CME Euro FX (E) Future March 2011


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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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Narrowest range in 3 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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