CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3745 |
1.3803 |
0.0058 |
0.4% |
1.3687 |
| High |
1.3854 |
1.3853 |
-0.0001 |
0.0% |
1.3837 |
| Low |
1.3710 |
1.3761 |
0.0051 |
0.4% |
1.3523 |
| Close |
1.3801 |
1.3770 |
-0.0031 |
-0.2% |
1.3741 |
| Range |
0.0144 |
0.0092 |
-0.0052 |
-36.1% |
0.0314 |
| ATR |
0.0138 |
0.0135 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
267,660 |
275,704 |
8,044 |
3.0% |
853,525 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4071 |
1.4012 |
1.3821 |
|
| R3 |
1.3979 |
1.3920 |
1.3795 |
|
| R2 |
1.3887 |
1.3887 |
1.3787 |
|
| R1 |
1.3828 |
1.3828 |
1.3778 |
1.3812 |
| PP |
1.3795 |
1.3795 |
1.3795 |
1.3786 |
| S1 |
1.3736 |
1.3736 |
1.3762 |
1.3720 |
| S2 |
1.3703 |
1.3703 |
1.3753 |
|
| S3 |
1.3611 |
1.3644 |
1.3745 |
|
| S4 |
1.3519 |
1.3552 |
1.3719 |
|
|
| 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 |
1.3651 |
0.0203 |
1.5% |
0.0121 |
0.9% |
59% |
False |
False |
279,377 |
| 10 |
1.3854 |
1.3457 |
0.0397 |
2.9% |
0.0127 |
0.9% |
79% |
False |
False |
277,085 |
| 20 |
1.3856 |
1.3424 |
0.0432 |
3.1% |
0.0132 |
1.0% |
80% |
False |
False |
307,093 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0144 |
1.0% |
91% |
False |
False |
322,780 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0145 |
1.0% |
91% |
False |
False |
276,304 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0154 |
1.1% |
65% |
False |
False |
207,926 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0156 |
1.1% |
65% |
False |
False |
166,439 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.6% |
0.0151 |
1.1% |
70% |
False |
False |
138,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4244 |
|
2.618 |
1.4094 |
|
1.618 |
1.4002 |
|
1.000 |
1.3945 |
|
0.618 |
1.3910 |
|
HIGH |
1.3853 |
|
0.618 |
1.3818 |
|
0.500 |
1.3807 |
|
0.382 |
1.3796 |
|
LOW |
1.3761 |
|
0.618 |
1.3704 |
|
1.000 |
1.3669 |
|
1.618 |
1.3612 |
|
2.618 |
1.3520 |
|
4.250 |
1.3370 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3807 |
1.3782 |
| PP |
1.3795 |
1.3778 |
| S1 |
1.3782 |
1.3774 |
|