CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3803 |
1.3774 |
-0.0029 |
-0.2% |
1.3687 |
| High |
1.3853 |
1.3890 |
0.0037 |
0.3% |
1.3837 |
| Low |
1.3761 |
1.3742 |
-0.0019 |
-0.1% |
1.3523 |
| Close |
1.3770 |
1.3860 |
0.0090 |
0.7% |
1.3741 |
| Range |
0.0092 |
0.0148 |
0.0056 |
60.9% |
0.0314 |
| ATR |
0.0135 |
0.0136 |
0.0001 |
0.7% |
0.0000 |
| Volume |
275,704 |
335,102 |
59,398 |
21.5% |
853,525 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4275 |
1.4215 |
1.3941 |
|
| R3 |
1.4127 |
1.4067 |
1.3901 |
|
| R2 |
1.3979 |
1.3979 |
1.3887 |
|
| R1 |
1.3919 |
1.3919 |
1.3874 |
1.3949 |
| PP |
1.3831 |
1.3831 |
1.3831 |
1.3846 |
| S1 |
1.3771 |
1.3771 |
1.3846 |
1.3801 |
| S2 |
1.3683 |
1.3683 |
1.3833 |
|
| S3 |
1.3535 |
1.3623 |
1.3819 |
|
| S4 |
1.3387 |
1.3475 |
1.3779 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4642 |
1.4506 |
1.3914 |
|
| R3 |
1.4328 |
1.4192 |
1.3827 |
|
| R2 |
1.4014 |
1.4014 |
1.3799 |
|
| R1 |
1.3878 |
1.3878 |
1.3770 |
1.3946 |
| PP |
1.3700 |
1.3700 |
1.3700 |
1.3735 |
| S1 |
1.3564 |
1.3564 |
1.3712 |
1.3632 |
| S2 |
1.3386 |
1.3386 |
1.3683 |
|
| S3 |
1.3072 |
1.3250 |
1.3655 |
|
| S4 |
1.2758 |
1.2936 |
1.3568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3890 |
1.3701 |
0.0189 |
1.4% |
0.0124 |
0.9% |
84% |
True |
False |
285,301 |
| 10 |
1.3890 |
1.3458 |
0.0432 |
3.1% |
0.0133 |
1.0% |
93% |
True |
False |
279,087 |
| 20 |
1.3890 |
1.3424 |
0.0466 |
3.4% |
0.0132 |
1.0% |
94% |
True |
False |
305,736 |
| 40 |
1.3890 |
1.2870 |
0.1020 |
7.4% |
0.0144 |
1.0% |
97% |
True |
False |
325,462 |
| 60 |
1.3890 |
1.2870 |
0.1020 |
7.4% |
0.0143 |
1.0% |
97% |
True |
False |
281,721 |
| 80 |
1.4222 |
1.2870 |
0.1352 |
9.8% |
0.0154 |
1.1% |
73% |
False |
False |
212,100 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0156 |
1.1% |
72% |
False |
False |
169,787 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.5% |
0.0152 |
1.1% |
76% |
False |
False |
141,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4519 |
|
2.618 |
1.4277 |
|
1.618 |
1.4129 |
|
1.000 |
1.4038 |
|
0.618 |
1.3981 |
|
HIGH |
1.3890 |
|
0.618 |
1.3833 |
|
0.500 |
1.3816 |
|
0.382 |
1.3799 |
|
LOW |
1.3742 |
|
0.618 |
1.3651 |
|
1.000 |
1.3594 |
|
1.618 |
1.3503 |
|
2.618 |
1.3355 |
|
4.250 |
1.3113 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3845 |
1.3840 |
| PP |
1.3831 |
1.3820 |
| S1 |
1.3816 |
1.3800 |
|