CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3775 |
1.3838 |
0.0063 |
0.5% |
1.3605 |
| High |
1.3820 |
1.3920 |
0.0100 |
0.7% |
1.3724 |
| Low |
1.3775 |
1.3838 |
0.0063 |
0.5% |
1.3587 |
| Close |
1.3814 |
1.3901 |
0.0087 |
0.6% |
1.3694 |
| Range |
0.0045 |
0.0082 |
0.0037 |
82.2% |
0.0137 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.9% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
143 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4132 |
1.4099 |
1.3946 |
|
| R3 |
1.4050 |
1.4017 |
1.3924 |
|
| R2 |
1.3968 |
1.3968 |
1.3916 |
|
| R1 |
1.3935 |
1.3935 |
1.3909 |
1.3952 |
| PP |
1.3886 |
1.3886 |
1.3886 |
1.3895 |
| S1 |
1.3853 |
1.3853 |
1.3893 |
1.3870 |
| S2 |
1.3804 |
1.3804 |
1.3886 |
|
| S3 |
1.3722 |
1.3771 |
1.3878 |
|
| S4 |
1.3640 |
1.3689 |
1.3856 |
|
|
| 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 |
1.3920 |
1.3718 |
0.0202 |
1.5% |
0.0031 |
0.2% |
91% |
True |
False |
4 |
| 10 |
1.3920 |
1.3499 |
0.0421 |
3.0% |
0.0043 |
0.3% |
95% |
True |
False |
23 |
| 20 |
1.3920 |
1.3395 |
0.0525 |
3.8% |
0.0041 |
0.3% |
96% |
True |
False |
15 |
| 40 |
1.3920 |
1.2838 |
0.1082 |
7.8% |
0.0036 |
0.3% |
98% |
True |
False |
9 |
| 60 |
1.3920 |
1.2838 |
0.1082 |
7.8% |
0.0029 |
0.2% |
98% |
True |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4269 |
|
2.618 |
1.4135 |
|
1.618 |
1.4053 |
|
1.000 |
1.4002 |
|
0.618 |
1.3971 |
|
HIGH |
1.3920 |
|
0.618 |
1.3889 |
|
0.500 |
1.3879 |
|
0.382 |
1.3869 |
|
LOW |
1.3838 |
|
0.618 |
1.3787 |
|
1.000 |
1.3756 |
|
1.618 |
1.3705 |
|
2.618 |
1.3623 |
|
4.250 |
1.3490 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3894 |
1.3875 |
| PP |
1.3886 |
1.3848 |
| S1 |
1.3879 |
1.3822 |
|