CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3871 |
1.3780 |
-0.0091 |
-0.7% |
1.3750 |
| High |
1.3871 |
1.3798 |
-0.0073 |
-0.5% |
1.3931 |
| Low |
1.3840 |
1.3720 |
-0.0120 |
-0.9% |
1.3724 |
| Close |
1.3850 |
1.3743 |
-0.0107 |
-0.8% |
1.3929 |
| Range |
0.0031 |
0.0078 |
0.0047 |
151.6% |
0.0207 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
5.8% |
0.0000 |
| Volume |
82 |
21 |
-61 |
-74.4% |
207 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3988 |
1.3943 |
1.3786 |
|
| R3 |
1.3910 |
1.3865 |
1.3764 |
|
| R2 |
1.3832 |
1.3832 |
1.3757 |
|
| R1 |
1.3787 |
1.3787 |
1.3750 |
1.3771 |
| PP |
1.3754 |
1.3754 |
1.3754 |
1.3745 |
| S1 |
1.3709 |
1.3709 |
1.3736 |
1.3693 |
| S2 |
1.3676 |
1.3676 |
1.3729 |
|
| S3 |
1.3598 |
1.3631 |
1.3722 |
|
| S4 |
1.3520 |
1.3553 |
1.3700 |
|
|
| 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 |
1.3720 |
0.0235 |
1.7% |
0.0055 |
0.4% |
10% |
False |
True |
61 |
| 10 |
1.3955 |
1.3718 |
0.0237 |
1.7% |
0.0043 |
0.3% |
11% |
False |
False |
32 |
| 20 |
1.3955 |
1.3395 |
0.0560 |
4.1% |
0.0045 |
0.3% |
62% |
False |
False |
29 |
| 40 |
1.3955 |
1.3020 |
0.0935 |
6.8% |
0.0039 |
0.3% |
77% |
False |
False |
16 |
| 60 |
1.3955 |
1.2838 |
0.1117 |
8.1% |
0.0034 |
0.2% |
81% |
False |
False |
12 |
| 80 |
1.3955 |
1.2838 |
0.1117 |
8.1% |
0.0026 |
0.2% |
81% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4130 |
|
2.618 |
1.4002 |
|
1.618 |
1.3924 |
|
1.000 |
1.3876 |
|
0.618 |
1.3846 |
|
HIGH |
1.3798 |
|
0.618 |
1.3768 |
|
0.500 |
1.3759 |
|
0.382 |
1.3750 |
|
LOW |
1.3720 |
|
0.618 |
1.3672 |
|
1.000 |
1.3642 |
|
1.618 |
1.3594 |
|
2.618 |
1.3516 |
|
4.250 |
1.3389 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3759 |
1.3805 |
| PP |
1.3754 |
1.3784 |
| S1 |
1.3748 |
1.3764 |
|