CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3971 |
1.3949 |
-0.0022 |
-0.2% |
1.3717 |
| High |
1.4014 |
1.3967 |
-0.0047 |
-0.3% |
1.3986 |
| Low |
1.3934 |
1.3840 |
-0.0094 |
-0.7% |
1.3696 |
| Close |
1.3945 |
1.3880 |
-0.0065 |
-0.5% |
1.3964 |
| Range |
0.0080 |
0.0127 |
0.0047 |
58.8% |
0.0290 |
| ATR |
0.0121 |
0.0121 |
0.0000 |
0.4% |
0.0000 |
| Volume |
36,869 |
57,128 |
20,259 |
54.9% |
38,762 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4277 |
1.4205 |
1.3950 |
|
| R3 |
1.4150 |
1.4078 |
1.3915 |
|
| R2 |
1.4023 |
1.4023 |
1.3903 |
|
| R1 |
1.3951 |
1.3951 |
1.3892 |
1.3924 |
| PP |
1.3896 |
1.3896 |
1.3896 |
1.3882 |
| S1 |
1.3824 |
1.3824 |
1.3868 |
1.3797 |
| S2 |
1.3769 |
1.3769 |
1.3857 |
|
| S3 |
1.3642 |
1.3697 |
1.3845 |
|
| S4 |
1.3515 |
1.3570 |
1.3810 |
|
|
| 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 |
2.1% |
0.0111 |
0.8% |
53% |
False |
False |
25,661 |
| 10 |
1.4014 |
1.3646 |
0.0368 |
2.7% |
0.0113 |
0.8% |
64% |
False |
False |
14,205 |
| 20 |
1.4014 |
1.3411 |
0.0603 |
4.3% |
0.0117 |
0.8% |
78% |
False |
False |
7,531 |
| 40 |
1.4014 |
1.2864 |
0.1150 |
8.3% |
0.0130 |
0.9% |
88% |
False |
False |
4,151 |
| 60 |
1.4014 |
1.2864 |
0.1150 |
8.3% |
0.0128 |
0.9% |
88% |
False |
False |
2,835 |
| 80 |
1.4014 |
1.2864 |
0.1150 |
8.3% |
0.0110 |
0.8% |
88% |
False |
False |
2,129 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.5% |
0.0090 |
0.6% |
77% |
False |
False |
1,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4507 |
|
2.618 |
1.4299 |
|
1.618 |
1.4172 |
|
1.000 |
1.4094 |
|
0.618 |
1.4045 |
|
HIGH |
1.3967 |
|
0.618 |
1.3918 |
|
0.500 |
1.3904 |
|
0.382 |
1.3889 |
|
LOW |
1.3840 |
|
0.618 |
1.3762 |
|
1.000 |
1.3713 |
|
1.618 |
1.3635 |
|
2.618 |
1.3508 |
|
4.250 |
1.3300 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3904 |
1.3927 |
| PP |
1.3896 |
1.3911 |
| S1 |
1.3888 |
1.3896 |
|