CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3893 |
1.3941 |
0.0048 |
0.3% |
1.3880 |
| High |
1.4000 |
1.4130 |
0.0130 |
0.9% |
1.4130 |
| Low |
1.3874 |
1.3941 |
0.0067 |
0.5% |
1.3814 |
| Close |
1.3959 |
1.4105 |
0.0146 |
1.0% |
1.4105 |
| Range |
0.0126 |
0.0189 |
0.0063 |
50.0% |
0.0316 |
| ATR |
0.0092 |
0.0099 |
0.0007 |
7.6% |
0.0000 |
| Volume |
209 |
184 |
-25 |
-12.0% |
1,385 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4626 |
1.4554 |
1.4209 |
|
| R3 |
1.4437 |
1.4365 |
1.4157 |
|
| R2 |
1.4248 |
1.4248 |
1.4140 |
|
| R1 |
1.4176 |
1.4176 |
1.4122 |
1.4212 |
| PP |
1.4059 |
1.4059 |
1.4059 |
1.4077 |
| S1 |
1.3987 |
1.3987 |
1.4088 |
1.4023 |
| S2 |
1.3870 |
1.3870 |
1.4070 |
|
| S3 |
1.3681 |
1.3798 |
1.4053 |
|
| S4 |
1.3492 |
1.3609 |
1.4001 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4964 |
1.4851 |
1.4279 |
|
| R3 |
1.4648 |
1.4535 |
1.4192 |
|
| R2 |
1.4332 |
1.4332 |
1.4163 |
|
| R1 |
1.4219 |
1.4219 |
1.4134 |
1.4276 |
| PP |
1.4016 |
1.4016 |
1.4016 |
1.4045 |
| S1 |
1.3903 |
1.3903 |
1.4076 |
1.3960 |
| S2 |
1.3700 |
1.3700 |
1.4047 |
|
| S3 |
1.3384 |
1.3587 |
1.4018 |
|
| S4 |
1.3068 |
1.3271 |
1.3931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4130 |
1.3814 |
0.0316 |
2.2% |
0.0130 |
0.9% |
92% |
True |
False |
277 |
| 10 |
1.4130 |
1.3720 |
0.0410 |
2.9% |
0.0096 |
0.7% |
94% |
True |
False |
164 |
| 20 |
1.4130 |
1.3499 |
0.0631 |
4.5% |
0.0070 |
0.5% |
96% |
True |
False |
102 |
| 40 |
1.4130 |
1.3395 |
0.0735 |
5.2% |
0.0053 |
0.4% |
97% |
True |
False |
54 |
| 60 |
1.4130 |
1.2838 |
0.1292 |
9.2% |
0.0043 |
0.3% |
98% |
True |
False |
37 |
| 80 |
1.4130 |
1.2838 |
0.1292 |
9.2% |
0.0035 |
0.2% |
98% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4933 |
|
2.618 |
1.4625 |
|
1.618 |
1.4436 |
|
1.000 |
1.4319 |
|
0.618 |
1.4247 |
|
HIGH |
1.4130 |
|
0.618 |
1.4058 |
|
0.500 |
1.4036 |
|
0.382 |
1.4013 |
|
LOW |
1.3941 |
|
0.618 |
1.3824 |
|
1.000 |
1.3752 |
|
1.618 |
1.3635 |
|
2.618 |
1.3446 |
|
4.250 |
1.3138 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4082 |
1.4063 |
| PP |
1.4059 |
1.4021 |
| S1 |
1.4036 |
1.3979 |
|