CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3893 |
1.3886 |
-0.0007 |
-0.1% |
1.3717 |
| High |
1.3921 |
1.3903 |
-0.0018 |
-0.1% |
1.3986 |
| Low |
1.3834 |
1.3756 |
-0.0078 |
-0.6% |
1.3696 |
| Close |
1.3883 |
1.3776 |
-0.0107 |
-0.8% |
1.3964 |
| Range |
0.0087 |
0.0147 |
0.0060 |
69.0% |
0.0290 |
| ATR |
0.0119 |
0.0121 |
0.0002 |
1.7% |
0.0000 |
| Volume |
110,425 |
211,971 |
101,546 |
92.0% |
38,762 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4253 |
1.4161 |
1.3857 |
|
| R3 |
1.4106 |
1.4014 |
1.3816 |
|
| R2 |
1.3959 |
1.3959 |
1.3803 |
|
| R1 |
1.3867 |
1.3867 |
1.3789 |
1.3840 |
| PP |
1.3812 |
1.3812 |
1.3812 |
1.3798 |
| S1 |
1.3720 |
1.3720 |
1.3763 |
1.3693 |
| S2 |
1.3665 |
1.3665 |
1.3749 |
|
| S3 |
1.3518 |
1.3573 |
1.3736 |
|
| S4 |
1.3371 |
1.3426 |
1.3695 |
|
|
| 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 |
1.3756 |
0.0258 |
1.9% |
0.0101 |
0.7% |
8% |
False |
True |
88,249 |
| 10 |
1.4014 |
1.3696 |
0.0318 |
2.3% |
0.0113 |
0.8% |
25% |
False |
False |
45,757 |
| 20 |
1.4014 |
1.3411 |
0.0603 |
4.4% |
0.0118 |
0.9% |
61% |
False |
False |
23,576 |
| 40 |
1.4014 |
1.2952 |
0.1062 |
7.7% |
0.0132 |
1.0% |
78% |
False |
False |
12,188 |
| 60 |
1.4014 |
1.2864 |
0.1150 |
8.3% |
0.0127 |
0.9% |
79% |
False |
False |
8,206 |
| 80 |
1.4014 |
1.2864 |
0.1150 |
8.3% |
0.0113 |
0.8% |
79% |
False |
False |
6,159 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0093 |
0.7% |
69% |
False |
False |
4,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4528 |
|
2.618 |
1.4288 |
|
1.618 |
1.4141 |
|
1.000 |
1.4050 |
|
0.618 |
1.3994 |
|
HIGH |
1.3903 |
|
0.618 |
1.3847 |
|
0.500 |
1.3830 |
|
0.382 |
1.3812 |
|
LOW |
1.3756 |
|
0.618 |
1.3665 |
|
1.000 |
1.3609 |
|
1.618 |
1.3518 |
|
2.618 |
1.3371 |
|
4.250 |
1.3131 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3830 |
1.3862 |
| PP |
1.3812 |
1.3833 |
| S1 |
1.3794 |
1.3805 |
|