CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3990 |
1.3968 |
-0.0022 |
-0.2% |
1.3745 |
| High |
1.4035 |
1.3988 |
-0.0047 |
-0.3% |
1.4007 |
| Low |
1.3954 |
1.3860 |
-0.0094 |
-0.7% |
1.3710 |
| Close |
1.3966 |
1.3901 |
-0.0065 |
-0.5% |
1.3985 |
| Range |
0.0081 |
0.0128 |
0.0047 |
58.0% |
0.0297 |
| ATR |
0.0128 |
0.0128 |
0.0000 |
0.0% |
0.0000 |
| Volume |
234,250 |
294,265 |
60,015 |
25.6% |
1,643,118 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4300 |
1.4229 |
1.3971 |
|
| R3 |
1.4172 |
1.4101 |
1.3936 |
|
| R2 |
1.4044 |
1.4044 |
1.3924 |
|
| R1 |
1.3973 |
1.3973 |
1.3913 |
1.3945 |
| PP |
1.3916 |
1.3916 |
1.3916 |
1.3902 |
| S1 |
1.3845 |
1.3845 |
1.3889 |
1.3817 |
| S2 |
1.3788 |
1.3788 |
1.3878 |
|
| S3 |
1.3660 |
1.3717 |
1.3866 |
|
| S4 |
1.3532 |
1.3589 |
1.3831 |
|
|
| 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% |
0.0114 |
0.8% |
54% |
False |
False |
325,653 |
| 10 |
1.4035 |
1.3651 |
0.0384 |
2.8% |
0.0117 |
0.8% |
65% |
False |
False |
302,515 |
| 20 |
1.4035 |
1.3424 |
0.0611 |
4.4% |
0.0125 |
0.9% |
78% |
False |
False |
303,527 |
| 40 |
1.4035 |
1.2870 |
0.1165 |
8.4% |
0.0139 |
1.0% |
88% |
False |
False |
320,777 |
| 60 |
1.4035 |
1.2870 |
0.1165 |
8.4% |
0.0140 |
1.0% |
88% |
False |
False |
297,696 |
| 80 |
1.4035 |
1.2870 |
0.1165 |
8.4% |
0.0149 |
1.1% |
88% |
False |
False |
228,217 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
9.9% |
0.0155 |
1.1% |
75% |
False |
False |
182,698 |
| 120 |
1.4250 |
1.2870 |
0.1380 |
9.9% |
0.0152 |
1.1% |
75% |
False |
False |
152,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4532 |
|
2.618 |
1.4323 |
|
1.618 |
1.4195 |
|
1.000 |
1.4116 |
|
0.618 |
1.4067 |
|
HIGH |
1.3988 |
|
0.618 |
1.3939 |
|
0.500 |
1.3924 |
|
0.382 |
1.3909 |
|
LOW |
1.3860 |
|
0.618 |
1.3781 |
|
1.000 |
1.3732 |
|
1.618 |
1.3653 |
|
2.618 |
1.3525 |
|
4.250 |
1.3316 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3924 |
1.3948 |
| PP |
1.3916 |
1.3932 |
| S1 |
1.3909 |
1.3917 |
|