CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4029 |
1.4065 |
0.0036 |
0.3% |
1.4159 |
| High |
1.4097 |
1.4130 |
0.0033 |
0.2% |
1.4229 |
| Low |
1.4000 |
1.4026 |
0.0026 |
0.2% |
1.4035 |
| Close |
1.4078 |
1.4068 |
-0.0010 |
-0.1% |
1.4051 |
| Range |
0.0097 |
0.0104 |
0.0007 |
7.2% |
0.0194 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
227,354 |
274,767 |
47,413 |
20.9% |
1,274,636 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4387 |
1.4331 |
1.4125 |
|
| R3 |
1.4283 |
1.4227 |
1.4097 |
|
| R2 |
1.4179 |
1.4179 |
1.4087 |
|
| R1 |
1.4123 |
1.4123 |
1.4078 |
1.4151 |
| PP |
1.4075 |
1.4075 |
1.4075 |
1.4089 |
| S1 |
1.4019 |
1.4019 |
1.4058 |
1.4047 |
| S2 |
1.3971 |
1.3971 |
1.4049 |
|
| S3 |
1.3867 |
1.3915 |
1.4039 |
|
| S4 |
1.3763 |
1.3811 |
1.4011 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4687 |
1.4563 |
1.4158 |
|
| R3 |
1.4493 |
1.4369 |
1.4104 |
|
| R2 |
1.4299 |
1.4299 |
1.4087 |
|
| R1 |
1.4175 |
1.4175 |
1.4069 |
1.4140 |
| PP |
1.4105 |
1.4105 |
1.4105 |
1.4088 |
| S1 |
1.3981 |
1.3981 |
1.4033 |
1.3946 |
| S2 |
1.3911 |
1.3911 |
1.4015 |
|
| S3 |
1.3717 |
1.3787 |
1.3998 |
|
| S4 |
1.3523 |
1.3593 |
1.3944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4202 |
1.4000 |
0.0202 |
1.4% |
0.0128 |
0.9% |
34% |
False |
False |
266,059 |
| 10 |
1.4229 |
1.3848 |
0.0381 |
2.7% |
0.0134 |
0.9% |
58% |
False |
False |
273,353 |
| 20 |
1.4229 |
1.3729 |
0.0500 |
3.6% |
0.0127 |
0.9% |
68% |
False |
False |
206,081 |
| 40 |
1.4229 |
1.3411 |
0.0818 |
5.8% |
0.0125 |
0.9% |
80% |
False |
False |
103,679 |
| 60 |
1.4229 |
1.2864 |
0.1365 |
9.7% |
0.0131 |
0.9% |
88% |
False |
False |
69,349 |
| 80 |
1.4229 |
1.2864 |
0.1365 |
9.7% |
0.0126 |
0.9% |
88% |
False |
False |
52,043 |
| 100 |
1.4229 |
1.2864 |
0.1365 |
9.7% |
0.0110 |
0.8% |
88% |
False |
False |
41,637 |
| 120 |
1.4229 |
1.2864 |
0.1365 |
9.7% |
0.0092 |
0.7% |
88% |
False |
False |
34,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4572 |
|
2.618 |
1.4402 |
|
1.618 |
1.4298 |
|
1.000 |
1.4234 |
|
0.618 |
1.4194 |
|
HIGH |
1.4130 |
|
0.618 |
1.4090 |
|
0.500 |
1.4078 |
|
0.382 |
1.4066 |
|
LOW |
1.4026 |
|
0.618 |
1.3962 |
|
1.000 |
1.3922 |
|
1.618 |
1.3858 |
|
2.618 |
1.3754 |
|
4.250 |
1.3584 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4078 |
1.4088 |
| PP |
1.4075 |
1.4081 |
| S1 |
1.4071 |
1.4075 |
|