CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3683 |
1.3815 |
0.0132 |
1.0% |
1.3602 |
| High |
1.3836 |
1.3856 |
0.0020 |
0.1% |
1.3753 |
| Low |
1.3682 |
1.3760 |
0.0078 |
0.6% |
1.3533 |
| Close |
1.3813 |
1.3792 |
-0.0021 |
-0.2% |
1.3609 |
| Range |
0.0154 |
0.0096 |
-0.0058 |
-37.7% |
0.0220 |
| ATR |
0.0153 |
0.0148 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
362,239 |
274,847 |
-87,392 |
-24.1% |
1,730,046 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4091 |
1.4037 |
1.3845 |
|
| R3 |
1.3995 |
1.3941 |
1.3818 |
|
| R2 |
1.3899 |
1.3899 |
1.3810 |
|
| R1 |
1.3845 |
1.3845 |
1.3801 |
1.3824 |
| PP |
1.3803 |
1.3803 |
1.3803 |
1.3792 |
| S1 |
1.3749 |
1.3749 |
1.3783 |
1.3728 |
| S2 |
1.3707 |
1.3707 |
1.3774 |
|
| S3 |
1.3611 |
1.3653 |
1.3766 |
|
| S4 |
1.3515 |
1.3557 |
1.3739 |
|
|
| 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 |
1.3856 |
1.3564 |
0.0292 |
2.1% |
0.0142 |
1.0% |
78% |
True |
False |
343,375 |
| 10 |
1.3856 |
1.3390 |
0.0466 |
3.4% |
0.0138 |
1.0% |
86% |
True |
False |
339,988 |
| 20 |
1.3856 |
1.2870 |
0.0986 |
7.1% |
0.0154 |
1.1% |
94% |
True |
False |
343,453 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.1% |
0.0146 |
1.1% |
94% |
True |
False |
275,974 |
| 60 |
1.4055 |
1.2870 |
0.1185 |
8.6% |
0.0159 |
1.2% |
78% |
False |
False |
185,453 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0161 |
1.2% |
67% |
False |
False |
139,224 |
| 100 |
1.4250 |
1.2781 |
0.1469 |
10.7% |
0.0157 |
1.1% |
69% |
False |
False |
111,465 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.7% |
0.0135 |
1.0% |
72% |
False |
False |
92,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4264 |
|
2.618 |
1.4107 |
|
1.618 |
1.4011 |
|
1.000 |
1.3952 |
|
0.618 |
1.3915 |
|
HIGH |
1.3856 |
|
0.618 |
1.3819 |
|
0.500 |
1.3808 |
|
0.382 |
1.3797 |
|
LOW |
1.3760 |
|
0.618 |
1.3701 |
|
1.000 |
1.3664 |
|
1.618 |
1.3605 |
|
2.618 |
1.3509 |
|
4.250 |
1.3352 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3808 |
1.3765 |
| PP |
1.3803 |
1.3737 |
| S1 |
1.3797 |
1.3710 |
|