CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4123 |
1.4166 |
0.0043 |
0.3% |
1.3880 |
| High |
1.4186 |
1.4188 |
0.0002 |
0.0% |
1.4130 |
| Low |
1.4098 |
1.4125 |
0.0027 |
0.2% |
1.3814 |
| Close |
1.4174 |
1.4152 |
-0.0022 |
-0.2% |
1.4105 |
| Range |
0.0088 |
0.0063 |
-0.0025 |
-28.4% |
0.0316 |
| ATR |
0.0098 |
0.0096 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
432 |
517 |
85 |
19.7% |
1,385 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4344 |
1.4311 |
1.4187 |
|
| R3 |
1.4281 |
1.4248 |
1.4169 |
|
| R2 |
1.4218 |
1.4218 |
1.4164 |
|
| R1 |
1.4185 |
1.4185 |
1.4158 |
1.4170 |
| PP |
1.4155 |
1.4155 |
1.4155 |
1.4148 |
| S1 |
1.4122 |
1.4122 |
1.4146 |
1.4107 |
| S2 |
1.4092 |
1.4092 |
1.4140 |
|
| S3 |
1.4029 |
1.4059 |
1.4135 |
|
| S4 |
1.3966 |
1.3996 |
1.4117 |
|
|
| 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 |
1.4188 |
1.3827 |
0.0361 |
2.6% |
0.0115 |
0.8% |
90% |
True |
False |
397 |
| 10 |
1.4188 |
1.3720 |
0.0468 |
3.3% |
0.0098 |
0.7% |
92% |
True |
False |
257 |
| 20 |
1.4188 |
1.3700 |
0.0488 |
3.4% |
0.0066 |
0.5% |
93% |
True |
False |
146 |
| 40 |
1.4188 |
1.3395 |
0.0793 |
5.6% |
0.0054 |
0.4% |
95% |
True |
False |
77 |
| 60 |
1.4188 |
1.2838 |
0.1350 |
9.5% |
0.0046 |
0.3% |
97% |
True |
False |
52 |
| 80 |
1.4188 |
1.2838 |
0.1350 |
9.5% |
0.0036 |
0.3% |
97% |
True |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4456 |
|
2.618 |
1.4353 |
|
1.618 |
1.4290 |
|
1.000 |
1.4251 |
|
0.618 |
1.4227 |
|
HIGH |
1.4188 |
|
0.618 |
1.4164 |
|
0.500 |
1.4157 |
|
0.382 |
1.4149 |
|
LOW |
1.4125 |
|
0.618 |
1.4086 |
|
1.000 |
1.4062 |
|
1.618 |
1.4023 |
|
2.618 |
1.3960 |
|
4.250 |
1.3857 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4157 |
1.4123 |
| PP |
1.4155 |
1.4094 |
| S1 |
1.4154 |
1.4065 |
|