CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3969 |
1.3977 |
0.0008 |
0.1% |
1.3971 |
| High |
1.3995 |
1.3984 |
-0.0011 |
-0.1% |
1.4014 |
| Low |
1.3836 |
1.3848 |
0.0012 |
0.1% |
1.3733 |
| Close |
1.3978 |
1.3882 |
-0.0096 |
-0.7% |
1.3869 |
| Range |
0.0159 |
0.0136 |
-0.0023 |
-14.5% |
0.0281 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.6% |
0.0000 |
| Volume |
376,811 |
366,883 |
-9,928 |
-2.6% |
705,022 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4313 |
1.4233 |
1.3957 |
|
| R3 |
1.4177 |
1.4097 |
1.3919 |
|
| R2 |
1.4041 |
1.4041 |
1.3907 |
|
| R1 |
1.3961 |
1.3961 |
1.3894 |
1.3933 |
| PP |
1.3905 |
1.3905 |
1.3905 |
1.3891 |
| S1 |
1.3825 |
1.3825 |
1.3870 |
1.3797 |
| S2 |
1.3769 |
1.3769 |
1.3857 |
|
| S3 |
1.3633 |
1.3689 |
1.3845 |
|
| S4 |
1.3497 |
1.3553 |
1.3807 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4715 |
1.4573 |
1.4024 |
|
| R3 |
1.4434 |
1.4292 |
1.3946 |
|
| R2 |
1.4153 |
1.4153 |
1.3921 |
|
| R1 |
1.4011 |
1.4011 |
1.3895 |
1.3942 |
| PP |
1.3872 |
1.3872 |
1.3872 |
1.3837 |
| S1 |
1.3730 |
1.3730 |
1.3843 |
1.3661 |
| S2 |
1.3591 |
1.3591 |
1.3817 |
|
| S3 |
1.3310 |
1.3449 |
1.3792 |
|
| S4 |
1.3029 |
1.3168 |
1.3714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3995 |
1.3733 |
0.0262 |
1.9% |
0.0141 |
1.0% |
57% |
False |
False |
303,248 |
| 10 |
1.4014 |
1.3733 |
0.0281 |
2.0% |
0.0121 |
0.9% |
53% |
False |
False |
175,247 |
| 20 |
1.4014 |
1.3446 |
0.0568 |
4.1% |
0.0123 |
0.9% |
77% |
False |
False |
88,612 |
| 40 |
1.4014 |
1.3370 |
0.0644 |
4.6% |
0.0125 |
0.9% |
80% |
False |
False |
44,715 |
| 60 |
1.4014 |
1.2864 |
0.1150 |
8.3% |
0.0127 |
0.9% |
89% |
False |
False |
29,934 |
| 80 |
1.4014 |
1.2864 |
0.1150 |
8.3% |
0.0119 |
0.9% |
89% |
False |
False |
22,462 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.5% |
0.0098 |
0.7% |
77% |
False |
False |
17,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4562 |
|
2.618 |
1.4340 |
|
1.618 |
1.4204 |
|
1.000 |
1.4120 |
|
0.618 |
1.4068 |
|
HIGH |
1.3984 |
|
0.618 |
1.3932 |
|
0.500 |
1.3916 |
|
0.382 |
1.3900 |
|
LOW |
1.3848 |
|
0.618 |
1.3764 |
|
1.000 |
1.3712 |
|
1.618 |
1.3628 |
|
2.618 |
1.3492 |
|
4.250 |
1.3270 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3916 |
1.3916 |
| PP |
1.3905 |
1.3904 |
| S1 |
1.3893 |
1.3893 |
|