CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3775 |
1.3880 |
0.0105 |
0.8% |
1.3904 |
| High |
1.3847 |
1.3948 |
0.0101 |
0.7% |
1.3955 |
| Low |
1.3775 |
1.3870 |
0.0095 |
0.7% |
1.3720 |
| Close |
1.3836 |
1.3940 |
0.0104 |
0.8% |
1.3836 |
| Range |
0.0072 |
0.0078 |
0.0006 |
8.3% |
0.0235 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
3.1% |
0.0000 |
| Volume |
141 |
147 |
6 |
4.3% |
262 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4153 |
1.4125 |
1.3983 |
|
| R3 |
1.4075 |
1.4047 |
1.3961 |
|
| R2 |
1.3997 |
1.3997 |
1.3954 |
|
| R1 |
1.3969 |
1.3969 |
1.3947 |
1.3983 |
| PP |
1.3919 |
1.3919 |
1.3919 |
1.3927 |
| S1 |
1.3891 |
1.3891 |
1.3933 |
1.3905 |
| S2 |
1.3841 |
1.3841 |
1.3926 |
|
| S3 |
1.3763 |
1.3813 |
1.3919 |
|
| S4 |
1.3685 |
1.3735 |
1.3897 |
|
|
| 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 |
1.3948 |
1.3720 |
0.0228 |
1.6% |
0.0068 |
0.5% |
96% |
True |
False |
80 |
| 10 |
1.3955 |
1.3720 |
0.0235 |
1.7% |
0.0055 |
0.4% |
94% |
False |
False |
61 |
| 20 |
1.3955 |
1.3395 |
0.0560 |
4.0% |
0.0046 |
0.3% |
97% |
False |
False |
43 |
| 40 |
1.3955 |
1.3236 |
0.0719 |
5.2% |
0.0038 |
0.3% |
98% |
False |
False |
23 |
| 60 |
1.3955 |
1.2838 |
0.1117 |
8.0% |
0.0035 |
0.3% |
99% |
False |
False |
16 |
| 80 |
1.3955 |
1.2838 |
0.1117 |
8.0% |
0.0027 |
0.2% |
99% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4280 |
|
2.618 |
1.4152 |
|
1.618 |
1.4074 |
|
1.000 |
1.4026 |
|
0.618 |
1.3996 |
|
HIGH |
1.3948 |
|
0.618 |
1.3918 |
|
0.500 |
1.3909 |
|
0.382 |
1.3900 |
|
LOW |
1.3870 |
|
0.618 |
1.3822 |
|
1.000 |
1.3792 |
|
1.618 |
1.3744 |
|
2.618 |
1.3666 |
|
4.250 |
1.3539 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3930 |
1.3905 |
| PP |
1.3919 |
1.3869 |
| S1 |
1.3909 |
1.3834 |
|