CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3950 |
1.3842 |
-0.0108 |
-0.8% |
1.3755 |
| High |
1.3950 |
1.3842 |
-0.0108 |
-0.8% |
1.3890 |
| Low |
1.3950 |
1.3810 |
-0.0140 |
-1.0% |
1.3691 |
| Close |
1.3872 |
1.3807 |
-0.0065 |
-0.5% |
1.3890 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0199 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3916 |
1.3893 |
1.3825 |
|
| R3 |
1.3884 |
1.3861 |
1.3816 |
|
| R2 |
1.3852 |
1.3852 |
1.3813 |
|
| R1 |
1.3829 |
1.3829 |
1.3810 |
1.3825 |
| PP |
1.3820 |
1.3820 |
1.3820 |
1.3817 |
| S1 |
1.3797 |
1.3797 |
1.3804 |
1.3793 |
| S2 |
1.3788 |
1.3788 |
1.3801 |
|
| S3 |
1.3756 |
1.3765 |
1.3798 |
|
| S4 |
1.3724 |
1.3733 |
1.3789 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4421 |
1.4354 |
1.3999 |
|
| R3 |
1.4222 |
1.4155 |
1.3945 |
|
| R2 |
1.4023 |
1.4023 |
1.3926 |
|
| R1 |
1.3956 |
1.3956 |
1.3908 |
1.3990 |
| PP |
1.3824 |
1.3824 |
1.3824 |
1.3840 |
| S1 |
1.3757 |
1.3757 |
1.3872 |
1.3791 |
| S2 |
1.3625 |
1.3625 |
1.3854 |
|
| S3 |
1.3426 |
1.3558 |
1.3835 |
|
| S4 |
1.3227 |
1.3359 |
1.3781 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3978 |
|
2.618 |
1.3926 |
|
1.618 |
1.3894 |
|
1.000 |
1.3874 |
|
0.618 |
1.3862 |
|
HIGH |
1.3842 |
|
0.618 |
1.3830 |
|
0.500 |
1.3826 |
|
0.382 |
1.3822 |
|
LOW |
1.3810 |
|
0.618 |
1.3790 |
|
1.000 |
1.3778 |
|
1.618 |
1.3758 |
|
2.618 |
1.3726 |
|
4.250 |
1.3674 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3826 |
1.3880 |
| PP |
1.3820 |
1.3856 |
| S1 |
1.3813 |
1.3831 |
|