CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3904 |
1.3855 |
-0.0049 |
-0.4% |
1.3750 |
| High |
1.3955 |
1.3889 |
-0.0066 |
-0.5% |
1.3931 |
| Low |
1.3904 |
1.3806 |
-0.0098 |
-0.7% |
1.3724 |
| Close |
1.3911 |
1.3846 |
-0.0065 |
-0.5% |
1.3929 |
| Range |
0.0051 |
0.0083 |
0.0032 |
62.7% |
0.0207 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
3.2% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
207 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4096 |
1.4054 |
1.3892 |
|
| R3 |
1.4013 |
1.3971 |
1.3869 |
|
| R2 |
1.3930 |
1.3930 |
1.3861 |
|
| R1 |
1.3888 |
1.3888 |
1.3854 |
1.3868 |
| PP |
1.3847 |
1.3847 |
1.3847 |
1.3837 |
| S1 |
1.3805 |
1.3805 |
1.3838 |
1.3785 |
| S2 |
1.3764 |
1.3764 |
1.3831 |
|
| S3 |
1.3681 |
1.3722 |
1.3823 |
|
| S4 |
1.3598 |
1.3639 |
1.3800 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4482 |
1.4413 |
1.4043 |
|
| R3 |
1.4275 |
1.4206 |
1.3986 |
|
| R2 |
1.4068 |
1.4068 |
1.3967 |
|
| R1 |
1.3999 |
1.3999 |
1.3948 |
1.4034 |
| PP |
1.3861 |
1.3861 |
1.3861 |
1.3879 |
| S1 |
1.3792 |
1.3792 |
1.3910 |
1.3827 |
| S2 |
1.3654 |
1.3654 |
1.3891 |
|
| S3 |
1.3447 |
1.3585 |
1.3872 |
|
| S4 |
1.3240 |
1.3378 |
1.3815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3955 |
1.3775 |
0.0180 |
1.3% |
0.0059 |
0.4% |
39% |
False |
False |
41 |
| 10 |
1.3955 |
1.3700 |
0.0255 |
1.8% |
0.0035 |
0.2% |
57% |
False |
False |
35 |
| 20 |
1.3955 |
1.3395 |
0.0560 |
4.0% |
0.0041 |
0.3% |
81% |
False |
False |
24 |
| 40 |
1.3955 |
1.2838 |
0.1117 |
8.1% |
0.0038 |
0.3% |
90% |
False |
False |
14 |
| 60 |
1.3955 |
1.2838 |
0.1117 |
8.1% |
0.0032 |
0.2% |
90% |
False |
False |
10 |
| 80 |
1.3955 |
1.2838 |
0.1117 |
8.1% |
0.0024 |
0.2% |
90% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4242 |
|
2.618 |
1.4106 |
|
1.618 |
1.4023 |
|
1.000 |
1.3972 |
|
0.618 |
1.3940 |
|
HIGH |
1.3889 |
|
0.618 |
1.3857 |
|
0.500 |
1.3848 |
|
0.382 |
1.3838 |
|
LOW |
1.3806 |
|
0.618 |
1.3755 |
|
1.000 |
1.3723 |
|
1.618 |
1.3672 |
|
2.618 |
1.3589 |
|
4.250 |
1.3453 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3848 |
1.3881 |
| PP |
1.3847 |
1.3869 |
| S1 |
1.3847 |
1.3858 |
|