CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4025 |
1.4070 |
0.0045 |
0.3% |
1.4123 |
| High |
1.4088 |
1.4170 |
0.0082 |
0.6% |
1.4188 |
| Low |
1.4010 |
1.4070 |
0.0060 |
0.4% |
1.4009 |
| Close |
1.4066 |
1.4144 |
0.0078 |
0.6% |
1.4018 |
| Range |
0.0078 |
0.0100 |
0.0022 |
28.2% |
0.0179 |
| ATR |
0.0098 |
0.0099 |
0.0000 |
0.4% |
0.0000 |
| Volume |
345 |
417 |
72 |
20.9% |
2,237 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4428 |
1.4386 |
1.4199 |
|
| R3 |
1.4328 |
1.4286 |
1.4172 |
|
| R2 |
1.4228 |
1.4228 |
1.4162 |
|
| R1 |
1.4186 |
1.4186 |
1.4153 |
1.4207 |
| PP |
1.4128 |
1.4128 |
1.4128 |
1.4139 |
| S1 |
1.4086 |
1.4086 |
1.4135 |
1.4107 |
| S2 |
1.4028 |
1.4028 |
1.4126 |
|
| S3 |
1.3928 |
1.3986 |
1.4117 |
|
| S4 |
1.3828 |
1.3886 |
1.4089 |
|
|
| 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 |
1.4170 |
1.3970 |
0.0200 |
1.4% |
0.0093 |
0.7% |
87% |
True |
False |
349 |
| 10 |
1.4188 |
1.3941 |
0.0247 |
1.7% |
0.0107 |
0.8% |
82% |
False |
False |
367 |
| 20 |
1.4188 |
1.3720 |
0.0468 |
3.3% |
0.0094 |
0.7% |
91% |
False |
False |
266 |
| 40 |
1.4188 |
1.3395 |
0.0793 |
5.6% |
0.0067 |
0.5% |
94% |
False |
False |
140 |
| 60 |
1.4188 |
1.2838 |
0.1350 |
9.5% |
0.0055 |
0.4% |
97% |
False |
False |
95 |
| 80 |
1.4188 |
1.2838 |
0.1350 |
9.5% |
0.0045 |
0.3% |
97% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4595 |
|
2.618 |
1.4432 |
|
1.618 |
1.4332 |
|
1.000 |
1.4270 |
|
0.618 |
1.4232 |
|
HIGH |
1.4170 |
|
0.618 |
1.4132 |
|
0.500 |
1.4120 |
|
0.382 |
1.4108 |
|
LOW |
1.4070 |
|
0.618 |
1.4008 |
|
1.000 |
1.3970 |
|
1.618 |
1.3908 |
|
2.618 |
1.3808 |
|
4.250 |
1.3645 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4136 |
1.4124 |
| PP |
1.4128 |
1.4104 |
| S1 |
1.4120 |
1.4085 |
|