CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4115 |
1.3995 |
-0.0120 |
-0.9% |
1.4123 |
| High |
1.4122 |
1.4056 |
-0.0066 |
-0.5% |
1.4188 |
| Low |
1.4009 |
1.3970 |
-0.0039 |
-0.3% |
1.4009 |
| Close |
1.4018 |
1.4045 |
0.0027 |
0.2% |
1.4018 |
| Range |
0.0113 |
0.0086 |
-0.0027 |
-23.9% |
0.0179 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
489 |
256 |
-233 |
-47.6% |
2,237 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4282 |
1.4249 |
1.4092 |
|
| R3 |
1.4196 |
1.4163 |
1.4069 |
|
| R2 |
1.4110 |
1.4110 |
1.4061 |
|
| R1 |
1.4077 |
1.4077 |
1.4053 |
1.4094 |
| PP |
1.4024 |
1.4024 |
1.4024 |
1.4032 |
| S1 |
1.3991 |
1.3991 |
1.4037 |
1.4008 |
| S2 |
1.3938 |
1.3938 |
1.4029 |
|
| S3 |
1.3852 |
1.3905 |
1.4021 |
|
| S4 |
1.3766 |
1.3819 |
1.3998 |
|
|
| 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 |
1.3970 |
0.0218 |
1.6% |
0.0104 |
0.7% |
34% |
False |
True |
412 |
| 10 |
1.4188 |
1.3814 |
0.0374 |
2.7% |
0.0118 |
0.8% |
62% |
False |
False |
373 |
| 20 |
1.4188 |
1.3720 |
0.0468 |
3.3% |
0.0087 |
0.6% |
69% |
False |
False |
217 |
| 40 |
1.4188 |
1.3395 |
0.0793 |
5.6% |
0.0064 |
0.5% |
82% |
False |
False |
116 |
| 60 |
1.4188 |
1.2838 |
0.1350 |
9.6% |
0.0052 |
0.4% |
89% |
False |
False |
78 |
| 80 |
1.4188 |
1.2838 |
0.1350 |
9.6% |
0.0042 |
0.3% |
89% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4422 |
|
2.618 |
1.4281 |
|
1.618 |
1.4195 |
|
1.000 |
1.4142 |
|
0.618 |
1.4109 |
|
HIGH |
1.4056 |
|
0.618 |
1.4023 |
|
0.500 |
1.4013 |
|
0.382 |
1.4003 |
|
LOW |
1.3970 |
|
0.618 |
1.3917 |
|
1.000 |
1.3884 |
|
1.618 |
1.3831 |
|
2.618 |
1.3745 |
|
4.250 |
1.3605 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4034 |
1.4061 |
| PP |
1.4024 |
1.4056 |
| S1 |
1.4013 |
1.4050 |
|