CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3855 |
1.3871 |
0.0016 |
0.1% |
1.3750 |
| High |
1.3889 |
1.3871 |
-0.0018 |
-0.1% |
1.3931 |
| Low |
1.3806 |
1.3840 |
0.0034 |
0.2% |
1.3724 |
| Close |
1.3846 |
1.3850 |
0.0004 |
0.0% |
1.3929 |
| Range |
0.0083 |
0.0031 |
-0.0052 |
-62.7% |
0.0207 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
9 |
82 |
73 |
811.1% |
207 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3947 |
1.3929 |
1.3867 |
|
| R3 |
1.3916 |
1.3898 |
1.3859 |
|
| R2 |
1.3885 |
1.3885 |
1.3856 |
|
| R1 |
1.3867 |
1.3867 |
1.3853 |
1.3861 |
| PP |
1.3854 |
1.3854 |
1.3854 |
1.3850 |
| S1 |
1.3836 |
1.3836 |
1.3847 |
1.3830 |
| S2 |
1.3823 |
1.3823 |
1.3844 |
|
| S3 |
1.3792 |
1.3805 |
1.3841 |
|
| S4 |
1.3761 |
1.3774 |
1.3833 |
|
|
| 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 |
1.3806 |
0.0149 |
1.1% |
0.0056 |
0.4% |
30% |
False |
False |
57 |
| 10 |
1.3955 |
1.3718 |
0.0237 |
1.7% |
0.0036 |
0.3% |
56% |
False |
False |
31 |
| 20 |
1.3955 |
1.3395 |
0.0560 |
4.0% |
0.0042 |
0.3% |
81% |
False |
False |
28 |
| 40 |
1.3955 |
1.2929 |
0.1026 |
7.4% |
0.0038 |
0.3% |
90% |
False |
False |
16 |
| 60 |
1.3955 |
1.2838 |
0.1117 |
8.1% |
0.0033 |
0.2% |
91% |
False |
False |
11 |
| 80 |
1.3955 |
1.2838 |
0.1117 |
8.1% |
0.0025 |
0.2% |
91% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4003 |
|
2.618 |
1.3952 |
|
1.618 |
1.3921 |
|
1.000 |
1.3902 |
|
0.618 |
1.3890 |
|
HIGH |
1.3871 |
|
0.618 |
1.3859 |
|
0.500 |
1.3856 |
|
0.382 |
1.3852 |
|
LOW |
1.3840 |
|
0.618 |
1.3821 |
|
1.000 |
1.3809 |
|
1.618 |
1.3790 |
|
2.618 |
1.3759 |
|
4.250 |
1.3708 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3856 |
1.3881 |
| PP |
1.3854 |
1.3870 |
| S1 |
1.3852 |
1.3860 |
|