CME Euro FX (E) Future September 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.3750 |
1.3724 |
-0.0026 |
-0.2% |
1.3605 |
High |
1.3780 |
1.3724 |
-0.0056 |
-0.4% |
1.3724 |
Low |
1.3750 |
1.3724 |
-0.0026 |
-0.2% |
1.3587 |
Close |
1.3754 |
1.3724 |
-0.0030 |
-0.2% |
1.3694 |
Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0137 |
ATR |
0.0077 |
0.0074 |
-0.0003 |
-4.4% |
0.0000 |
Volume |
1 |
18 |
17 |
1,700.0% |
143 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3724 |
1.3724 |
1.3724 |
|
R3 |
1.3724 |
1.3724 |
1.3724 |
|
R2 |
1.3724 |
1.3724 |
1.3724 |
|
R1 |
1.3724 |
1.3724 |
1.3724 |
1.3724 |
PP |
1.3724 |
1.3724 |
1.3724 |
1.3724 |
S1 |
1.3724 |
1.3724 |
1.3724 |
1.3724 |
S2 |
1.3724 |
1.3724 |
1.3724 |
|
S3 |
1.3724 |
1.3724 |
1.3724 |
|
S4 |
1.3724 |
1.3724 |
1.3724 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4079 |
1.4024 |
1.3769 |
|
R3 |
1.3942 |
1.3887 |
1.3732 |
|
R2 |
1.3805 |
1.3805 |
1.3719 |
|
R1 |
1.3750 |
1.3750 |
1.3707 |
1.3778 |
PP |
1.3668 |
1.3668 |
1.3668 |
1.3682 |
S1 |
1.3613 |
1.3613 |
1.3681 |
1.3641 |
S2 |
1.3531 |
1.3531 |
1.3669 |
|
S3 |
1.3394 |
1.3476 |
1.3656 |
|
S4 |
1.3257 |
1.3339 |
1.3619 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3780 |
1.3700 |
0.0080 |
0.6% |
0.0010 |
0.1% |
30% |
False |
False |
29 |
10 |
1.3780 |
1.3470 |
0.0310 |
2.3% |
0.0032 |
0.2% |
82% |
False |
False |
26 |
20 |
1.3812 |
1.3395 |
0.0417 |
3.0% |
0.0042 |
0.3% |
79% |
False |
False |
15 |
40 |
1.3812 |
1.2838 |
0.0974 |
7.1% |
0.0035 |
0.3% |
91% |
False |
False |
9 |
60 |
1.3812 |
1.2838 |
0.0974 |
7.1% |
0.0027 |
0.2% |
91% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3724 |
2.618 |
1.3724 |
1.618 |
1.3724 |
1.000 |
1.3724 |
0.618 |
1.3724 |
HIGH |
1.3724 |
0.618 |
1.3724 |
0.500 |
1.3724 |
0.382 |
1.3724 |
LOW |
1.3724 |
0.618 |
1.3724 |
1.000 |
1.3724 |
1.618 |
1.3724 |
2.618 |
1.3724 |
4.250 |
1.3724 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3724 |
1.3749 |
PP |
1.3724 |
1.3741 |
S1 |
1.3724 |
1.3732 |
|