CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3995 |
1.4020 |
0.0025 |
0.2% |
1.4123 |
| High |
1.4056 |
1.4089 |
0.0033 |
0.2% |
1.4188 |
| Low |
1.3970 |
1.3999 |
0.0029 |
0.2% |
1.4009 |
| Close |
1.4045 |
1.4034 |
-0.0011 |
-0.1% |
1.4018 |
| Range |
0.0086 |
0.0090 |
0.0004 |
4.7% |
0.0179 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
256 |
238 |
-18 |
-7.0% |
2,237 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4311 |
1.4262 |
1.4084 |
|
| R3 |
1.4221 |
1.4172 |
1.4059 |
|
| R2 |
1.4131 |
1.4131 |
1.4051 |
|
| R1 |
1.4082 |
1.4082 |
1.4042 |
1.4107 |
| PP |
1.4041 |
1.4041 |
1.4041 |
1.4053 |
| S1 |
1.3992 |
1.3992 |
1.4026 |
1.4017 |
| S2 |
1.3951 |
1.3951 |
1.4018 |
|
| S3 |
1.3861 |
1.3902 |
1.4009 |
|
| S4 |
1.3771 |
1.3812 |
1.3985 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4609 |
1.4492 |
1.4116 |
|
| R3 |
1.4430 |
1.4313 |
1.4067 |
|
| R2 |
1.4251 |
1.4251 |
1.4051 |
|
| R1 |
1.4134 |
1.4134 |
1.4034 |
1.4103 |
| PP |
1.4072 |
1.4072 |
1.4072 |
1.4056 |
| S1 |
1.3955 |
1.3955 |
1.4002 |
1.3924 |
| S2 |
1.3893 |
1.3893 |
1.3985 |
|
| S3 |
1.3714 |
1.3776 |
1.3969 |
|
| S4 |
1.3535 |
1.3597 |
1.3920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4156 |
1.3970 |
0.0186 |
1.3% |
0.0110 |
0.8% |
34% |
False |
False |
356 |
| 10 |
1.4188 |
1.3827 |
0.0361 |
2.6% |
0.0112 |
0.8% |
57% |
False |
False |
376 |
| 20 |
1.4188 |
1.3720 |
0.0468 |
3.3% |
0.0091 |
0.6% |
67% |
False |
False |
228 |
| 40 |
1.4188 |
1.3395 |
0.0793 |
5.7% |
0.0066 |
0.5% |
81% |
False |
False |
121 |
| 60 |
1.4188 |
1.2838 |
0.1350 |
9.6% |
0.0054 |
0.4% |
89% |
False |
False |
82 |
| 80 |
1.4188 |
1.2838 |
0.1350 |
9.6% |
0.0043 |
0.3% |
89% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4472 |
|
2.618 |
1.4325 |
|
1.618 |
1.4235 |
|
1.000 |
1.4179 |
|
0.618 |
1.4145 |
|
HIGH |
1.4089 |
|
0.618 |
1.4055 |
|
0.500 |
1.4044 |
|
0.382 |
1.4033 |
|
LOW |
1.3999 |
|
0.618 |
1.3943 |
|
1.000 |
1.3909 |
|
1.618 |
1.3853 |
|
2.618 |
1.3763 |
|
4.250 |
1.3617 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4044 |
1.4046 |
| PP |
1.4041 |
1.4042 |
| S1 |
1.4037 |
1.4038 |
|