CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3935 |
1.3932 |
-0.0003 |
0.0% |
1.3904 |
| High |
1.3961 |
1.3935 |
-0.0026 |
-0.2% |
1.3955 |
| Low |
1.3814 |
1.3827 |
0.0013 |
0.1% |
1.3720 |
| Close |
1.3948 |
1.3854 |
-0.0094 |
-0.7% |
1.3836 |
| Range |
0.0147 |
0.0108 |
-0.0039 |
-26.5% |
0.0235 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.0% |
0.0000 |
| Volume |
201 |
644 |
443 |
220.4% |
262 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4196 |
1.4133 |
1.3913 |
|
| R3 |
1.4088 |
1.4025 |
1.3884 |
|
| R2 |
1.3980 |
1.3980 |
1.3874 |
|
| R1 |
1.3917 |
1.3917 |
1.3864 |
1.3895 |
| PP |
1.3872 |
1.3872 |
1.3872 |
1.3861 |
| S1 |
1.3809 |
1.3809 |
1.3844 |
1.3787 |
| S2 |
1.3764 |
1.3764 |
1.3834 |
|
| S3 |
1.3656 |
1.3701 |
1.3824 |
|
| S4 |
1.3548 |
1.3593 |
1.3795 |
|
|
| 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% |
0.0097 |
0.7% |
56% |
False |
False |
230 |
| 10 |
1.3961 |
1.3720 |
0.0241 |
1.7% |
0.0076 |
0.6% |
56% |
False |
False |
144 |
| 20 |
1.3961 |
1.3470 |
0.0491 |
3.5% |
0.0056 |
0.4% |
78% |
False |
False |
84 |
| 40 |
1.3961 |
1.3395 |
0.0566 |
4.1% |
0.0045 |
0.3% |
81% |
False |
False |
44 |
| 60 |
1.3961 |
1.2838 |
0.1123 |
8.1% |
0.0039 |
0.3% |
90% |
False |
False |
30 |
| 80 |
1.3961 |
1.2838 |
0.1123 |
8.1% |
0.0031 |
0.2% |
90% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4394 |
|
2.618 |
1.4218 |
|
1.618 |
1.4110 |
|
1.000 |
1.4043 |
|
0.618 |
1.4002 |
|
HIGH |
1.3935 |
|
0.618 |
1.3894 |
|
0.500 |
1.3881 |
|
0.382 |
1.3868 |
|
LOW |
1.3827 |
|
0.618 |
1.3760 |
|
1.000 |
1.3719 |
|
1.618 |
1.3652 |
|
2.618 |
1.3544 |
|
4.250 |
1.3368 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3881 |
1.3888 |
| PP |
1.3872 |
1.3876 |
| S1 |
1.3863 |
1.3865 |
|