CME Euro FX (E) Future June 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 |
1.3717 |
1.3787 |
0.0070 |
0.5% |
1.3680 |
| High |
1.3835 |
1.3835 |
0.0000 |
0.0% |
1.3814 |
| Low |
1.3696 |
1.3744 |
0.0048 |
0.4% |
1.3510 |
| Close |
1.3783 |
1.3753 |
-0.0030 |
-0.2% |
1.3723 |
| Range |
0.0139 |
0.0091 |
-0.0048 |
-34.5% |
0.0304 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
2,046 |
2,406 |
360 |
17.6% |
10,822 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4050 |
1.3993 |
1.3803 |
|
| R3 |
1.3959 |
1.3902 |
1.3778 |
|
| R2 |
1.3868 |
1.3868 |
1.3770 |
|
| R1 |
1.3811 |
1.3811 |
1.3761 |
1.3794 |
| PP |
1.3777 |
1.3777 |
1.3777 |
1.3769 |
| S1 |
1.3720 |
1.3720 |
1.3745 |
1.3703 |
| S2 |
1.3686 |
1.3686 |
1.3736 |
|
| S3 |
1.3595 |
1.3629 |
1.3728 |
|
| S4 |
1.3504 |
1.3538 |
1.3703 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4594 |
1.4463 |
1.3890 |
|
| R3 |
1.4290 |
1.4159 |
1.3807 |
|
| R2 |
1.3986 |
1.3986 |
1.3779 |
|
| R1 |
1.3855 |
1.3855 |
1.3751 |
1.3921 |
| PP |
1.3682 |
1.3682 |
1.3682 |
1.3715 |
| S1 |
1.3551 |
1.3551 |
1.3695 |
1.3617 |
| S2 |
1.3378 |
1.3378 |
1.3667 |
|
| S3 |
1.3074 |
1.3247 |
1.3639 |
|
| S4 |
1.2770 |
1.2943 |
1.3556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3835 |
1.3646 |
0.0189 |
1.4% |
0.0115 |
0.8% |
57% |
True |
False |
2,750 |
| 10 |
1.3835 |
1.3441 |
0.0394 |
2.9% |
0.0120 |
0.9% |
79% |
True |
False |
1,784 |
| 20 |
1.3837 |
1.3411 |
0.0426 |
3.1% |
0.0122 |
0.9% |
80% |
False |
False |
1,276 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0133 |
1.0% |
91% |
False |
False |
982 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0126 |
0.9% |
91% |
False |
False |
697 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0106 |
0.8% |
68% |
False |
False |
526 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0085 |
0.6% |
68% |
False |
False |
422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4222 |
|
2.618 |
1.4073 |
|
1.618 |
1.3982 |
|
1.000 |
1.3926 |
|
0.618 |
1.3891 |
|
HIGH |
1.3835 |
|
0.618 |
1.3800 |
|
0.500 |
1.3790 |
|
0.382 |
1.3779 |
|
LOW |
1.3744 |
|
0.618 |
1.3688 |
|
1.000 |
1.3653 |
|
1.618 |
1.3597 |
|
2.618 |
1.3506 |
|
4.250 |
1.3357 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3790 |
1.3766 |
| PP |
1.3777 |
1.3761 |
| S1 |
1.3765 |
1.3757 |
|