CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3999 |
1.4159 |
0.0160 |
1.1% |
1.3948 |
| High |
1.4167 |
1.4221 |
0.0054 |
0.4% |
1.4167 |
| Low |
1.3962 |
1.4120 |
0.0158 |
1.1% |
1.3836 |
| Close |
1.4137 |
1.4207 |
0.0070 |
0.5% |
1.4137 |
| Range |
0.0205 |
0.0101 |
-0.0104 |
-50.7% |
0.0331 |
| ATR |
0.0136 |
0.0134 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
285,296 |
230,831 |
-54,465 |
-19.1% |
1,605,540 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4486 |
1.4447 |
1.4263 |
|
| R3 |
1.4385 |
1.4346 |
1.4235 |
|
| R2 |
1.4284 |
1.4284 |
1.4226 |
|
| R1 |
1.4245 |
1.4245 |
1.4216 |
1.4265 |
| PP |
1.4183 |
1.4183 |
1.4183 |
1.4192 |
| S1 |
1.4144 |
1.4144 |
1.4198 |
1.4164 |
| S2 |
1.4082 |
1.4082 |
1.4188 |
|
| S3 |
1.3981 |
1.4043 |
1.4179 |
|
| S4 |
1.3880 |
1.3942 |
1.4151 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5040 |
1.4919 |
1.4319 |
|
| R3 |
1.4709 |
1.4588 |
1.4228 |
|
| R2 |
1.4378 |
1.4378 |
1.4198 |
|
| R1 |
1.4257 |
1.4257 |
1.4167 |
1.4318 |
| PP |
1.4047 |
1.4047 |
1.4047 |
1.4077 |
| S1 |
1.3926 |
1.3926 |
1.4107 |
1.3987 |
| S2 |
1.3716 |
1.3716 |
1.4076 |
|
| S3 |
1.3385 |
1.3595 |
1.4046 |
|
| S4 |
1.3054 |
1.3264 |
1.3955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4221 |
1.3836 |
0.0385 |
2.7% |
0.0157 |
1.1% |
96% |
True |
False |
312,884 |
| 10 |
1.4221 |
1.3733 |
0.0488 |
3.4% |
0.0141 |
1.0% |
97% |
True |
False |
250,452 |
| 20 |
1.4221 |
1.3510 |
0.0711 |
5.0% |
0.0130 |
0.9% |
98% |
True |
False |
129,548 |
| 40 |
1.4221 |
1.3411 |
0.0810 |
5.7% |
0.0127 |
0.9% |
98% |
True |
False |
65,143 |
| 60 |
1.4221 |
1.2864 |
0.1357 |
9.6% |
0.0130 |
0.9% |
99% |
True |
False |
43,604 |
| 80 |
1.4221 |
1.2864 |
0.1357 |
9.6% |
0.0124 |
0.9% |
99% |
True |
False |
32,721 |
| 100 |
1.4221 |
1.2864 |
0.1357 |
9.6% |
0.0103 |
0.7% |
99% |
True |
False |
26,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4650 |
|
2.618 |
1.4485 |
|
1.618 |
1.4384 |
|
1.000 |
1.4322 |
|
0.618 |
1.4283 |
|
HIGH |
1.4221 |
|
0.618 |
1.4182 |
|
0.500 |
1.4171 |
|
0.382 |
1.4159 |
|
LOW |
1.4120 |
|
0.618 |
1.4058 |
|
1.000 |
1.4019 |
|
1.618 |
1.3957 |
|
2.618 |
1.3856 |
|
4.250 |
1.3691 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4195 |
1.4150 |
| PP |
1.4183 |
1.4093 |
| S1 |
1.4171 |
1.4036 |
|