CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4156 |
1.4029 |
-0.0127 |
-0.9% |
1.4159 |
| High |
1.4176 |
1.4097 |
-0.0079 |
-0.6% |
1.4229 |
| Low |
1.4036 |
1.4000 |
-0.0036 |
-0.3% |
1.4035 |
| Close |
1.4051 |
1.4078 |
0.0027 |
0.2% |
1.4051 |
| Range |
0.0140 |
0.0097 |
-0.0043 |
-30.7% |
0.0194 |
| ATR |
0.0132 |
0.0130 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
234,661 |
227,354 |
-7,307 |
-3.1% |
1,274,636 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4349 |
1.4311 |
1.4131 |
|
| R3 |
1.4252 |
1.4214 |
1.4105 |
|
| R2 |
1.4155 |
1.4155 |
1.4096 |
|
| R1 |
1.4117 |
1.4117 |
1.4087 |
1.4136 |
| PP |
1.4058 |
1.4058 |
1.4058 |
1.4068 |
| S1 |
1.4020 |
1.4020 |
1.4069 |
1.4039 |
| S2 |
1.3961 |
1.3961 |
1.4060 |
|
| S3 |
1.3864 |
1.3923 |
1.4051 |
|
| S4 |
1.3767 |
1.3826 |
1.4025 |
|
|
| 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 |
1.4000 |
0.0229 |
1.6% |
0.0121 |
0.9% |
34% |
False |
True |
254,231 |
| 10 |
1.4229 |
1.3836 |
0.0393 |
2.8% |
0.0139 |
1.0% |
62% |
False |
False |
283,558 |
| 20 |
1.4229 |
1.3729 |
0.0500 |
3.6% |
0.0127 |
0.9% |
70% |
False |
False |
192,463 |
| 40 |
1.4229 |
1.3411 |
0.0818 |
5.8% |
0.0126 |
0.9% |
82% |
False |
False |
96,830 |
| 60 |
1.4229 |
1.2864 |
0.1365 |
9.7% |
0.0131 |
0.9% |
89% |
False |
False |
64,772 |
| 80 |
1.4229 |
1.2864 |
0.1365 |
9.7% |
0.0125 |
0.9% |
89% |
False |
False |
48,609 |
| 100 |
1.4229 |
1.2864 |
0.1365 |
9.7% |
0.0109 |
0.8% |
89% |
False |
False |
38,889 |
| 120 |
1.4229 |
1.2864 |
0.1365 |
9.7% |
0.0092 |
0.7% |
89% |
False |
False |
32,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4509 |
|
2.618 |
1.4351 |
|
1.618 |
1.4254 |
|
1.000 |
1.4194 |
|
0.618 |
1.4157 |
|
HIGH |
1.4097 |
|
0.618 |
1.4060 |
|
0.500 |
1.4049 |
|
0.382 |
1.4037 |
|
LOW |
1.4000 |
|
0.618 |
1.3940 |
|
1.000 |
1.3903 |
|
1.618 |
1.3843 |
|
2.618 |
1.3746 |
|
4.250 |
1.3588 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4068 |
1.4101 |
| PP |
1.4058 |
1.4093 |
| S1 |
1.4049 |
1.4086 |
|