CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3798 |
1.3829 |
0.0031 |
0.2% |
1.3950 |
| High |
1.3798 |
1.3870 |
0.0072 |
0.5% |
1.3950 |
| Low |
1.3798 |
1.3818 |
0.0020 |
0.1% |
1.3705 |
| Close |
1.3798 |
1.3902 |
0.0104 |
0.8% |
1.3798 |
| Range |
0.0000 |
0.0052 |
0.0052 |
|
0.0245 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.4% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4019 |
1.4013 |
1.3931 |
|
| R3 |
1.3967 |
1.3961 |
1.3916 |
|
| R2 |
1.3915 |
1.3915 |
1.3912 |
|
| R1 |
1.3909 |
1.3909 |
1.3907 |
1.3912 |
| PP |
1.3863 |
1.3863 |
1.3863 |
1.3865 |
| S1 |
1.3857 |
1.3857 |
1.3897 |
1.3860 |
| S2 |
1.3811 |
1.3811 |
1.3892 |
|
| S3 |
1.3759 |
1.3805 |
1.3888 |
|
| S4 |
1.3707 |
1.3753 |
1.3873 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4553 |
1.4420 |
1.3933 |
|
| R3 |
1.4308 |
1.4175 |
1.3865 |
|
| R2 |
1.4063 |
1.4063 |
1.3843 |
|
| R1 |
1.3930 |
1.3930 |
1.3820 |
1.3874 |
| PP |
1.3818 |
1.3818 |
1.3818 |
1.3790 |
| S1 |
1.3685 |
1.3685 |
1.3776 |
1.3629 |
| S2 |
1.3573 |
1.3573 |
1.3753 |
|
| S3 |
1.3328 |
1.3440 |
1.3731 |
|
| S4 |
1.3083 |
1.3195 |
1.3663 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4091 |
|
2.618 |
1.4006 |
|
1.618 |
1.3954 |
|
1.000 |
1.3922 |
|
0.618 |
1.3902 |
|
HIGH |
1.3870 |
|
0.618 |
1.3850 |
|
0.500 |
1.3844 |
|
0.382 |
1.3838 |
|
LOW |
1.3818 |
|
0.618 |
1.3786 |
|
1.000 |
1.3766 |
|
1.618 |
1.3734 |
|
2.618 |
1.3682 |
|
4.250 |
1.3597 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3883 |
1.3864 |
| PP |
1.3863 |
1.3826 |
| S1 |
1.3844 |
1.3788 |
|