CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3959 |
1.3990 |
0.0031 |
0.2% |
1.3745 |
| High |
1.4007 |
1.4035 |
0.0028 |
0.2% |
1.4007 |
| Low |
1.3938 |
1.3954 |
0.0016 |
0.1% |
1.3710 |
| Close |
1.3985 |
1.3966 |
-0.0019 |
-0.1% |
1.3985 |
| Range |
0.0069 |
0.0081 |
0.0012 |
17.4% |
0.0297 |
| ATR |
0.0132 |
0.0128 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
334,288 |
234,250 |
-100,038 |
-29.9% |
1,643,118 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4228 |
1.4178 |
1.4011 |
|
| R3 |
1.4147 |
1.4097 |
1.3988 |
|
| R2 |
1.4066 |
1.4066 |
1.3981 |
|
| R1 |
1.4016 |
1.4016 |
1.3973 |
1.4001 |
| PP |
1.3985 |
1.3985 |
1.3985 |
1.3977 |
| S1 |
1.3935 |
1.3935 |
1.3959 |
1.3920 |
| S2 |
1.3904 |
1.3904 |
1.3951 |
|
| S3 |
1.3823 |
1.3854 |
1.3944 |
|
| S4 |
1.3742 |
1.3773 |
1.3921 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4792 |
1.4685 |
1.4148 |
|
| R3 |
1.4495 |
1.4388 |
1.4067 |
|
| R2 |
1.4198 |
1.4198 |
1.4039 |
|
| R1 |
1.4091 |
1.4091 |
1.4012 |
1.4145 |
| PP |
1.3901 |
1.3901 |
1.3901 |
1.3927 |
| S1 |
1.3794 |
1.3794 |
1.3958 |
1.3848 |
| S2 |
1.3604 |
1.3604 |
1.3931 |
|
| S3 |
1.3307 |
1.3497 |
1.3903 |
|
| S4 |
1.3010 |
1.3200 |
1.3822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4035 |
1.3742 |
0.0293 |
2.1% |
0.0107 |
0.8% |
76% |
True |
False |
321,941 |
| 10 |
1.4035 |
1.3523 |
0.0512 |
3.7% |
0.0124 |
0.9% |
87% |
True |
False |
273,089 |
| 20 |
1.4035 |
1.3424 |
0.0611 |
4.4% |
0.0124 |
0.9% |
89% |
True |
False |
302,908 |
| 40 |
1.4035 |
1.2870 |
0.1165 |
8.3% |
0.0139 |
1.0% |
94% |
True |
False |
324,168 |
| 60 |
1.4035 |
1.2870 |
0.1165 |
8.3% |
0.0141 |
1.0% |
94% |
True |
False |
295,673 |
| 80 |
1.4035 |
1.2870 |
0.1165 |
8.3% |
0.0149 |
1.1% |
94% |
True |
False |
224,553 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
9.9% |
0.0154 |
1.1% |
79% |
False |
False |
179,759 |
| 120 |
1.4250 |
1.2870 |
0.1380 |
9.9% |
0.0152 |
1.1% |
79% |
False |
False |
149,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4379 |
|
2.618 |
1.4247 |
|
1.618 |
1.4166 |
|
1.000 |
1.4116 |
|
0.618 |
1.4085 |
|
HIGH |
1.4035 |
|
0.618 |
1.4004 |
|
0.500 |
1.3995 |
|
0.382 |
1.3985 |
|
LOW |
1.3954 |
|
0.618 |
1.3904 |
|
1.000 |
1.3873 |
|
1.618 |
1.3823 |
|
2.618 |
1.3742 |
|
4.250 |
1.3610 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3995 |
1.3955 |
| PP |
1.3985 |
1.3944 |
| S1 |
1.3976 |
1.3933 |
|