CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4020 |
1.4025 |
0.0005 |
0.0% |
1.4123 |
| High |
1.4089 |
1.4088 |
-0.0001 |
0.0% |
1.4188 |
| Low |
1.3999 |
1.4010 |
0.0011 |
0.1% |
1.4009 |
| Close |
1.4034 |
1.4066 |
0.0032 |
0.2% |
1.4018 |
| Range |
0.0090 |
0.0078 |
-0.0012 |
-13.3% |
0.0179 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
238 |
345 |
107 |
45.0% |
2,237 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4289 |
1.4255 |
1.4109 |
|
| R3 |
1.4211 |
1.4177 |
1.4087 |
|
| R2 |
1.4133 |
1.4133 |
1.4080 |
|
| R1 |
1.4099 |
1.4099 |
1.4073 |
1.4116 |
| PP |
1.4055 |
1.4055 |
1.4055 |
1.4063 |
| S1 |
1.4021 |
1.4021 |
1.4059 |
1.4038 |
| S2 |
1.3977 |
1.3977 |
1.4052 |
|
| S3 |
1.3899 |
1.3943 |
1.4045 |
|
| S4 |
1.3821 |
1.3865 |
1.4023 |
|
|
| 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 |
1.4152 |
1.3970 |
0.0182 |
1.3% |
0.0102 |
0.7% |
53% |
False |
False |
307 |
| 10 |
1.4188 |
1.3874 |
0.0314 |
2.2% |
0.0109 |
0.8% |
61% |
False |
False |
346 |
| 20 |
1.4188 |
1.3720 |
0.0468 |
3.3% |
0.0093 |
0.7% |
74% |
False |
False |
245 |
| 40 |
1.4188 |
1.3395 |
0.0793 |
5.6% |
0.0065 |
0.5% |
85% |
False |
False |
130 |
| 60 |
1.4188 |
1.2838 |
0.1350 |
9.6% |
0.0053 |
0.4% |
91% |
False |
False |
88 |
| 80 |
1.4188 |
1.2838 |
0.1350 |
9.6% |
0.0044 |
0.3% |
91% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4420 |
|
2.618 |
1.4292 |
|
1.618 |
1.4214 |
|
1.000 |
1.4166 |
|
0.618 |
1.4136 |
|
HIGH |
1.4088 |
|
0.618 |
1.4058 |
|
0.500 |
1.4049 |
|
0.382 |
1.4040 |
|
LOW |
1.4010 |
|
0.618 |
1.3962 |
|
1.000 |
1.3932 |
|
1.618 |
1.3884 |
|
2.618 |
1.3806 |
|
4.250 |
1.3679 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4060 |
1.4054 |
| PP |
1.4055 |
1.4042 |
| S1 |
1.4049 |
1.4030 |
|