CME Euro FX (E) Future December 2011
Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.3865 |
1.3925 |
0.0060 |
0.4% |
1.3950 |
High |
1.3865 |
1.3925 |
0.0060 |
0.4% |
1.3950 |
Low |
1.3788 |
1.3925 |
0.0137 |
1.0% |
1.3705 |
Close |
1.3824 |
1.3925 |
0.0101 |
0.7% |
1.3798 |
Range |
0.0077 |
0.0000 |
-0.0077 |
-100.0% |
0.0245 |
ATR |
0.0063 |
0.0066 |
0.0003 |
4.3% |
0.0000 |
Volume |
3 |
12 |
9 |
300.0% |
8 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3925 |
1.3925 |
1.3925 |
|
R3 |
1.3925 |
1.3925 |
1.3925 |
|
R2 |
1.3925 |
1.3925 |
1.3925 |
|
R1 |
1.3925 |
1.3925 |
1.3925 |
1.3925 |
PP |
1.3925 |
1.3925 |
1.3925 |
1.3925 |
S1 |
1.3925 |
1.3925 |
1.3925 |
1.3925 |
S2 |
1.3925 |
1.3925 |
1.3925 |
|
S3 |
1.3925 |
1.3925 |
1.3925 |
|
S4 |
1.3925 |
1.3925 |
1.3925 |
|
|
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 |
1.3925 |
2.618 |
1.3925 |
1.618 |
1.3925 |
1.000 |
1.3925 |
0.618 |
1.3925 |
HIGH |
1.3925 |
0.618 |
1.3925 |
0.500 |
1.3925 |
0.382 |
1.3925 |
LOW |
1.3925 |
0.618 |
1.3925 |
1.000 |
1.3925 |
1.618 |
1.3925 |
2.618 |
1.3925 |
4.250 |
1.3925 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3925 |
1.3902 |
PP |
1.3925 |
1.3879 |
S1 |
1.3925 |
1.3857 |
|