CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4076 |
1.4156 |
0.0080 |
0.6% |
1.4159 |
| High |
1.4202 |
1.4176 |
-0.0026 |
-0.2% |
1.4229 |
| Low |
1.4035 |
1.4036 |
0.0001 |
0.0% |
1.4035 |
| Close |
1.4164 |
1.4051 |
-0.0113 |
-0.8% |
1.4051 |
| Range |
0.0167 |
0.0140 |
-0.0027 |
-16.2% |
0.0194 |
| ATR |
0.0132 |
0.0132 |
0.0001 |
0.4% |
0.0000 |
| Volume |
286,034 |
234,661 |
-51,373 |
-18.0% |
1,274,636 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4508 |
1.4419 |
1.4128 |
|
| R3 |
1.4368 |
1.4279 |
1.4090 |
|
| R2 |
1.4228 |
1.4228 |
1.4077 |
|
| R1 |
1.4139 |
1.4139 |
1.4064 |
1.4114 |
| PP |
1.4088 |
1.4088 |
1.4088 |
1.4075 |
| S1 |
1.3999 |
1.3999 |
1.4038 |
1.3974 |
| S2 |
1.3948 |
1.3948 |
1.4025 |
|
| S3 |
1.3808 |
1.3859 |
1.4013 |
|
| S4 |
1.3668 |
1.3719 |
1.3974 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4687 |
1.4563 |
1.4158 |
|
| R3 |
1.4493 |
1.4369 |
1.4104 |
|
| R2 |
1.4299 |
1.4299 |
1.4087 |
|
| R1 |
1.4175 |
1.4175 |
1.4069 |
1.4140 |
| PP |
1.4105 |
1.4105 |
1.4105 |
1.4088 |
| S1 |
1.3981 |
1.3981 |
1.4033 |
1.3946 |
| S2 |
1.3911 |
1.3911 |
1.4015 |
|
| S3 |
1.3717 |
1.3787 |
1.3998 |
|
| S4 |
1.3523 |
1.3593 |
1.3944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4229 |
1.4035 |
0.0194 |
1.4% |
0.0122 |
0.9% |
8% |
False |
False |
254,927 |
| 10 |
1.4229 |
1.3836 |
0.0393 |
2.8% |
0.0139 |
1.0% |
55% |
False |
False |
288,017 |
| 20 |
1.4229 |
1.3696 |
0.0533 |
3.8% |
0.0129 |
0.9% |
67% |
False |
False |
181,198 |
| 40 |
1.4229 |
1.3411 |
0.0818 |
5.8% |
0.0128 |
0.9% |
78% |
False |
False |
91,180 |
| 60 |
1.4229 |
1.2864 |
0.1365 |
9.7% |
0.0131 |
0.9% |
87% |
False |
False |
60,986 |
| 80 |
1.4229 |
1.2864 |
0.1365 |
9.7% |
0.0126 |
0.9% |
87% |
False |
False |
45,768 |
| 100 |
1.4229 |
1.2864 |
0.1365 |
9.7% |
0.0108 |
0.8% |
87% |
False |
False |
36,616 |
| 120 |
1.4229 |
1.2864 |
0.1365 |
9.7% |
0.0091 |
0.6% |
87% |
False |
False |
30,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4771 |
|
2.618 |
1.4543 |
|
1.618 |
1.4403 |
|
1.000 |
1.4316 |
|
0.618 |
1.4263 |
|
HIGH |
1.4176 |
|
0.618 |
1.4123 |
|
0.500 |
1.4106 |
|
0.382 |
1.4089 |
|
LOW |
1.4036 |
|
0.618 |
1.3949 |
|
1.000 |
1.3896 |
|
1.618 |
1.3809 |
|
2.618 |
1.3669 |
|
4.250 |
1.3441 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4106 |
1.4119 |
| PP |
1.4088 |
1.4096 |
| S1 |
1.4069 |
1.4074 |
|