CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4159 |
1.4197 |
0.0038 |
0.3% |
1.3948 |
| High |
1.4221 |
1.4229 |
0.0008 |
0.1% |
1.4167 |
| Low |
1.4120 |
1.4159 |
0.0039 |
0.3% |
1.3836 |
| Close |
1.4207 |
1.4185 |
-0.0022 |
-0.2% |
1.4137 |
| Range |
0.0101 |
0.0070 |
-0.0031 |
-30.7% |
0.0331 |
| ATR |
0.0134 |
0.0129 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
230,831 |
215,627 |
-15,204 |
-6.6% |
1,605,540 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4401 |
1.4363 |
1.4224 |
|
| R3 |
1.4331 |
1.4293 |
1.4204 |
|
| R2 |
1.4261 |
1.4261 |
1.4198 |
|
| R1 |
1.4223 |
1.4223 |
1.4191 |
1.4207 |
| PP |
1.4191 |
1.4191 |
1.4191 |
1.4183 |
| S1 |
1.4153 |
1.4153 |
1.4179 |
1.4137 |
| S2 |
1.4121 |
1.4121 |
1.4172 |
|
| S3 |
1.4051 |
1.4083 |
1.4166 |
|
| S4 |
1.3981 |
1.4013 |
1.4147 |
|
|
| 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 |
1.4229 |
1.3848 |
0.0381 |
2.7% |
0.0140 |
1.0% |
88% |
True |
False |
280,648 |
| 10 |
1.4229 |
1.3733 |
0.0496 |
3.5% |
0.0135 |
1.0% |
91% |
True |
False |
266,302 |
| 20 |
1.4229 |
1.3646 |
0.0583 |
4.1% |
0.0124 |
0.9% |
92% |
True |
False |
140,254 |
| 40 |
1.4229 |
1.3411 |
0.0818 |
5.8% |
0.0125 |
0.9% |
95% |
True |
False |
70,508 |
| 60 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0130 |
0.9% |
97% |
True |
False |
47,191 |
| 80 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0124 |
0.9% |
97% |
True |
False |
35,416 |
| 100 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0104 |
0.7% |
97% |
True |
False |
28,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4527 |
|
2.618 |
1.4412 |
|
1.618 |
1.4342 |
|
1.000 |
1.4299 |
|
0.618 |
1.4272 |
|
HIGH |
1.4229 |
|
0.618 |
1.4202 |
|
0.500 |
1.4194 |
|
0.382 |
1.4186 |
|
LOW |
1.4159 |
|
0.618 |
1.4116 |
|
1.000 |
1.4089 |
|
1.618 |
1.4046 |
|
2.618 |
1.3976 |
|
4.250 |
1.3862 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4194 |
1.4155 |
| PP |
1.4191 |
1.4125 |
| S1 |
1.4188 |
1.4096 |
|