CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3906 |
1.3799 |
-0.0107 |
-0.8% |
1.3990 |
| High |
1.3924 |
1.3915 |
-0.0009 |
-0.1% |
1.4035 |
| Low |
1.3774 |
1.3751 |
-0.0023 |
-0.2% |
1.3751 |
| Close |
1.3795 |
1.3887 |
0.0092 |
0.7% |
1.3887 |
| Range |
0.0150 |
0.0164 |
0.0014 |
9.3% |
0.0284 |
| ATR |
0.0127 |
0.0130 |
0.0003 |
2.1% |
0.0000 |
| Volume |
301,055 |
114,012 |
-187,043 |
-62.1% |
1,164,691 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4343 |
1.4279 |
1.3977 |
|
| R3 |
1.4179 |
1.4115 |
1.3932 |
|
| R2 |
1.4015 |
1.4015 |
1.3917 |
|
| R1 |
1.3951 |
1.3951 |
1.3902 |
1.3983 |
| PP |
1.3851 |
1.3851 |
1.3851 |
1.3867 |
| S1 |
1.3787 |
1.3787 |
1.3872 |
1.3819 |
| S2 |
1.3687 |
1.3687 |
1.3857 |
|
| S3 |
1.3523 |
1.3623 |
1.3842 |
|
| S4 |
1.3359 |
1.3459 |
1.3797 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4743 |
1.4599 |
1.4043 |
|
| R3 |
1.4459 |
1.4315 |
1.3965 |
|
| R2 |
1.4175 |
1.4175 |
1.3939 |
|
| R1 |
1.4031 |
1.4031 |
1.3913 |
1.3961 |
| PP |
1.3891 |
1.3891 |
1.3891 |
1.3856 |
| S1 |
1.3747 |
1.3747 |
1.3861 |
1.3677 |
| S2 |
1.3607 |
1.3607 |
1.3835 |
|
| S3 |
1.3323 |
1.3463 |
1.3809 |
|
| S4 |
1.3039 |
1.3179 |
1.3731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4035 |
1.3751 |
0.0284 |
2.0% |
0.0122 |
0.9% |
48% |
False |
True |
232,938 |
| 10 |
1.4035 |
1.3710 |
0.0325 |
2.3% |
0.0121 |
0.9% |
54% |
False |
False |
280,780 |
| 20 |
1.4035 |
1.3424 |
0.0611 |
4.4% |
0.0125 |
0.9% |
76% |
False |
False |
283,454 |
| 40 |
1.4035 |
1.3084 |
0.0951 |
6.8% |
0.0140 |
1.0% |
84% |
False |
False |
309,788 |
| 60 |
1.4035 |
1.2870 |
0.1165 |
8.4% |
0.0139 |
1.0% |
87% |
False |
False |
293,191 |
| 80 |
1.4035 |
1.2870 |
0.1165 |
8.4% |
0.0147 |
1.1% |
87% |
False |
False |
236,121 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
9.9% |
0.0154 |
1.1% |
74% |
False |
False |
189,048 |
| 120 |
1.4250 |
1.2870 |
0.1380 |
9.9% |
0.0153 |
1.1% |
74% |
False |
False |
157,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4612 |
|
2.618 |
1.4344 |
|
1.618 |
1.4180 |
|
1.000 |
1.4079 |
|
0.618 |
1.4016 |
|
HIGH |
1.3915 |
|
0.618 |
1.3852 |
|
0.500 |
1.3833 |
|
0.382 |
1.3814 |
|
LOW |
1.3751 |
|
0.618 |
1.3650 |
|
1.000 |
1.3587 |
|
1.618 |
1.3486 |
|
2.618 |
1.3322 |
|
4.250 |
1.3054 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3869 |
1.3873 |
| PP |
1.3851 |
1.3860 |
| S1 |
1.3833 |
1.3846 |
|