CME Euro FX (E) Future December 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 |
1.3925 |
1.4050 |
0.0125 |
0.9% |
1.3829 |
| High |
1.3925 |
1.4114 |
0.0189 |
1.4% |
1.4114 |
| Low |
1.3925 |
1.4050 |
0.0125 |
0.9% |
1.3788 |
| Close |
1.3925 |
1.4070 |
0.0145 |
1.0% |
1.4070 |
| Range |
0.0000 |
0.0064 |
0.0064 |
|
0.0326 |
| ATR |
0.0066 |
0.0075 |
0.0009 |
13.3% |
0.0000 |
| Volume |
12 |
12 |
0 |
0.0% |
49 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4270 |
1.4234 |
1.4105 |
|
| R3 |
1.4206 |
1.4170 |
1.4088 |
|
| R2 |
1.4142 |
1.4142 |
1.4082 |
|
| R1 |
1.4106 |
1.4106 |
1.4076 |
1.4124 |
| PP |
1.4078 |
1.4078 |
1.4078 |
1.4087 |
| S1 |
1.4042 |
1.4042 |
1.4064 |
1.4060 |
| S2 |
1.4014 |
1.4014 |
1.4058 |
|
| S3 |
1.3950 |
1.3978 |
1.4052 |
|
| S4 |
1.3886 |
1.3914 |
1.4035 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4969 |
1.4845 |
1.4249 |
|
| R3 |
1.4643 |
1.4519 |
1.4160 |
|
| R2 |
1.4317 |
1.4317 |
1.4130 |
|
| R1 |
1.4193 |
1.4193 |
1.4100 |
1.4255 |
| PP |
1.3991 |
1.3991 |
1.3991 |
1.4022 |
| S1 |
1.3867 |
1.3867 |
1.4040 |
1.3929 |
| S2 |
1.3665 |
1.3665 |
1.4010 |
|
| S3 |
1.3339 |
1.3541 |
1.3980 |
|
| S4 |
1.3013 |
1.3215 |
1.3891 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4386 |
|
2.618 |
1.4282 |
|
1.618 |
1.4218 |
|
1.000 |
1.4178 |
|
0.618 |
1.4154 |
|
HIGH |
1.4114 |
|
0.618 |
1.4090 |
|
0.500 |
1.4082 |
|
0.382 |
1.4074 |
|
LOW |
1.4050 |
|
0.618 |
1.4010 |
|
1.000 |
1.3986 |
|
1.618 |
1.3946 |
|
2.618 |
1.3882 |
|
4.250 |
1.3778 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4082 |
1.4030 |
| PP |
1.4078 |
1.3991 |
| S1 |
1.4074 |
1.3951 |
|