CME Euro FX (E) Future June 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 |
1.3848 |
1.3936 |
0.0088 |
0.6% |
1.3717 |
| High |
1.3956 |
1.3986 |
0.0030 |
0.2% |
1.3986 |
| Low |
1.3815 |
1.3920 |
0.0105 |
0.8% |
1.3696 |
| Close |
1.3936 |
1.3964 |
0.0028 |
0.2% |
1.3964 |
| Range |
0.0141 |
0.0066 |
-0.0075 |
-53.2% |
0.0290 |
| ATR |
0.0128 |
0.0124 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
6,955 |
24,853 |
17,898 |
257.3% |
38,762 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4155 |
1.4125 |
1.4000 |
|
| R3 |
1.4089 |
1.4059 |
1.3982 |
|
| R2 |
1.4023 |
1.4023 |
1.3976 |
|
| R1 |
1.3993 |
1.3993 |
1.3970 |
1.4008 |
| PP |
1.3957 |
1.3957 |
1.3957 |
1.3964 |
| S1 |
1.3927 |
1.3927 |
1.3958 |
1.3942 |
| S2 |
1.3891 |
1.3891 |
1.3952 |
|
| S3 |
1.3825 |
1.3861 |
1.3946 |
|
| S4 |
1.3759 |
1.3795 |
1.3928 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4752 |
1.4648 |
1.4124 |
|
| R3 |
1.4462 |
1.4358 |
1.4044 |
|
| R2 |
1.4172 |
1.4172 |
1.4017 |
|
| R1 |
1.4068 |
1.4068 |
1.3991 |
1.4120 |
| PP |
1.3882 |
1.3882 |
1.3882 |
1.3908 |
| S1 |
1.3778 |
1.3778 |
1.3937 |
1.3830 |
| S2 |
1.3592 |
1.3592 |
1.3911 |
|
| S3 |
1.3302 |
1.3488 |
1.3884 |
|
| S4 |
1.3012 |
1.3198 |
1.3805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3986 |
1.3696 |
0.0290 |
2.1% |
0.0116 |
0.8% |
92% |
True |
False |
7,752 |
| 10 |
1.3986 |
1.3510 |
0.0476 |
3.4% |
0.0127 |
0.9% |
95% |
True |
False |
5,008 |
| 20 |
1.3986 |
1.3411 |
0.0575 |
4.1% |
0.0117 |
0.8% |
96% |
True |
False |
2,906 |
| 40 |
1.3986 |
1.2864 |
0.1122 |
8.0% |
0.0131 |
0.9% |
98% |
True |
False |
1,818 |
| 60 |
1.3986 |
1.2864 |
0.1122 |
8.0% |
0.0127 |
0.9% |
98% |
True |
False |
1,269 |
| 80 |
1.3986 |
1.2864 |
0.1122 |
8.0% |
0.0109 |
0.8% |
98% |
True |
False |
954 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.4% |
0.0088 |
0.6% |
84% |
False |
False |
764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4267 |
|
2.618 |
1.4159 |
|
1.618 |
1.4093 |
|
1.000 |
1.4052 |
|
0.618 |
1.4027 |
|
HIGH |
1.3986 |
|
0.618 |
1.3961 |
|
0.500 |
1.3953 |
|
0.382 |
1.3945 |
|
LOW |
1.3920 |
|
0.618 |
1.3879 |
|
1.000 |
1.3854 |
|
1.618 |
1.3813 |
|
2.618 |
1.3747 |
|
4.250 |
1.3640 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3960 |
1.3929 |
| PP |
1.3957 |
1.3893 |
| S1 |
1.3953 |
1.3858 |
|