CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3784 |
1.3948 |
0.0164 |
1.2% |
1.3971 |
| High |
1.3898 |
1.3984 |
0.0086 |
0.6% |
1.4014 |
| Low |
1.3733 |
1.3886 |
0.0153 |
1.1% |
1.3733 |
| Close |
1.3869 |
1.3973 |
0.0104 |
0.7% |
1.3869 |
| Range |
0.0165 |
0.0098 |
-0.0067 |
-40.6% |
0.0281 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
288,629 |
271,947 |
-16,682 |
-5.8% |
705,022 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4242 |
1.4205 |
1.4027 |
|
| R3 |
1.4144 |
1.4107 |
1.4000 |
|
| R2 |
1.4046 |
1.4046 |
1.3991 |
|
| R1 |
1.4009 |
1.4009 |
1.3982 |
1.4028 |
| PP |
1.3948 |
1.3948 |
1.3948 |
1.3957 |
| S1 |
1.3911 |
1.3911 |
1.3964 |
1.3930 |
| S2 |
1.3850 |
1.3850 |
1.3955 |
|
| S3 |
1.3752 |
1.3813 |
1.3946 |
|
| S4 |
1.3654 |
1.3715 |
1.3919 |
|
|
| 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 |
1.3984 |
1.3733 |
0.0251 |
1.8% |
0.0125 |
0.9% |
96% |
True |
False |
188,020 |
| 10 |
1.4014 |
1.3729 |
0.0285 |
2.0% |
0.0115 |
0.8% |
86% |
False |
False |
101,368 |
| 20 |
1.4014 |
1.3411 |
0.0603 |
4.3% |
0.0119 |
0.9% |
93% |
False |
False |
51,509 |
| 40 |
1.4014 |
1.3217 |
0.0797 |
5.7% |
0.0127 |
0.9% |
95% |
False |
False |
26,162 |
| 60 |
1.4014 |
1.2864 |
0.1150 |
8.2% |
0.0126 |
0.9% |
96% |
False |
False |
17,546 |
| 80 |
1.4014 |
1.2864 |
0.1150 |
8.2% |
0.0116 |
0.8% |
96% |
False |
False |
13,166 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.4% |
0.0095 |
0.7% |
84% |
False |
False |
10,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4401 |
|
2.618 |
1.4241 |
|
1.618 |
1.4143 |
|
1.000 |
1.4082 |
|
0.618 |
1.4045 |
|
HIGH |
1.3984 |
|
0.618 |
1.3947 |
|
0.500 |
1.3935 |
|
0.382 |
1.3923 |
|
LOW |
1.3886 |
|
0.618 |
1.3825 |
|
1.000 |
1.3788 |
|
1.618 |
1.3727 |
|
2.618 |
1.3629 |
|
4.250 |
1.3470 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3960 |
1.3935 |
| PP |
1.3948 |
1.3897 |
| S1 |
1.3935 |
1.3859 |
|