CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3904 |
1.3999 |
0.0095 |
0.7% |
1.3948 |
| High |
1.4036 |
1.4167 |
0.0131 |
0.9% |
1.4167 |
| Low |
1.3850 |
1.3962 |
0.0112 |
0.8% |
1.3836 |
| Close |
1.3988 |
1.4137 |
0.0149 |
1.1% |
1.4137 |
| Range |
0.0186 |
0.0205 |
0.0019 |
10.2% |
0.0331 |
| ATR |
0.0131 |
0.0136 |
0.0005 |
4.0% |
0.0000 |
| Volume |
304,603 |
285,296 |
-19,307 |
-6.3% |
1,605,540 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4704 |
1.4625 |
1.4250 |
|
| R3 |
1.4499 |
1.4420 |
1.4193 |
|
| R2 |
1.4294 |
1.4294 |
1.4175 |
|
| R1 |
1.4215 |
1.4215 |
1.4156 |
1.4255 |
| PP |
1.4089 |
1.4089 |
1.4089 |
1.4108 |
| S1 |
1.4010 |
1.4010 |
1.4118 |
1.4050 |
| S2 |
1.3884 |
1.3884 |
1.4099 |
|
| S3 |
1.3679 |
1.3805 |
1.4081 |
|
| S4 |
1.3474 |
1.3600 |
1.4024 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5040 |
1.4919 |
1.4319 |
|
| R3 |
1.4709 |
1.4588 |
1.4228 |
|
| R2 |
1.4378 |
1.4378 |
1.4198 |
|
| R1 |
1.4257 |
1.4257 |
1.4167 |
1.4318 |
| PP |
1.4047 |
1.4047 |
1.4047 |
1.4077 |
| S1 |
1.3926 |
1.3926 |
1.4107 |
1.3987 |
| S2 |
1.3716 |
1.3716 |
1.4076 |
|
| S3 |
1.3385 |
1.3595 |
1.4046 |
|
| S4 |
1.3054 |
1.3264 |
1.3955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4167 |
1.3836 |
0.0331 |
2.3% |
0.0157 |
1.1% |
91% |
True |
False |
321,108 |
| 10 |
1.4167 |
1.3733 |
0.0434 |
3.1% |
0.0139 |
1.0% |
93% |
True |
False |
231,056 |
| 20 |
1.4167 |
1.3510 |
0.0657 |
4.6% |
0.0133 |
0.9% |
95% |
True |
False |
118,032 |
| 40 |
1.4167 |
1.3411 |
0.0756 |
5.3% |
0.0128 |
0.9% |
96% |
True |
False |
59,402 |
| 60 |
1.4167 |
1.2864 |
0.1303 |
9.2% |
0.0130 |
0.9% |
98% |
True |
False |
39,762 |
| 80 |
1.4167 |
1.2864 |
0.1303 |
9.2% |
0.0123 |
0.9% |
98% |
True |
False |
29,836 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.3% |
0.0102 |
0.7% |
97% |
False |
False |
23,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5038 |
|
2.618 |
1.4704 |
|
1.618 |
1.4499 |
|
1.000 |
1.4372 |
|
0.618 |
1.4294 |
|
HIGH |
1.4167 |
|
0.618 |
1.4089 |
|
0.500 |
1.4065 |
|
0.382 |
1.4040 |
|
LOW |
1.3962 |
|
0.618 |
1.3835 |
|
1.000 |
1.3757 |
|
1.618 |
1.3630 |
|
2.618 |
1.3425 |
|
4.250 |
1.3091 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4113 |
1.4094 |
| PP |
1.4089 |
1.4051 |
| S1 |
1.4065 |
1.4008 |
|