CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3622 |
1.3568 |
-0.0054 |
-0.4% |
1.3575 |
| High |
1.3676 |
1.3621 |
-0.0055 |
-0.4% |
1.3856 |
| Low |
1.3538 |
1.3503 |
-0.0035 |
-0.3% |
1.3538 |
| Close |
1.3579 |
1.3582 |
0.0003 |
0.0% |
1.3579 |
| Range |
0.0138 |
0.0118 |
-0.0020 |
-14.5% |
0.0318 |
| ATR |
0.0152 |
0.0150 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
367,131 |
281,880 |
-85,251 |
-23.2% |
1,749,476 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3923 |
1.3870 |
1.3647 |
|
| R3 |
1.3805 |
1.3752 |
1.3614 |
|
| R2 |
1.3687 |
1.3687 |
1.3604 |
|
| R1 |
1.3634 |
1.3634 |
1.3593 |
1.3661 |
| PP |
1.3569 |
1.3569 |
1.3569 |
1.3582 |
| S1 |
1.3516 |
1.3516 |
1.3571 |
1.3543 |
| S2 |
1.3451 |
1.3451 |
1.3560 |
|
| S3 |
1.3333 |
1.3398 |
1.3550 |
|
| S4 |
1.3215 |
1.3280 |
1.3517 |
|
|
| 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 |
1.3503 |
0.0353 |
2.6% |
0.0144 |
1.1% |
22% |
False |
True |
339,914 |
| 10 |
1.3856 |
1.3503 |
0.0353 |
2.6% |
0.0139 |
1.0% |
22% |
False |
True |
346,774 |
| 20 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0153 |
1.1% |
72% |
False |
False |
338,027 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0148 |
1.1% |
72% |
False |
False |
294,780 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0157 |
1.2% |
72% |
False |
False |
203,113 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0163 |
1.2% |
52% |
False |
False |
152,491 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0158 |
1.2% |
52% |
False |
False |
122,088 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0139 |
1.0% |
58% |
False |
False |
101,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4123 |
|
2.618 |
1.3930 |
|
1.618 |
1.3812 |
|
1.000 |
1.3739 |
|
0.618 |
1.3694 |
|
HIGH |
1.3621 |
|
0.618 |
1.3576 |
|
0.500 |
1.3562 |
|
0.382 |
1.3548 |
|
LOW |
1.3503 |
|
0.618 |
1.3430 |
|
1.000 |
1.3385 |
|
1.618 |
1.3312 |
|
2.618 |
1.3194 |
|
4.250 |
1.3002 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3575 |
1.3662 |
| PP |
1.3569 |
1.3635 |
| S1 |
1.3562 |
1.3609 |
|