CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3949 |
1.3893 |
-0.0056 |
-0.4% |
1.3717 |
| High |
1.3967 |
1.3921 |
-0.0046 |
-0.3% |
1.3986 |
| Low |
1.3840 |
1.3834 |
-0.0006 |
0.0% |
1.3696 |
| Close |
1.3880 |
1.3883 |
0.0003 |
0.0% |
1.3964 |
| Range |
0.0127 |
0.0087 |
-0.0040 |
-31.5% |
0.0290 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
57,128 |
110,425 |
53,297 |
93.3% |
38,762 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4140 |
1.4099 |
1.3931 |
|
| R3 |
1.4053 |
1.4012 |
1.3907 |
|
| R2 |
1.3966 |
1.3966 |
1.3899 |
|
| R1 |
1.3925 |
1.3925 |
1.3891 |
1.3902 |
| PP |
1.3879 |
1.3879 |
1.3879 |
1.3868 |
| S1 |
1.3838 |
1.3838 |
1.3875 |
1.3815 |
| S2 |
1.3792 |
1.3792 |
1.3867 |
|
| S3 |
1.3705 |
1.3751 |
1.3859 |
|
| S4 |
1.3618 |
1.3664 |
1.3835 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4752 |
1.4648 |
1.4124 |
|
| R3 |
1.4462 |
1.4358 |
1.4044 |
|
| R2 |
1.4172 |
1.4172 |
1.4017 |
|
| R1 |
1.4068 |
1.4068 |
1.3991 |
1.4120 |
| PP |
1.3882 |
1.3882 |
1.3882 |
1.3908 |
| S1 |
1.3778 |
1.3778 |
1.3937 |
1.3830 |
| S2 |
1.3592 |
1.3592 |
1.3911 |
|
| S3 |
1.3302 |
1.3488 |
1.3884 |
|
| S4 |
1.3012 |
1.3198 |
1.3805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4014 |
1.3815 |
0.0199 |
1.4% |
0.0100 |
0.7% |
34% |
False |
False |
47,246 |
| 10 |
1.4014 |
1.3683 |
0.0331 |
2.4% |
0.0110 |
0.8% |
60% |
False |
False |
24,772 |
| 20 |
1.4014 |
1.3411 |
0.0603 |
4.3% |
0.0117 |
0.8% |
78% |
False |
False |
13,006 |
| 40 |
1.4014 |
1.2900 |
0.1114 |
8.0% |
0.0130 |
0.9% |
88% |
False |
False |
6,899 |
| 60 |
1.4014 |
1.2864 |
0.1150 |
8.3% |
0.0128 |
0.9% |
89% |
False |
False |
4,675 |
| 80 |
1.4014 |
1.2864 |
0.1150 |
8.3% |
0.0111 |
0.8% |
89% |
False |
False |
3,510 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.5% |
0.0091 |
0.7% |
77% |
False |
False |
2,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4291 |
|
2.618 |
1.4149 |
|
1.618 |
1.4062 |
|
1.000 |
1.4008 |
|
0.618 |
1.3975 |
|
HIGH |
1.3921 |
|
0.618 |
1.3888 |
|
0.500 |
1.3878 |
|
0.382 |
1.3867 |
|
LOW |
1.3834 |
|
0.618 |
1.3780 |
|
1.000 |
1.3747 |
|
1.618 |
1.3693 |
|
2.618 |
1.3606 |
|
4.250 |
1.3464 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3881 |
1.3924 |
| PP |
1.3879 |
1.3910 |
| S1 |
1.3878 |
1.3897 |
|