CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3780 |
1.3775 |
-0.0005 |
0.0% |
1.3904 |
| High |
1.3798 |
1.3847 |
0.0049 |
0.4% |
1.3955 |
| Low |
1.3720 |
1.3775 |
0.0055 |
0.4% |
1.3720 |
| Close |
1.3743 |
1.3836 |
0.0093 |
0.7% |
1.3836 |
| Range |
0.0078 |
0.0072 |
-0.0006 |
-7.7% |
0.0235 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.6% |
0.0000 |
| Volume |
21 |
141 |
120 |
571.4% |
262 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4035 |
1.4008 |
1.3876 |
|
| R3 |
1.3963 |
1.3936 |
1.3856 |
|
| R2 |
1.3891 |
1.3891 |
1.3849 |
|
| R1 |
1.3864 |
1.3864 |
1.3843 |
1.3878 |
| PP |
1.3819 |
1.3819 |
1.3819 |
1.3826 |
| S1 |
1.3792 |
1.3792 |
1.3829 |
1.3806 |
| S2 |
1.3747 |
1.3747 |
1.3823 |
|
| S3 |
1.3675 |
1.3720 |
1.3816 |
|
| S4 |
1.3603 |
1.3648 |
1.3796 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4542 |
1.4424 |
1.3965 |
|
| R3 |
1.4307 |
1.4189 |
1.3901 |
|
| R2 |
1.4072 |
1.4072 |
1.3879 |
|
| R1 |
1.3954 |
1.3954 |
1.3858 |
1.3896 |
| PP |
1.3837 |
1.3837 |
1.3837 |
1.3808 |
| S1 |
1.3719 |
1.3719 |
1.3814 |
1.3661 |
| S2 |
1.3602 |
1.3602 |
1.3793 |
|
| S3 |
1.3367 |
1.3484 |
1.3771 |
|
| S4 |
1.3132 |
1.3249 |
1.3707 |
|
|
| 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% |
0.0063 |
0.5% |
49% |
False |
False |
52 |
| 10 |
1.3955 |
1.3720 |
0.0235 |
1.7% |
0.0051 |
0.4% |
49% |
False |
False |
46 |
| 20 |
1.3955 |
1.3395 |
0.0560 |
4.0% |
0.0044 |
0.3% |
79% |
False |
False |
36 |
| 40 |
1.3955 |
1.3153 |
0.0802 |
5.8% |
0.0038 |
0.3% |
85% |
False |
False |
20 |
| 60 |
1.3955 |
1.2838 |
0.1117 |
8.1% |
0.0034 |
0.2% |
89% |
False |
False |
14 |
| 80 |
1.3955 |
1.2838 |
0.1117 |
8.1% |
0.0026 |
0.2% |
89% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4153 |
|
2.618 |
1.4035 |
|
1.618 |
1.3963 |
|
1.000 |
1.3919 |
|
0.618 |
1.3891 |
|
HIGH |
1.3847 |
|
0.618 |
1.3819 |
|
0.500 |
1.3811 |
|
0.382 |
1.3803 |
|
LOW |
1.3775 |
|
0.618 |
1.3731 |
|
1.000 |
1.3703 |
|
1.618 |
1.3659 |
|
2.618 |
1.3587 |
|
4.250 |
1.3469 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3828 |
1.3823 |
| PP |
1.3819 |
1.3809 |
| S1 |
1.3811 |
1.3796 |
|