CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3553 |
1.3591 |
0.0038 |
0.3% |
1.3501 |
| High |
1.3596 |
1.3693 |
0.0097 |
0.7% |
1.3693 |
| Low |
1.3528 |
1.3530 |
0.0002 |
0.0% |
1.3411 |
| Close |
1.3585 |
1.3665 |
0.0080 |
0.6% |
1.3665 |
| Range |
0.0068 |
0.0163 |
0.0095 |
139.7% |
0.0282 |
| ATR |
0.0124 |
0.0127 |
0.0003 |
2.2% |
0.0000 |
| Volume |
697 |
502 |
-195 |
-28.0% |
3,643 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4118 |
1.4055 |
1.3755 |
|
| R3 |
1.3955 |
1.3892 |
1.3710 |
|
| R2 |
1.3792 |
1.3792 |
1.3695 |
|
| R1 |
1.3729 |
1.3729 |
1.3680 |
1.3761 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3645 |
| S1 |
1.3566 |
1.3566 |
1.3650 |
1.3598 |
| S2 |
1.3466 |
1.3466 |
1.3635 |
|
| S3 |
1.3303 |
1.3403 |
1.3620 |
|
| S4 |
1.3140 |
1.3240 |
1.3575 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4436 |
1.4332 |
1.3820 |
|
| R3 |
1.4154 |
1.4050 |
1.3743 |
|
| R2 |
1.3872 |
1.3872 |
1.3717 |
|
| R1 |
1.3768 |
1.3768 |
1.3691 |
1.3820 |
| PP |
1.3590 |
1.3590 |
1.3590 |
1.3616 |
| S1 |
1.3486 |
1.3486 |
1.3639 |
1.3538 |
| S2 |
1.3308 |
1.3308 |
1.3613 |
|
| S3 |
1.3026 |
1.3204 |
1.3587 |
|
| S4 |
1.2744 |
1.2922 |
1.3510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3693 |
1.3411 |
0.0282 |
2.1% |
0.0113 |
0.8% |
90% |
True |
False |
728 |
| 10 |
1.3721 |
1.3411 |
0.0310 |
2.3% |
0.0114 |
0.8% |
82% |
False |
False |
778 |
| 20 |
1.3837 |
1.3411 |
0.0426 |
3.1% |
0.0124 |
0.9% |
60% |
False |
False |
737 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0130 |
1.0% |
82% |
False |
False |
632 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0122 |
0.9% |
82% |
False |
False |
445 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0096 |
0.7% |
61% |
False |
False |
335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4386 |
|
2.618 |
1.4120 |
|
1.618 |
1.3957 |
|
1.000 |
1.3856 |
|
0.618 |
1.3794 |
|
HIGH |
1.3693 |
|
0.618 |
1.3631 |
|
0.500 |
1.3612 |
|
0.382 |
1.3592 |
|
LOW |
1.3530 |
|
0.618 |
1.3429 |
|
1.000 |
1.3367 |
|
1.618 |
1.3266 |
|
2.618 |
1.3103 |
|
4.250 |
1.2837 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3647 |
1.3633 |
| PP |
1.3629 |
1.3601 |
| S1 |
1.3612 |
1.3570 |
|