CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3904 |
1.3906 |
0.0002 |
0.0% |
1.3745 |
| High |
1.3941 |
1.3924 |
-0.0017 |
-0.1% |
1.4007 |
| Low |
1.3854 |
1.3774 |
-0.0080 |
-0.6% |
1.3710 |
| Close |
1.3903 |
1.3795 |
-0.0108 |
-0.8% |
1.3985 |
| Range |
0.0087 |
0.0150 |
0.0063 |
72.4% |
0.0297 |
| ATR |
0.0125 |
0.0127 |
0.0002 |
1.4% |
0.0000 |
| Volume |
221,109 |
301,055 |
79,946 |
36.2% |
1,643,118 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4281 |
1.4188 |
1.3878 |
|
| R3 |
1.4131 |
1.4038 |
1.3836 |
|
| R2 |
1.3981 |
1.3981 |
1.3823 |
|
| R1 |
1.3888 |
1.3888 |
1.3809 |
1.3860 |
| PP |
1.3831 |
1.3831 |
1.3831 |
1.3817 |
| S1 |
1.3738 |
1.3738 |
1.3781 |
1.3710 |
| S2 |
1.3681 |
1.3681 |
1.3768 |
|
| S3 |
1.3531 |
1.3588 |
1.3754 |
|
| S4 |
1.3381 |
1.3438 |
1.3713 |
|
|
| 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 |
1.3774 |
0.0261 |
1.9% |
0.0103 |
0.7% |
8% |
False |
True |
276,993 |
| 10 |
1.4035 |
1.3710 |
0.0325 |
2.4% |
0.0116 |
0.8% |
26% |
False |
False |
293,122 |
| 20 |
1.4035 |
1.3424 |
0.0611 |
4.4% |
0.0124 |
0.9% |
61% |
False |
False |
294,673 |
| 40 |
1.4035 |
1.2957 |
0.1078 |
7.8% |
0.0140 |
1.0% |
78% |
False |
False |
318,407 |
| 60 |
1.4035 |
1.2870 |
0.1165 |
8.4% |
0.0138 |
1.0% |
79% |
False |
False |
297,501 |
| 80 |
1.4035 |
1.2870 |
0.1165 |
8.4% |
0.0147 |
1.1% |
79% |
False |
False |
234,717 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0154 |
1.1% |
67% |
False |
False |
187,913 |
| 120 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0152 |
1.1% |
67% |
False |
False |
156,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4562 |
|
2.618 |
1.4317 |
|
1.618 |
1.4167 |
|
1.000 |
1.4074 |
|
0.618 |
1.4017 |
|
HIGH |
1.3924 |
|
0.618 |
1.3867 |
|
0.500 |
1.3849 |
|
0.382 |
1.3831 |
|
LOW |
1.3774 |
|
0.618 |
1.3681 |
|
1.000 |
1.3624 |
|
1.618 |
1.3531 |
|
2.618 |
1.3381 |
|
4.250 |
1.3137 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3849 |
1.3881 |
| PP |
1.3831 |
1.3852 |
| S1 |
1.3813 |
1.3824 |
|