CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3863 |
1.3959 |
0.0096 |
0.7% |
1.3745 |
| High |
1.3975 |
1.4007 |
0.0032 |
0.2% |
1.4007 |
| Low |
1.3831 |
1.3938 |
0.0107 |
0.8% |
1.3710 |
| Close |
1.3956 |
1.3985 |
0.0029 |
0.2% |
1.3985 |
| Range |
0.0144 |
0.0069 |
-0.0075 |
-52.1% |
0.0297 |
| ATR |
0.0137 |
0.0132 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
430,364 |
334,288 |
-96,076 |
-22.3% |
1,643,118 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4184 |
1.4153 |
1.4023 |
|
| R3 |
1.4115 |
1.4084 |
1.4004 |
|
| R2 |
1.4046 |
1.4046 |
1.3998 |
|
| R1 |
1.4015 |
1.4015 |
1.3991 |
1.4031 |
| PP |
1.3977 |
1.3977 |
1.3977 |
1.3984 |
| S1 |
1.3946 |
1.3946 |
1.3979 |
1.3962 |
| S2 |
1.3908 |
1.3908 |
1.3972 |
|
| S3 |
1.3839 |
1.3877 |
1.3966 |
|
| S4 |
1.3770 |
1.3808 |
1.3947 |
|
|
| 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 |
1.4007 |
1.3710 |
0.0297 |
2.1% |
0.0119 |
0.9% |
93% |
True |
False |
328,623 |
| 10 |
1.4007 |
1.3523 |
0.0484 |
3.5% |
0.0133 |
0.9% |
95% |
True |
False |
284,931 |
| 20 |
1.4007 |
1.3424 |
0.0583 |
4.2% |
0.0127 |
0.9% |
96% |
True |
False |
309,552 |
| 40 |
1.4007 |
1.2870 |
0.1137 |
8.1% |
0.0141 |
1.0% |
98% |
True |
False |
327,929 |
| 60 |
1.4007 |
1.2870 |
0.1137 |
8.1% |
0.0141 |
1.0% |
98% |
True |
False |
293,242 |
| 80 |
1.4007 |
1.2870 |
0.1137 |
8.1% |
0.0151 |
1.1% |
98% |
True |
False |
221,634 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
9.9% |
0.0155 |
1.1% |
81% |
False |
False |
177,419 |
| 120 |
1.4250 |
1.2825 |
0.1425 |
10.2% |
0.0153 |
1.1% |
81% |
False |
False |
147,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4300 |
|
2.618 |
1.4188 |
|
1.618 |
1.4119 |
|
1.000 |
1.4076 |
|
0.618 |
1.4050 |
|
HIGH |
1.4007 |
|
0.618 |
1.3981 |
|
0.500 |
1.3973 |
|
0.382 |
1.3964 |
|
LOW |
1.3938 |
|
0.618 |
1.3895 |
|
1.000 |
1.3869 |
|
1.618 |
1.3826 |
|
2.618 |
1.3757 |
|
4.250 |
1.3645 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3981 |
1.3948 |
| PP |
1.3977 |
1.3911 |
| S1 |
1.3973 |
1.3875 |
|