CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3799 |
1.3745 |
-0.0054 |
-0.4% |
1.3687 |
| High |
1.3837 |
1.3854 |
0.0017 |
0.1% |
1.3837 |
| Low |
1.3721 |
1.3710 |
-0.0011 |
-0.1% |
1.3523 |
| Close |
1.3741 |
1.3801 |
0.0060 |
0.4% |
1.3741 |
| Range |
0.0116 |
0.0144 |
0.0028 |
24.1% |
0.0314 |
| ATR |
0.0138 |
0.0138 |
0.0000 |
0.3% |
0.0000 |
| Volume |
237,428 |
267,660 |
30,232 |
12.7% |
853,525 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4220 |
1.4155 |
1.3880 |
|
| R3 |
1.4076 |
1.4011 |
1.3841 |
|
| R2 |
1.3932 |
1.3932 |
1.3827 |
|
| R1 |
1.3867 |
1.3867 |
1.3814 |
1.3900 |
| PP |
1.3788 |
1.3788 |
1.3788 |
1.3805 |
| S1 |
1.3723 |
1.3723 |
1.3788 |
1.3756 |
| S2 |
1.3644 |
1.3644 |
1.3775 |
|
| S3 |
1.3500 |
1.3579 |
1.3761 |
|
| S4 |
1.3356 |
1.3435 |
1.3722 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4642 |
1.4506 |
1.3914 |
|
| R3 |
1.4328 |
1.4192 |
1.3827 |
|
| R2 |
1.4014 |
1.4014 |
1.3799 |
|
| R1 |
1.3878 |
1.3878 |
1.3770 |
1.3946 |
| PP |
1.3700 |
1.3700 |
1.3700 |
1.3735 |
| S1 |
1.3564 |
1.3564 |
1.3712 |
1.3632 |
| S2 |
1.3386 |
1.3386 |
1.3683 |
|
| S3 |
1.3072 |
1.3250 |
1.3655 |
|
| S4 |
1.2758 |
1.2936 |
1.3568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3854 |
1.3523 |
0.0331 |
2.4% |
0.0141 |
1.0% |
84% |
True |
False |
224,237 |
| 10 |
1.3854 |
1.3424 |
0.0430 |
3.1% |
0.0131 |
0.9% |
88% |
True |
False |
278,204 |
| 20 |
1.3856 |
1.3424 |
0.0432 |
3.1% |
0.0136 |
1.0% |
87% |
False |
False |
309,897 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.1% |
0.0145 |
1.1% |
94% |
False |
False |
318,097 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.1% |
0.0146 |
1.1% |
94% |
False |
False |
271,937 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0155 |
1.1% |
67% |
False |
False |
204,483 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0156 |
1.1% |
67% |
False |
False |
163,690 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.6% |
0.0151 |
1.1% |
72% |
False |
False |
136,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4466 |
|
2.618 |
1.4231 |
|
1.618 |
1.4087 |
|
1.000 |
1.3998 |
|
0.618 |
1.3943 |
|
HIGH |
1.3854 |
|
0.618 |
1.3799 |
|
0.500 |
1.3782 |
|
0.382 |
1.3765 |
|
LOW |
1.3710 |
|
0.618 |
1.3621 |
|
1.000 |
1.3566 |
|
1.618 |
1.3477 |
|
2.618 |
1.3333 |
|
4.250 |
1.3098 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3795 |
1.3793 |
| PP |
1.3788 |
1.3785 |
| S1 |
1.3782 |
1.3778 |
|