CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4110 |
1.4050 |
-0.0060 |
-0.4% |
1.3880 |
| High |
1.4156 |
1.4152 |
-0.0004 |
0.0% |
1.4130 |
| Low |
1.4037 |
1.4011 |
-0.0026 |
-0.2% |
1.3814 |
| Close |
1.4070 |
1.4131 |
0.0061 |
0.4% |
1.4105 |
| Range |
0.0119 |
0.0141 |
0.0022 |
18.5% |
0.0316 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
3.2% |
0.0000 |
| Volume |
589 |
210 |
-379 |
-64.3% |
1,385 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4521 |
1.4467 |
1.4209 |
|
| R3 |
1.4380 |
1.4326 |
1.4170 |
|
| R2 |
1.4239 |
1.4239 |
1.4157 |
|
| R1 |
1.4185 |
1.4185 |
1.4144 |
1.4212 |
| PP |
1.4098 |
1.4098 |
1.4098 |
1.4112 |
| S1 |
1.4044 |
1.4044 |
1.4118 |
1.4071 |
| S2 |
1.3957 |
1.3957 |
1.4105 |
|
| S3 |
1.3816 |
1.3903 |
1.4092 |
|
| S4 |
1.3675 |
1.3762 |
1.4053 |
|
|
| 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 |
1.3941 |
0.0247 |
1.7% |
0.0120 |
0.8% |
77% |
False |
False |
386 |
| 10 |
1.4188 |
1.3775 |
0.0413 |
2.9% |
0.0113 |
0.8% |
86% |
False |
False |
327 |
| 20 |
1.4188 |
1.3718 |
0.0470 |
3.3% |
0.0078 |
0.6% |
88% |
False |
False |
180 |
| 40 |
1.4188 |
1.3395 |
0.0793 |
5.6% |
0.0061 |
0.4% |
93% |
False |
False |
97 |
| 60 |
1.4188 |
1.2838 |
0.1350 |
9.6% |
0.0049 |
0.3% |
96% |
False |
False |
66 |
| 80 |
1.4188 |
1.2838 |
0.1350 |
9.6% |
0.0040 |
0.3% |
96% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4751 |
|
2.618 |
1.4521 |
|
1.618 |
1.4380 |
|
1.000 |
1.4293 |
|
0.618 |
1.4239 |
|
HIGH |
1.4152 |
|
0.618 |
1.4098 |
|
0.500 |
1.4082 |
|
0.382 |
1.4065 |
|
LOW |
1.4011 |
|
0.618 |
1.3924 |
|
1.000 |
1.3870 |
|
1.618 |
1.3783 |
|
2.618 |
1.3642 |
|
4.250 |
1.3412 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4115 |
1.4121 |
| PP |
1.4098 |
1.4110 |
| S1 |
1.4082 |
1.4100 |
|