CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3936 |
1.3971 |
0.0035 |
0.3% |
1.3717 |
| High |
1.3986 |
1.4014 |
0.0028 |
0.2% |
1.3986 |
| Low |
1.3920 |
1.3934 |
0.0014 |
0.1% |
1.3696 |
| Close |
1.3964 |
1.3945 |
-0.0019 |
-0.1% |
1.3964 |
| Range |
0.0066 |
0.0080 |
0.0014 |
21.2% |
0.0290 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
24,853 |
36,869 |
12,016 |
48.3% |
38,762 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4204 |
1.4155 |
1.3989 |
|
| R3 |
1.4124 |
1.4075 |
1.3967 |
|
| R2 |
1.4044 |
1.4044 |
1.3960 |
|
| R1 |
1.3995 |
1.3995 |
1.3952 |
1.3980 |
| PP |
1.3964 |
1.3964 |
1.3964 |
1.3957 |
| S1 |
1.3915 |
1.3915 |
1.3938 |
1.3900 |
| S2 |
1.3884 |
1.3884 |
1.3930 |
|
| S3 |
1.3804 |
1.3835 |
1.3923 |
|
| S4 |
1.3724 |
1.3755 |
1.3901 |
|
|
| 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 |
1.4014 |
1.3729 |
0.0285 |
2.0% |
0.0104 |
0.7% |
76% |
True |
False |
14,717 |
| 10 |
1.4014 |
1.3510 |
0.0504 |
3.6% |
0.0119 |
0.9% |
86% |
True |
False |
8,645 |
| 20 |
1.4014 |
1.3411 |
0.0603 |
4.3% |
0.0116 |
0.8% |
89% |
True |
False |
4,712 |
| 40 |
1.4014 |
1.2864 |
0.1150 |
8.2% |
0.0130 |
0.9% |
94% |
True |
False |
2,733 |
| 60 |
1.4014 |
1.2864 |
0.1150 |
8.2% |
0.0127 |
0.9% |
94% |
True |
False |
1,883 |
| 80 |
1.4014 |
1.2864 |
0.1150 |
8.2% |
0.0109 |
0.8% |
94% |
True |
False |
1,415 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.4% |
0.0089 |
0.6% |
82% |
False |
False |
1,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4354 |
|
2.618 |
1.4223 |
|
1.618 |
1.4143 |
|
1.000 |
1.4094 |
|
0.618 |
1.4063 |
|
HIGH |
1.4014 |
|
0.618 |
1.3983 |
|
0.500 |
1.3974 |
|
0.382 |
1.3965 |
|
LOW |
1.3934 |
|
0.618 |
1.3885 |
|
1.000 |
1.3854 |
|
1.618 |
1.3805 |
|
2.618 |
1.3725 |
|
4.250 |
1.3594 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3974 |
1.3935 |
| PP |
1.3964 |
1.3925 |
| S1 |
1.3955 |
1.3915 |
|