CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4050 |
1.4115 |
0.0065 |
0.5% |
1.4123 |
| High |
1.4152 |
1.4122 |
-0.0030 |
-0.2% |
1.4188 |
| Low |
1.4011 |
1.4009 |
-0.0002 |
0.0% |
1.4009 |
| Close |
1.4131 |
1.4018 |
-0.0113 |
-0.8% |
1.4018 |
| Range |
0.0141 |
0.0113 |
-0.0028 |
-19.9% |
0.0179 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
1.5% |
0.0000 |
| Volume |
210 |
489 |
279 |
132.9% |
2,237 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4389 |
1.4316 |
1.4080 |
|
| R3 |
1.4276 |
1.4203 |
1.4049 |
|
| R2 |
1.4163 |
1.4163 |
1.4039 |
|
| R1 |
1.4090 |
1.4090 |
1.4028 |
1.4070 |
| PP |
1.4050 |
1.4050 |
1.4050 |
1.4040 |
| S1 |
1.3977 |
1.3977 |
1.4008 |
1.3957 |
| S2 |
1.3937 |
1.3937 |
1.3997 |
|
| S3 |
1.3824 |
1.3864 |
1.3987 |
|
| S4 |
1.3711 |
1.3751 |
1.3956 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4609 |
1.4492 |
1.4116 |
|
| R3 |
1.4430 |
1.4313 |
1.4067 |
|
| R2 |
1.4251 |
1.4251 |
1.4051 |
|
| R1 |
1.4134 |
1.4134 |
1.4034 |
1.4103 |
| PP |
1.4072 |
1.4072 |
1.4072 |
1.4056 |
| S1 |
1.3955 |
1.3955 |
1.4002 |
1.3924 |
| S2 |
1.3893 |
1.3893 |
1.3985 |
|
| S3 |
1.3714 |
1.3776 |
1.3969 |
|
| S4 |
1.3535 |
1.3597 |
1.3920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4188 |
1.4009 |
0.0179 |
1.3% |
0.0105 |
0.7% |
5% |
False |
True |
447 |
| 10 |
1.4188 |
1.3814 |
0.0374 |
2.7% |
0.0117 |
0.8% |
55% |
False |
False |
362 |
| 20 |
1.4188 |
1.3720 |
0.0468 |
3.3% |
0.0084 |
0.6% |
64% |
False |
False |
204 |
| 40 |
1.4188 |
1.3395 |
0.0793 |
5.7% |
0.0063 |
0.5% |
79% |
False |
False |
109 |
| 60 |
1.4188 |
1.2838 |
0.1350 |
9.6% |
0.0051 |
0.4% |
87% |
False |
False |
74 |
| 80 |
1.4188 |
1.2838 |
0.1350 |
9.6% |
0.0041 |
0.3% |
87% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4602 |
|
2.618 |
1.4418 |
|
1.618 |
1.4305 |
|
1.000 |
1.4235 |
|
0.618 |
1.4192 |
|
HIGH |
1.4122 |
|
0.618 |
1.4079 |
|
0.500 |
1.4066 |
|
0.382 |
1.4052 |
|
LOW |
1.4009 |
|
0.618 |
1.3939 |
|
1.000 |
1.3896 |
|
1.618 |
1.3826 |
|
2.618 |
1.3713 |
|
4.250 |
1.3529 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4066 |
1.4083 |
| PP |
1.4050 |
1.4061 |
| S1 |
1.4034 |
1.4040 |
|