 |
1.2838 |
0.1117 |
8.0% |
0.0037 |
0.3% |
96% |
True |
False |
14 |
| 60 |
1.3955 |
1.2838 |
0.1117 |
8.0% |
0.0031 |
0.2% |
96% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4172 |
|
2.618 |
1.4089 |
|
1.618 |
1.4038 |
|
1.000 |
1.4006 |
|
0.618 |
1.3987 |
|
HIGH |
1.3955 |
|
0.618 |
1.3936 |
|
0.500 |
1.3930 |
|
0.382 |
1.3923 |
|
LOW |
1.3904 |
|
0.618 |
1.3872 |
|
1.000 |
1.3853 |
|
1.618 |
1.3821 |
|
2.618 |
1.3770 |
|
4.250 |
1.3687 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3930 |
1.3906 |
| PP |
1.3923 |
1.3901 |
| S1 |
1.3917 |
1.3897 |
|