CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4166 |
1.4110 |
-0.0056 |
-0.4% |
1.3880 |
| High |
1.4188 |
1.4156 |
-0.0032 |
-0.2% |
1.4130 |
| Low |
1.4125 |
1.4037 |
-0.0088 |
-0.6% |
1.3814 |
| Close |
1.4152 |
1.4070 |
-0.0082 |
-0.6% |
1.4105 |
| Range |
0.0063 |
0.0119 |
0.0056 |
88.9% |
0.0316 |
| ATR |
0.0096 |
0.0097 |
0.0002 |
1.8% |
0.0000 |
| Volume |
517 |
589 |
72 |
13.9% |
1,385 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4445 |
1.4376 |
1.4135 |
|
| R3 |
1.4326 |
1.4257 |
1.4103 |
|
| R2 |
1.4207 |
1.4207 |
1.4092 |
|
| R1 |
1.4138 |
1.4138 |
1.4081 |
1.4113 |
| PP |
1.4088 |
1.4088 |
1.4088 |
1.4075 |
| S1 |
1.4019 |
1.4019 |
1.4059 |
1.3994 |
| S2 |
1.3969 |
1.3969 |
1.4048 |
|
| S3 |
1.3850 |
1.3900 |
1.4037 |
|
| S4 |
1.3731 |
1.3781 |
1.4005 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4964 |
1.4851 |
1.4279 |
|
| R3 |
1.4648 |
1.4535 |
1.4192 |
|
| R2 |
1.4332 |
1.4332 |
1.4163 |
|
| R1 |
1.4219 |
1.4219 |
1.4134 |
1.4276 |
| PP |
1.4016 |
1.4016 |
1.4016 |
1.4045 |
| S1 |
1.3903 |
1.3903 |
1.4076 |
1.3960 |
| S2 |
1.3700 |
1.3700 |
1.4047 |
|
| S3 |
1.3384 |
1.3587 |
1.4018 |
|
| S4 |
1.3068 |
1.3271 |
1.3931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4188 |
1.3874 |
0.0314 |
2.2% |
0.0117 |
0.8% |
62% |
False |
False |
386 |
| 10 |
1.4188 |
1.3720 |
0.0468 |
3.3% |
0.0107 |
0.8% |
75% |
False |
False |
308 |
| 20 |
1.4188 |
1.3718 |
0.0470 |
3.3% |
0.0071 |
0.5% |
75% |
False |
False |
169 |
| 40 |
1.4188 |
1.3395 |
0.0793 |
5.6% |
0.0057 |
0.4% |
85% |
False |
False |
92 |
| 60 |
1.4188 |
1.2838 |
0.1350 |
9.6% |
0.0048 |
0.3% |
91% |
False |
False |
62 |
| 80 |
1.4188 |
1.2838 |
0.1350 |
9.6% |
0.0038 |
0.3% |
91% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4662 |
|
2.618 |
1.4468 |
|
1.618 |
1.4349 |
|
1.000 |
1.4275 |
|
0.618 |
1.4230 |
|
HIGH |
1.4156 |
|
0.618 |
1.4111 |
|
0.500 |
1.4097 |
|
0.382 |
1.4082 |
|
LOW |
1.4037 |
|
0.618 |
1.3963 |
|
1.000 |
1.3918 |
|
1.618 |
1.3844 |
|
2.618 |
1.3725 |
|
4.250 |
1.3531 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4097 |
1.4113 |
| PP |
1.4088 |
1.4098 |
| S1 |
1.4079 |
1.4084 |
|