CME Euro FX (E) Future June 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 |
1.3756 |
1.3848 |
0.0092 |
0.7% |
1.3680 |
| High |
1.3872 |
1.3956 |
0.0084 |
0.6% |
1.3814 |
| Low |
1.3729 |
1.3815 |
0.0086 |
0.6% |
1.3510 |
| Close |
1.3843 |
1.3936 |
0.0093 |
0.7% |
1.3723 |
| Range |
0.0143 |
0.0141 |
-0.0002 |
-1.4% |
0.0304 |
| ATR |
0.0128 |
0.0128 |
0.0001 |
0.8% |
0.0000 |
| Volume |
2,502 |
6,955 |
4,453 |
178.0% |
10,822 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4325 |
1.4272 |
1.4014 |
|
| R3 |
1.4184 |
1.4131 |
1.3975 |
|
| R2 |
1.4043 |
1.4043 |
1.3962 |
|
| R1 |
1.3990 |
1.3990 |
1.3949 |
1.4017 |
| PP |
1.3902 |
1.3902 |
1.3902 |
1.3916 |
| S1 |
1.3849 |
1.3849 |
1.3923 |
1.3876 |
| S2 |
1.3761 |
1.3761 |
1.3910 |
|
| S3 |
1.3620 |
1.3708 |
1.3897 |
|
| S4 |
1.3479 |
1.3567 |
1.3858 |
|
|
| 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 |
1.3956 |
1.3696 |
0.0260 |
1.9% |
0.0124 |
0.9% |
92% |
True |
False |
3,266 |
| 10 |
1.3956 |
1.3510 |
0.0446 |
3.2% |
0.0128 |
0.9% |
96% |
True |
False |
2,593 |
| 20 |
1.3956 |
1.3411 |
0.0545 |
3.9% |
0.0124 |
0.9% |
96% |
True |
False |
1,699 |
| 40 |
1.3956 |
1.2864 |
0.1092 |
7.8% |
0.0133 |
1.0% |
98% |
True |
False |
1,207 |
| 60 |
1.3956 |
1.2864 |
0.1092 |
7.8% |
0.0128 |
0.9% |
98% |
True |
False |
855 |
| 80 |
1.3956 |
1.2864 |
0.1092 |
7.8% |
0.0108 |
0.8% |
98% |
True |
False |
644 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.4% |
0.0088 |
0.6% |
81% |
False |
False |
516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4555 |
|
2.618 |
1.4325 |
|
1.618 |
1.4184 |
|
1.000 |
1.4097 |
|
0.618 |
1.4043 |
|
HIGH |
1.3956 |
|
0.618 |
1.3902 |
|
0.500 |
1.3886 |
|
0.382 |
1.3869 |
|
LOW |
1.3815 |
|
0.618 |
1.3728 |
|
1.000 |
1.3674 |
|
1.618 |
1.3587 |
|
2.618 |
1.3446 |
|
4.250 |
1.3216 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3919 |
1.3905 |
| PP |
1.3902 |
1.3874 |
| S1 |
1.3886 |
1.3843 |
|