CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3932 |
1.3893 |
-0.0039 |
-0.3% |
1.3904 |
| High |
1.3935 |
1.4000 |
0.0065 |
0.5% |
1.3955 |
| Low |
1.3827 |
1.3874 |
0.0047 |
0.3% |
1.3720 |
| Close |
1.3854 |
1.3959 |
0.0105 |
0.8% |
1.3836 |
| Range |
0.0108 |
0.0126 |
0.0018 |
16.7% |
0.0235 |
| ATR |
0.0088 |
0.0092 |
0.0004 |
4.7% |
0.0000 |
| Volume |
644 |
209 |
-435 |
-67.5% |
262 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4322 |
1.4267 |
1.4028 |
|
| R3 |
1.4196 |
1.4141 |
1.3994 |
|
| R2 |
1.4070 |
1.4070 |
1.3982 |
|
| R1 |
1.4015 |
1.4015 |
1.3971 |
1.4043 |
| PP |
1.3944 |
1.3944 |
1.3944 |
1.3958 |
| S1 |
1.3889 |
1.3889 |
1.3947 |
1.3917 |
| S2 |
1.3818 |
1.3818 |
1.3936 |
|
| S3 |
1.3692 |
1.3763 |
1.3924 |
|
| S4 |
1.3566 |
1.3637 |
1.3890 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4542 |
1.4424 |
1.3965 |
|
| R3 |
1.4307 |
1.4189 |
1.3901 |
|
| R2 |
1.4072 |
1.4072 |
1.3879 |
|
| R1 |
1.3954 |
1.3954 |
1.3858 |
1.3896 |
| PP |
1.3837 |
1.3837 |
1.3837 |
1.3808 |
| S1 |
1.3719 |
1.3719 |
1.3814 |
1.3661 |
| S2 |
1.3602 |
1.3602 |
1.3793 |
|
| S3 |
1.3367 |
1.3484 |
1.3771 |
|
| S4 |
1.3132 |
1.3249 |
1.3707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4000 |
1.3775 |
0.0225 |
1.6% |
0.0106 |
0.8% |
82% |
True |
False |
268 |
| 10 |
1.4000 |
1.3720 |
0.0280 |
2.0% |
0.0081 |
0.6% |
85% |
True |
False |
164 |
| 20 |
1.4000 |
1.3499 |
0.0501 |
3.6% |
0.0062 |
0.4% |
92% |
True |
False |
94 |
| 40 |
1.4000 |
1.3395 |
0.0605 |
4.3% |
0.0048 |
0.3% |
93% |
True |
False |
49 |
| 60 |
1.4000 |
1.2838 |
0.1162 |
8.3% |
0.0040 |
0.3% |
96% |
True |
False |
34 |
| 80 |
1.4000 |
1.2838 |
0.1162 |
8.3% |
0.0032 |
0.2% |
96% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4536 |
|
2.618 |
1.4330 |
|
1.618 |
1.4204 |
|
1.000 |
1.4126 |
|
0.618 |
1.4078 |
|
HIGH |
1.4000 |
|
0.618 |
1.3952 |
|
0.500 |
1.3937 |
|
0.382 |
1.3922 |
|
LOW |
1.3874 |
|
0.618 |
1.3796 |
|
1.000 |
1.3748 |
|
1.618 |
1.3670 |
|
2.618 |
1.3544 |
|
4.250 |
1.3339 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3952 |
1.3942 |
| PP |
1.3944 |
1.3924 |
| S1 |
1.3937 |
1.3907 |
|