CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3968 |
1.3904 |
-0.0064 |
-0.5% |
1.3745 |
| High |
1.3988 |
1.3941 |
-0.0047 |
-0.3% |
1.4007 |
| Low |
1.3860 |
1.3854 |
-0.0006 |
0.0% |
1.3710 |
| Close |
1.3901 |
1.3903 |
0.0002 |
0.0% |
1.3985 |
| Range |
0.0128 |
0.0087 |
-0.0041 |
-32.0% |
0.0297 |
| ATR |
0.0128 |
0.0125 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
294,265 |
221,109 |
-73,156 |
-24.9% |
1,643,118 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4160 |
1.4119 |
1.3951 |
|
| R3 |
1.4073 |
1.4032 |
1.3927 |
|
| R2 |
1.3986 |
1.3986 |
1.3919 |
|
| R1 |
1.3945 |
1.3945 |
1.3911 |
1.3922 |
| PP |
1.3899 |
1.3899 |
1.3899 |
1.3888 |
| S1 |
1.3858 |
1.3858 |
1.3895 |
1.3835 |
| S2 |
1.3812 |
1.3812 |
1.3887 |
|
| S3 |
1.3725 |
1.3771 |
1.3879 |
|
| S4 |
1.3638 |
1.3684 |
1.3855 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4792 |
1.4685 |
1.4148 |
|
| R3 |
1.4495 |
1.4388 |
1.4067 |
|
| R2 |
1.4198 |
1.4198 |
1.4039 |
|
| R1 |
1.4091 |
1.4091 |
1.4012 |
1.4145 |
| PP |
1.3901 |
1.3901 |
1.3901 |
1.3927 |
| S1 |
1.3794 |
1.3794 |
1.3958 |
1.3848 |
| S2 |
1.3604 |
1.3604 |
1.3931 |
|
| S3 |
1.3307 |
1.3497 |
1.3903 |
|
| S4 |
1.3010 |
1.3200 |
1.3822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4035 |
1.3831 |
0.0204 |
1.5% |
0.0102 |
0.7% |
35% |
False |
False |
302,855 |
| 10 |
1.4035 |
1.3701 |
0.0334 |
2.4% |
0.0113 |
0.8% |
60% |
False |
False |
294,078 |
| 20 |
1.4035 |
1.3424 |
0.0611 |
4.4% |
0.0123 |
0.9% |
78% |
False |
False |
297,193 |
| 40 |
1.4035 |
1.2899 |
0.1136 |
8.2% |
0.0139 |
1.0% |
88% |
False |
False |
318,847 |
| 60 |
1.4035 |
1.2870 |
0.1165 |
8.4% |
0.0140 |
1.0% |
89% |
False |
False |
297,746 |
| 80 |
1.4035 |
1.2870 |
0.1165 |
8.4% |
0.0148 |
1.1% |
89% |
False |
False |
230,963 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
9.9% |
0.0154 |
1.1% |
75% |
False |
False |
184,908 |
| 120 |
1.4250 |
1.2870 |
0.1380 |
9.9% |
0.0152 |
1.1% |
75% |
False |
False |
154,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4311 |
|
2.618 |
1.4169 |
|
1.618 |
1.4082 |
|
1.000 |
1.4028 |
|
0.618 |
1.3995 |
|
HIGH |
1.3941 |
|
0.618 |
1.3908 |
|
0.500 |
1.3898 |
|
0.382 |
1.3887 |
|
LOW |
1.3854 |
|
0.618 |
1.3800 |
|
1.000 |
1.3767 |
|
1.618 |
1.3713 |
|
2.618 |
1.3626 |
|
4.250 |
1.3484 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3901 |
1.3945 |
| PP |
1.3899 |
1.3931 |
| S1 |
1.3898 |
1.3917 |
|