CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3774 |
1.3863 |
0.0089 |
0.6% |
1.3687 |
| High |
1.3890 |
1.3975 |
0.0085 |
0.6% |
1.3837 |
| Low |
1.3742 |
1.3831 |
0.0089 |
0.6% |
1.3523 |
| Close |
1.3860 |
1.3956 |
0.0096 |
0.7% |
1.3741 |
| Range |
0.0148 |
0.0144 |
-0.0004 |
-2.7% |
0.0314 |
| ATR |
0.0136 |
0.0137 |
0.0001 |
0.4% |
0.0000 |
| Volume |
335,102 |
430,364 |
95,262 |
28.4% |
853,525 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4353 |
1.4298 |
1.4035 |
|
| R3 |
1.4209 |
1.4154 |
1.3996 |
|
| R2 |
1.4065 |
1.4065 |
1.3982 |
|
| R1 |
1.4010 |
1.4010 |
1.3969 |
1.4038 |
| PP |
1.3921 |
1.3921 |
1.3921 |
1.3934 |
| S1 |
1.3866 |
1.3866 |
1.3943 |
1.3894 |
| S2 |
1.3777 |
1.3777 |
1.3930 |
|
| S3 |
1.3633 |
1.3722 |
1.3916 |
|
| S4 |
1.3489 |
1.3578 |
1.3877 |
|
|
| 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 |
1.3975 |
1.3710 |
0.0265 |
1.9% |
0.0129 |
0.9% |
93% |
True |
False |
309,251 |
| 10 |
1.3975 |
1.3523 |
0.0452 |
3.2% |
0.0134 |
1.0% |
96% |
True |
False |
280,870 |
| 20 |
1.3975 |
1.3424 |
0.0551 |
3.9% |
0.0135 |
1.0% |
97% |
True |
False |
313,512 |
| 40 |
1.3975 |
1.2870 |
0.1105 |
7.9% |
0.0144 |
1.0% |
98% |
True |
False |
328,482 |
| 60 |
1.3975 |
1.2870 |
0.1105 |
7.9% |
0.0142 |
1.0% |
98% |
True |
False |
288,487 |
| 80 |
1.4055 |
1.2870 |
0.1185 |
8.5% |
0.0153 |
1.1% |
92% |
False |
False |
217,468 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
9.9% |
0.0156 |
1.1% |
79% |
False |
False |
174,082 |
| 120 |
1.4250 |
1.2781 |
0.1469 |
10.5% |
0.0153 |
1.1% |
80% |
False |
False |
145,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4587 |
|
2.618 |
1.4352 |
|
1.618 |
1.4208 |
|
1.000 |
1.4119 |
|
0.618 |
1.4064 |
|
HIGH |
1.3975 |
|
0.618 |
1.3920 |
|
0.500 |
1.3903 |
|
0.382 |
1.3886 |
|
LOW |
1.3831 |
|
0.618 |
1.3742 |
|
1.000 |
1.3687 |
|
1.618 |
1.3598 |
|
2.618 |
1.3454 |
|
4.250 |
1.3219 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3938 |
1.3924 |
| PP |
1.3921 |
1.3891 |
| S1 |
1.3903 |
1.3859 |
|