CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3622 |
1.3717 |
0.0095 |
0.7% |
1.3575 |
| High |
1.3739 |
1.3724 |
-0.0015 |
-0.1% |
1.3856 |
| Low |
1.3604 |
1.3572 |
-0.0032 |
-0.2% |
1.3538 |
| Close |
1.3718 |
1.3586 |
-0.0132 |
-1.0% |
1.3579 |
| Range |
0.0135 |
0.0152 |
0.0017 |
12.6% |
0.0318 |
| ATR |
0.0146 |
0.0147 |
0.0000 |
0.3% |
0.0000 |
| Volume |
351,455 |
338,397 |
-13,058 |
-3.7% |
1,749,476 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4083 |
1.3987 |
1.3670 |
|
| R3 |
1.3931 |
1.3835 |
1.3628 |
|
| R2 |
1.3779 |
1.3779 |
1.3614 |
|
| R1 |
1.3683 |
1.3683 |
1.3600 |
1.3655 |
| PP |
1.3627 |
1.3627 |
1.3627 |
1.3614 |
| S1 |
1.3531 |
1.3531 |
1.3572 |
1.3503 |
| S2 |
1.3475 |
1.3475 |
1.3558 |
|
| S3 |
1.3323 |
1.3379 |
1.3544 |
|
| S4 |
1.3171 |
1.3227 |
1.3502 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4612 |
1.4413 |
1.3754 |
|
| R3 |
1.4294 |
1.4095 |
1.3666 |
|
| R2 |
1.3976 |
1.3976 |
1.3637 |
|
| R1 |
1.3777 |
1.3777 |
1.3608 |
1.3877 |
| PP |
1.3658 |
1.3658 |
1.3658 |
1.3707 |
| S1 |
1.3459 |
1.3459 |
1.3550 |
1.3559 |
| S2 |
1.3340 |
1.3340 |
1.3521 |
|
| S3 |
1.3022 |
1.3141 |
1.3492 |
|
| S4 |
1.2704 |
1.2823 |
1.3404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3739 |
1.3503 |
0.0236 |
1.7% |
0.0132 |
1.0% |
35% |
False |
False |
337,332 |
| 10 |
1.3856 |
1.3503 |
0.0353 |
2.6% |
0.0146 |
1.1% |
24% |
False |
False |
343,568 |
| 20 |
1.3856 |
1.3084 |
0.0772 |
5.7% |
0.0154 |
1.1% |
65% |
False |
False |
336,122 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0146 |
1.1% |
73% |
False |
False |
298,060 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0155 |
1.1% |
73% |
False |
False |
220,343 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0161 |
1.2% |
52% |
False |
False |
165,446 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0159 |
1.2% |
52% |
False |
False |
132,459 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0143 |
1.0% |
59% |
False |
False |
110,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4370 |
|
2.618 |
1.4122 |
|
1.618 |
1.3970 |
|
1.000 |
1.3876 |
|
0.618 |
1.3818 |
|
HIGH |
1.3724 |
|
0.618 |
1.3666 |
|
0.500 |
1.3648 |
|
0.382 |
1.3630 |
|
LOW |
1.3572 |
|
0.618 |
1.3478 |
|
1.000 |
1.3420 |
|
1.618 |
1.3326 |
|
2.618 |
1.3174 |
|
4.250 |
1.2926 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3648 |
1.3654 |
| PP |
1.3627 |
1.3631 |
| S1 |
1.3607 |
1.3609 |
|