CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3880 |
1.3935 |
0.0055 |
0.4% |
1.3904 |
| High |
1.3948 |
1.3961 |
0.0013 |
0.1% |
1.3955 |
| Low |
1.3870 |
1.3814 |
-0.0056 |
-0.4% |
1.3720 |
| Close |
1.3940 |
1.3948 |
0.0008 |
0.1% |
1.3836 |
| Range |
0.0078 |
0.0147 |
0.0069 |
88.5% |
0.0235 |
| ATR |
0.0080 |
0.0085 |
0.0005 |
5.9% |
0.0000 |
| Volume |
147 |
201 |
54 |
36.7% |
262 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4349 |
1.4295 |
1.4029 |
|
| R3 |
1.4202 |
1.4148 |
1.3988 |
|
| R2 |
1.4055 |
1.4055 |
1.3975 |
|
| R1 |
1.4001 |
1.4001 |
1.3961 |
1.4028 |
| PP |
1.3908 |
1.3908 |
1.3908 |
1.3921 |
| S1 |
1.3854 |
1.3854 |
1.3935 |
1.3881 |
| S2 |
1.3761 |
1.3761 |
1.3921 |
|
| S3 |
1.3614 |
1.3707 |
1.3908 |
|
| S4 |
1.3467 |
1.3560 |
1.3867 |
|
|
| 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 |
1.3961 |
1.3720 |
0.0241 |
1.7% |
0.0081 |
0.6% |
95% |
True |
False |
118 |
| 10 |
1.3961 |
1.3720 |
0.0241 |
1.7% |
0.0070 |
0.5% |
95% |
True |
False |
79 |
| 20 |
1.3961 |
1.3470 |
0.0491 |
3.5% |
0.0051 |
0.4% |
97% |
True |
False |
52 |
| 40 |
1.3961 |
1.3236 |
0.0725 |
5.2% |
0.0042 |
0.3% |
98% |
True |
False |
28 |
| 60 |
1.3961 |
1.2838 |
0.1123 |
8.1% |
0.0037 |
0.3% |
99% |
True |
False |
20 |
| 80 |
1.3961 |
1.2838 |
0.1123 |
8.1% |
0.0029 |
0.2% |
99% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4586 |
|
2.618 |
1.4346 |
|
1.618 |
1.4199 |
|
1.000 |
1.4108 |
|
0.618 |
1.4052 |
|
HIGH |
1.3961 |
|
0.618 |
1.3905 |
|
0.500 |
1.3888 |
|
0.382 |
1.3870 |
|
LOW |
1.3814 |
|
0.618 |
1.3723 |
|
1.000 |
1.3667 |
|
1.618 |
1.3576 |
|
2.618 |
1.3429 |
|
4.250 |
1.3189 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3928 |
1.3921 |
| PP |
1.3908 |
1.3895 |
| S1 |
1.3888 |
1.3868 |
|