CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3977 |
1.3904 |
-0.0073 |
-0.5% |
1.3971 |
| High |
1.3984 |
1.4036 |
0.0052 |
0.4% |
1.4014 |
| Low |
1.3848 |
1.3850 |
0.0002 |
0.0% |
1.3733 |
| Close |
1.3882 |
1.3988 |
0.0106 |
0.8% |
1.3869 |
| Range |
0.0136 |
0.0186 |
0.0050 |
36.8% |
0.0281 |
| ATR |
0.0127 |
0.0131 |
0.0004 |
3.3% |
0.0000 |
| Volume |
366,883 |
304,603 |
-62,280 |
-17.0% |
705,022 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4516 |
1.4438 |
1.4090 |
|
| R3 |
1.4330 |
1.4252 |
1.4039 |
|
| R2 |
1.4144 |
1.4144 |
1.4022 |
|
| R1 |
1.4066 |
1.4066 |
1.4005 |
1.4105 |
| PP |
1.3958 |
1.3958 |
1.3958 |
1.3978 |
| S1 |
1.3880 |
1.3880 |
1.3971 |
1.3919 |
| S2 |
1.3772 |
1.3772 |
1.3954 |
|
| S3 |
1.3586 |
1.3694 |
1.3937 |
|
| S4 |
1.3400 |
1.3508 |
1.3886 |
|
|
| 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 |
1.4036 |
1.3733 |
0.0303 |
2.2% |
0.0149 |
1.1% |
84% |
True |
False |
321,774 |
| 10 |
1.4036 |
1.3733 |
0.0303 |
2.2% |
0.0125 |
0.9% |
84% |
True |
False |
205,011 |
| 20 |
1.4036 |
1.3510 |
0.0526 |
3.8% |
0.0126 |
0.9% |
91% |
True |
False |
103,802 |
| 40 |
1.4036 |
1.3370 |
0.0666 |
4.8% |
0.0127 |
0.9% |
93% |
True |
False |
52,296 |
| 60 |
1.4036 |
1.2864 |
0.1172 |
8.4% |
0.0129 |
0.9% |
96% |
True |
False |
35,009 |
| 80 |
1.4036 |
1.2864 |
0.1172 |
8.4% |
0.0121 |
0.9% |
96% |
True |
False |
26,270 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.4% |
0.0100 |
0.7% |
85% |
False |
False |
21,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4827 |
|
2.618 |
1.4523 |
|
1.618 |
1.4337 |
|
1.000 |
1.4222 |
|
0.618 |
1.4151 |
|
HIGH |
1.4036 |
|
0.618 |
1.3965 |
|
0.500 |
1.3943 |
|
0.382 |
1.3921 |
|
LOW |
1.3850 |
|
0.618 |
1.3735 |
|
1.000 |
1.3664 |
|
1.618 |
1.3549 |
|
2.618 |
1.3363 |
|
4.250 |
1.3060 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3973 |
1.3971 |
| PP |
1.3958 |
1.3953 |
| S1 |
1.3943 |
1.3936 |
|