CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3575 |
1.3683 |
0.0108 |
0.8% |
1.3602 |
| High |
1.3734 |
1.3836 |
0.0102 |
0.7% |
1.3753 |
| Low |
1.3564 |
1.3682 |
0.0118 |
0.9% |
1.3533 |
| Close |
1.3688 |
1.3813 |
0.0125 |
0.9% |
1.3609 |
| Range |
0.0170 |
0.0154 |
-0.0016 |
-9.4% |
0.0220 |
| ATR |
0.0152 |
0.0153 |
0.0000 |
0.1% |
0.0000 |
| Volume |
331,785 |
362,239 |
30,454 |
9.2% |
1,730,046 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4239 |
1.4180 |
1.3898 |
|
| R3 |
1.4085 |
1.4026 |
1.3855 |
|
| R2 |
1.3931 |
1.3931 |
1.3841 |
|
| R1 |
1.3872 |
1.3872 |
1.3827 |
1.3902 |
| PP |
1.3777 |
1.3777 |
1.3777 |
1.3792 |
| S1 |
1.3718 |
1.3718 |
1.3799 |
1.3748 |
| S2 |
1.3623 |
1.3623 |
1.3785 |
|
| S3 |
1.3469 |
1.3564 |
1.3771 |
|
| S4 |
1.3315 |
1.3410 |
1.3728 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4292 |
1.4170 |
1.3730 |
|
| R3 |
1.4072 |
1.3950 |
1.3670 |
|
| R2 |
1.3852 |
1.3852 |
1.3649 |
|
| R1 |
1.3730 |
1.3730 |
1.3629 |
1.3791 |
| PP |
1.3632 |
1.3632 |
1.3632 |
1.3662 |
| S1 |
1.3510 |
1.3510 |
1.3589 |
1.3571 |
| S2 |
1.3412 |
1.3412 |
1.3569 |
|
| S3 |
1.3192 |
1.3290 |
1.3549 |
|
| S4 |
1.2972 |
1.3070 |
1.3488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3836 |
1.3564 |
0.0272 |
2.0% |
0.0139 |
1.0% |
92% |
True |
False |
347,513 |
| 10 |
1.3836 |
1.3362 |
0.0474 |
3.4% |
0.0145 |
1.1% |
95% |
True |
False |
348,949 |
| 20 |
1.3836 |
1.2870 |
0.0966 |
7.0% |
0.0156 |
1.1% |
98% |
True |
False |
345,188 |
| 40 |
1.3836 |
1.2870 |
0.0966 |
7.0% |
0.0148 |
1.1% |
98% |
True |
False |
269,714 |
| 60 |
1.4222 |
1.2870 |
0.1352 |
9.8% |
0.0161 |
1.2% |
70% |
False |
False |
180,888 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0162 |
1.2% |
68% |
False |
False |
135,800 |
| 100 |
1.4250 |
1.2650 |
0.1600 |
11.6% |
0.0156 |
1.1% |
73% |
False |
False |
108,717 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.6% |
0.0135 |
1.0% |
73% |
False |
False |
90,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4491 |
|
2.618 |
1.4239 |
|
1.618 |
1.4085 |
|
1.000 |
1.3990 |
|
0.618 |
1.3931 |
|
HIGH |
1.3836 |
|
0.618 |
1.3777 |
|
0.500 |
1.3759 |
|
0.382 |
1.3741 |
|
LOW |
1.3682 |
|
0.618 |
1.3587 |
|
1.000 |
1.3528 |
|
1.618 |
1.3433 |
|
2.618 |
1.3279 |
|
4.250 |
1.3028 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3795 |
1.3775 |
| PP |
1.3777 |
1.3738 |
| S1 |
1.3759 |
1.3700 |
|