CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4183 |
1.4076 |
-0.0107 |
-0.8% |
1.3948 |
| High |
1.4196 |
1.4202 |
0.0006 |
0.0% |
1.4167 |
| Low |
1.4066 |
1.4035 |
-0.0031 |
-0.2% |
1.3836 |
| Close |
1.4103 |
1.4164 |
0.0061 |
0.4% |
1.4137 |
| Range |
0.0130 |
0.0167 |
0.0037 |
28.5% |
0.0331 |
| ATR |
0.0129 |
0.0132 |
0.0003 |
2.1% |
0.0000 |
| Volume |
307,483 |
286,034 |
-21,449 |
-7.0% |
1,605,540 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4635 |
1.4566 |
1.4256 |
|
| R3 |
1.4468 |
1.4399 |
1.4210 |
|
| R2 |
1.4301 |
1.4301 |
1.4195 |
|
| R1 |
1.4232 |
1.4232 |
1.4179 |
1.4267 |
| PP |
1.4134 |
1.4134 |
1.4134 |
1.4151 |
| S1 |
1.4065 |
1.4065 |
1.4149 |
1.4100 |
| S2 |
1.3967 |
1.3967 |
1.4133 |
|
| S3 |
1.3800 |
1.3898 |
1.4118 |
|
| S4 |
1.3633 |
1.3731 |
1.4072 |
|
|
| 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 |
1.3962 |
0.0267 |
1.9% |
0.0135 |
1.0% |
76% |
False |
False |
265,054 |
| 10 |
1.4229 |
1.3733 |
0.0496 |
3.5% |
0.0142 |
1.0% |
87% |
False |
False |
293,414 |
| 20 |
1.4229 |
1.3696 |
0.0533 |
3.8% |
0.0127 |
0.9% |
88% |
False |
False |
169,586 |
| 40 |
1.4229 |
1.3411 |
0.0818 |
5.8% |
0.0128 |
0.9% |
92% |
False |
False |
85,323 |
| 60 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0131 |
0.9% |
95% |
False |
False |
57,076 |
| 80 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0125 |
0.9% |
95% |
False |
False |
42,835 |
| 100 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0107 |
0.8% |
95% |
False |
False |
34,269 |
| 120 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0090 |
0.6% |
95% |
False |
False |
28,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4912 |
|
2.618 |
1.4639 |
|
1.618 |
1.4472 |
|
1.000 |
1.4369 |
|
0.618 |
1.4305 |
|
HIGH |
1.4202 |
|
0.618 |
1.4138 |
|
0.500 |
1.4119 |
|
0.382 |
1.4099 |
|
LOW |
1.4035 |
|
0.618 |
1.3932 |
|
1.000 |
1.3868 |
|
1.618 |
1.3765 |
|
2.618 |
1.3598 |
|
4.250 |
1.3325 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4149 |
1.4153 |
| PP |
1.4134 |
1.4143 |
| S1 |
1.4119 |
1.4132 |
|