CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4088 |
1.4107 |
0.0019 |
0.1% |
1.4159 |
| High |
1.4129 |
1.4214 |
0.0085 |
0.6% |
1.4229 |
| Low |
1.4031 |
1.4096 |
0.0065 |
0.5% |
1.4035 |
| Close |
1.4100 |
1.4181 |
0.0081 |
0.6% |
1.4051 |
| Range |
0.0098 |
0.0118 |
0.0020 |
20.4% |
0.0194 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
292,004 |
311,488 |
19,484 |
6.7% |
1,274,636 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4518 |
1.4467 |
1.4246 |
|
| R3 |
1.4400 |
1.4349 |
1.4213 |
|
| R2 |
1.4282 |
1.4282 |
1.4203 |
|
| R1 |
1.4231 |
1.4231 |
1.4192 |
1.4257 |
| PP |
1.4164 |
1.4164 |
1.4164 |
1.4176 |
| S1 |
1.4113 |
1.4113 |
1.4170 |
1.4139 |
| S2 |
1.4046 |
1.4046 |
1.4159 |
|
| S3 |
1.3928 |
1.3995 |
1.4149 |
|
| S4 |
1.3810 |
1.3877 |
1.4116 |
|
|
| 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 |
1.4214 |
1.4000 |
0.0214 |
1.5% |
0.0111 |
0.8% |
85% |
True |
False |
268,054 |
| 10 |
1.4229 |
1.3962 |
0.0267 |
1.9% |
0.0123 |
0.9% |
82% |
False |
False |
266,554 |
| 20 |
1.4229 |
1.3733 |
0.0496 |
3.5% |
0.0124 |
0.9% |
90% |
False |
False |
235,783 |
| 40 |
1.4229 |
1.3411 |
0.0818 |
5.8% |
0.0124 |
0.9% |
94% |
False |
False |
118,741 |
| 60 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0130 |
0.9% |
96% |
False |
False |
79,399 |
| 80 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0127 |
0.9% |
96% |
False |
False |
59,587 |
| 100 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0111 |
0.8% |
96% |
False |
False |
47,672 |
| 120 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0094 |
0.7% |
96% |
False |
False |
39,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4716 |
|
2.618 |
1.4523 |
|
1.618 |
1.4405 |
|
1.000 |
1.4332 |
|
0.618 |
1.4287 |
|
HIGH |
1.4214 |
|
0.618 |
1.4169 |
|
0.500 |
1.4155 |
|
0.382 |
1.4141 |
|
LOW |
1.4096 |
|
0.618 |
1.4023 |
|
1.000 |
1.3978 |
|
1.618 |
1.3905 |
|
2.618 |
1.3787 |
|
4.250 |
1.3595 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4172 |
1.4161 |
| PP |
1.4164 |
1.4140 |
| S1 |
1.4155 |
1.4120 |
|