CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3886 |
1.3784 |
-0.0102 |
-0.7% |
1.3971 |
| High |
1.3903 |
1.3898 |
-0.0005 |
0.0% |
1.4014 |
| Low |
1.3756 |
1.3733 |
-0.0023 |
-0.2% |
1.3733 |
| Close |
1.3776 |
1.3869 |
0.0093 |
0.7% |
1.3869 |
| Range |
0.0147 |
0.0165 |
0.0018 |
12.2% |
0.0281 |
| ATR |
0.0121 |
0.0124 |
0.0003 |
2.6% |
0.0000 |
| Volume |
211,971 |
288,629 |
76,658 |
36.2% |
705,022 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4328 |
1.4264 |
1.3960 |
|
| R3 |
1.4163 |
1.4099 |
1.3914 |
|
| R2 |
1.3998 |
1.3998 |
1.3899 |
|
| R1 |
1.3934 |
1.3934 |
1.3884 |
1.3966 |
| PP |
1.3833 |
1.3833 |
1.3833 |
1.3850 |
| S1 |
1.3769 |
1.3769 |
1.3854 |
1.3801 |
| S2 |
1.3668 |
1.3668 |
1.3839 |
|
| S3 |
1.3503 |
1.3604 |
1.3824 |
|
| S4 |
1.3338 |
1.3439 |
1.3778 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4715 |
1.4573 |
1.4024 |
|
| R3 |
1.4434 |
1.4292 |
1.3946 |
|
| R2 |
1.4153 |
1.4153 |
1.3921 |
|
| R1 |
1.4011 |
1.4011 |
1.3895 |
1.3942 |
| PP |
1.3872 |
1.3872 |
1.3872 |
1.3837 |
| S1 |
1.3730 |
1.3730 |
1.3843 |
1.3661 |
| S2 |
1.3591 |
1.3591 |
1.3817 |
|
| S3 |
1.3310 |
1.3449 |
1.3792 |
|
| S4 |
1.3029 |
1.3168 |
1.3714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4014 |
1.3733 |
0.0281 |
2.0% |
0.0121 |
0.9% |
48% |
False |
True |
141,004 |
| 10 |
1.4014 |
1.3696 |
0.0318 |
2.3% |
0.0119 |
0.9% |
54% |
False |
False |
74,378 |
| 20 |
1.4014 |
1.3411 |
0.0603 |
4.3% |
0.0120 |
0.9% |
76% |
False |
False |
37,959 |
| 40 |
1.4014 |
1.3083 |
0.0931 |
6.7% |
0.0131 |
0.9% |
84% |
False |
False |
19,393 |
| 60 |
1.4014 |
1.2864 |
0.1150 |
8.3% |
0.0127 |
0.9% |
87% |
False |
False |
13,016 |
| 80 |
1.4014 |
1.2864 |
0.1150 |
8.3% |
0.0114 |
0.8% |
87% |
False |
False |
9,767 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.5% |
0.0094 |
0.7% |
76% |
False |
False |
7,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4599 |
|
2.618 |
1.4330 |
|
1.618 |
1.4165 |
|
1.000 |
1.4063 |
|
0.618 |
1.4000 |
|
HIGH |
1.3898 |
|
0.618 |
1.3835 |
|
0.500 |
1.3816 |
|
0.382 |
1.3796 |
|
LOW |
1.3733 |
|
0.618 |
1.3631 |
|
1.000 |
1.3568 |
|
1.618 |
1.3466 |
|
2.618 |
1.3301 |
|
4.250 |
1.3032 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3851 |
1.3855 |
| PP |
1.3833 |
1.3841 |
| S1 |
1.3816 |
1.3827 |
|