CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3799 |
1.3972 |
0.0173 |
1.3% |
1.3990 |
| High |
1.3915 |
1.3981 |
0.0066 |
0.5% |
1.4035 |
| Low |
1.3751 |
1.3905 |
0.0154 |
1.1% |
1.3751 |
| Close |
1.3887 |
1.3964 |
0.0077 |
0.6% |
1.3887 |
| Range |
0.0164 |
0.0076 |
-0.0088 |
-53.7% |
0.0284 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
114,012 |
7,807 |
-106,205 |
-93.2% |
1,164,691 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4178 |
1.4147 |
1.4006 |
|
| R3 |
1.4102 |
1.4071 |
1.3985 |
|
| R2 |
1.4026 |
1.4026 |
1.3978 |
|
| R1 |
1.3995 |
1.3995 |
1.3971 |
1.3973 |
| PP |
1.3950 |
1.3950 |
1.3950 |
1.3939 |
| S1 |
1.3919 |
1.3919 |
1.3957 |
1.3897 |
| S2 |
1.3874 |
1.3874 |
1.3950 |
|
| S3 |
1.3798 |
1.3843 |
1.3943 |
|
| S4 |
1.3722 |
1.3767 |
1.3922 |
|
|
| 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 |
1.3988 |
1.3751 |
0.0237 |
1.7% |
0.0121 |
0.9% |
90% |
False |
False |
187,649 |
| 10 |
1.4035 |
1.3742 |
0.0293 |
2.1% |
0.0114 |
0.8% |
76% |
False |
False |
254,795 |
| 20 |
1.4035 |
1.3424 |
0.0611 |
4.4% |
0.0122 |
0.9% |
88% |
False |
False |
266,500 |
| 40 |
1.4035 |
1.3234 |
0.0801 |
5.7% |
0.0134 |
1.0% |
91% |
False |
False |
297,335 |
| 60 |
1.4035 |
1.2870 |
0.1165 |
8.3% |
0.0137 |
1.0% |
94% |
False |
False |
287,720 |
| 80 |
1.4035 |
1.2870 |
0.1165 |
8.3% |
0.0146 |
1.0% |
94% |
False |
False |
236,183 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
9.9% |
0.0151 |
1.1% |
79% |
False |
False |
189,119 |
| 120 |
1.4250 |
1.2870 |
0.1380 |
9.9% |
0.0152 |
1.1% |
79% |
False |
False |
157,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4304 |
|
2.618 |
1.4180 |
|
1.618 |
1.4104 |
|
1.000 |
1.4057 |
|
0.618 |
1.4028 |
|
HIGH |
1.3981 |
|
0.618 |
1.3952 |
|
0.500 |
1.3943 |
|
0.382 |
1.3934 |
|
LOW |
1.3905 |
|
0.618 |
1.3858 |
|
1.000 |
1.3829 |
|
1.618 |
1.3782 |
|
2.618 |
1.3706 |
|
4.250 |
1.3582 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3957 |
1.3931 |
| PP |
1.3950 |
1.3899 |
| S1 |
1.3943 |
1.3866 |
|