CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3799 |
1.3622 |
-0.0177 |
-1.3% |
1.3575 |
| High |
1.3820 |
1.3676 |
-0.0144 |
-1.0% |
1.3856 |
| Low |
1.3604 |
1.3538 |
-0.0066 |
-0.5% |
1.3538 |
| Close |
1.3629 |
1.3579 |
-0.0050 |
-0.4% |
1.3579 |
| Range |
0.0216 |
0.0138 |
-0.0078 |
-36.1% |
0.0318 |
| ATR |
0.0153 |
0.0152 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
413,474 |
367,131 |
-46,343 |
-11.2% |
1,749,476 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4012 |
1.3933 |
1.3655 |
|
| R3 |
1.3874 |
1.3795 |
1.3617 |
|
| R2 |
1.3736 |
1.3736 |
1.3604 |
|
| R1 |
1.3657 |
1.3657 |
1.3592 |
1.3628 |
| PP |
1.3598 |
1.3598 |
1.3598 |
1.3583 |
| S1 |
1.3519 |
1.3519 |
1.3566 |
1.3490 |
| S2 |
1.3460 |
1.3460 |
1.3554 |
|
| S3 |
1.3322 |
1.3381 |
1.3541 |
|
| S4 |
1.3184 |
1.3243 |
1.3503 |
|
|
| 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 |
1.3856 |
1.3538 |
0.0318 |
2.3% |
0.0155 |
1.1% |
13% |
False |
True |
349,895 |
| 10 |
1.3856 |
1.3533 |
0.0323 |
2.4% |
0.0142 |
1.0% |
14% |
False |
False |
347,952 |
| 20 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0153 |
1.1% |
72% |
False |
False |
345,428 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0149 |
1.1% |
72% |
False |
False |
292,055 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0158 |
1.2% |
72% |
False |
False |
198,435 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0162 |
1.2% |
51% |
False |
False |
148,972 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0157 |
1.2% |
51% |
False |
False |
119,270 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0138 |
1.0% |
58% |
False |
False |
99,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4263 |
|
2.618 |
1.4037 |
|
1.618 |
1.3899 |
|
1.000 |
1.3814 |
|
0.618 |
1.3761 |
|
HIGH |
1.3676 |
|
0.618 |
1.3623 |
|
0.500 |
1.3607 |
|
0.382 |
1.3591 |
|
LOW |
1.3538 |
|
0.618 |
1.3453 |
|
1.000 |
1.3400 |
|
1.618 |
1.3315 |
|
2.618 |
1.3177 |
|
4.250 |
1.2952 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3607 |
1.3697 |
| PP |
1.3598 |
1.3658 |
| S1 |
1.3588 |
1.3618 |
|