CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3941 |
1.4123 |
0.0182 |
1.3% |
1.3880 |
| High |
1.4130 |
1.4186 |
0.0056 |
0.4% |
1.4130 |
| Low |
1.3941 |
1.4098 |
0.0157 |
1.1% |
1.3814 |
| Close |
1.4105 |
1.4174 |
0.0069 |
0.5% |
1.4105 |
| Range |
0.0189 |
0.0088 |
-0.0101 |
-53.4% |
0.0316 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
184 |
432 |
248 |
134.8% |
1,385 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4417 |
1.4383 |
1.4222 |
|
| R3 |
1.4329 |
1.4295 |
1.4198 |
|
| R2 |
1.4241 |
1.4241 |
1.4190 |
|
| R1 |
1.4207 |
1.4207 |
1.4182 |
1.4224 |
| PP |
1.4153 |
1.4153 |
1.4153 |
1.4161 |
| S1 |
1.4119 |
1.4119 |
1.4166 |
1.4136 |
| S2 |
1.4065 |
1.4065 |
1.4158 |
|
| S3 |
1.3977 |
1.4031 |
1.4150 |
|
| S4 |
1.3889 |
1.3943 |
1.4126 |
|
|
| 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 |
1.4186 |
1.3814 |
0.0372 |
2.6% |
0.0132 |
0.9% |
97% |
True |
False |
334 |
| 10 |
1.4186 |
1.3720 |
0.0466 |
3.3% |
0.0100 |
0.7% |
97% |
True |
False |
207 |
| 20 |
1.4186 |
1.3587 |
0.0599 |
4.2% |
0.0066 |
0.5% |
98% |
True |
False |
121 |
| 40 |
1.4186 |
1.3395 |
0.0791 |
5.6% |
0.0053 |
0.4% |
98% |
True |
False |
65 |
| 60 |
1.4186 |
1.2838 |
0.1348 |
9.5% |
0.0045 |
0.3% |
99% |
True |
False |
44 |
| 80 |
1.4186 |
1.2838 |
0.1348 |
9.5% |
0.0036 |
0.3% |
99% |
True |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4560 |
|
2.618 |
1.4416 |
|
1.618 |
1.4328 |
|
1.000 |
1.4274 |
|
0.618 |
1.4240 |
|
HIGH |
1.4186 |
|
0.618 |
1.4152 |
|
0.500 |
1.4142 |
|
0.382 |
1.4132 |
|
LOW |
1.4098 |
|
0.618 |
1.4044 |
|
1.000 |
1.4010 |
|
1.618 |
1.3956 |
|
2.618 |
1.3868 |
|
4.250 |
1.3724 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4163 |
1.4126 |
| PP |
1.4153 |
1.4078 |
| S1 |
1.4142 |
1.4030 |
|