CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3717 |
1.3595 |
-0.0122 |
-0.9% |
1.3568 |
| High |
1.3724 |
1.3617 |
-0.0107 |
-0.8% |
1.3739 |
| Low |
1.3572 |
1.3492 |
-0.0080 |
-0.6% |
1.3492 |
| Close |
1.3586 |
1.3534 |
-0.0052 |
-0.4% |
1.3534 |
| Range |
0.0152 |
0.0125 |
-0.0027 |
-17.8% |
0.0247 |
| ATR |
0.0147 |
0.0145 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
338,397 |
346,888 |
8,491 |
2.5% |
1,666,418 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3923 |
1.3853 |
1.3603 |
|
| R3 |
1.3798 |
1.3728 |
1.3568 |
|
| R2 |
1.3673 |
1.3673 |
1.3557 |
|
| R1 |
1.3603 |
1.3603 |
1.3545 |
1.3576 |
| PP |
1.3548 |
1.3548 |
1.3548 |
1.3534 |
| S1 |
1.3478 |
1.3478 |
1.3523 |
1.3451 |
| S2 |
1.3423 |
1.3423 |
1.3511 |
|
| S3 |
1.3298 |
1.3353 |
1.3500 |
|
| S4 |
1.3173 |
1.3228 |
1.3465 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4329 |
1.4179 |
1.3670 |
|
| R3 |
1.4082 |
1.3932 |
1.3602 |
|
| R2 |
1.3835 |
1.3835 |
1.3579 |
|
| R1 |
1.3685 |
1.3685 |
1.3557 |
1.3637 |
| PP |
1.3588 |
1.3588 |
1.3588 |
1.3564 |
| S1 |
1.3438 |
1.3438 |
1.3511 |
1.3390 |
| S2 |
1.3341 |
1.3341 |
1.3489 |
|
| S3 |
1.3094 |
1.3191 |
1.3466 |
|
| S4 |
1.2847 |
1.2944 |
1.3398 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3739 |
1.3492 |
0.0247 |
1.8% |
0.0129 |
1.0% |
17% |
False |
True |
333,283 |
| 10 |
1.3856 |
1.3492 |
0.0364 |
2.7% |
0.0142 |
1.0% |
12% |
False |
True |
341,589 |
| 20 |
1.3856 |
1.3234 |
0.0622 |
4.6% |
0.0146 |
1.1% |
48% |
False |
False |
328,169 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0144 |
1.1% |
67% |
False |
False |
298,330 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0153 |
1.1% |
67% |
False |
False |
226,078 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0159 |
1.2% |
48% |
False |
False |
169,774 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0158 |
1.2% |
48% |
False |
False |
135,927 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.8% |
0.0144 |
1.1% |
55% |
False |
False |
113,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4148 |
|
2.618 |
1.3944 |
|
1.618 |
1.3819 |
|
1.000 |
1.3742 |
|
0.618 |
1.3694 |
|
HIGH |
1.3617 |
|
0.618 |
1.3569 |
|
0.500 |
1.3555 |
|
0.382 |
1.3540 |
|
LOW |
1.3492 |
|
0.618 |
1.3415 |
|
1.000 |
1.3367 |
|
1.618 |
1.3290 |
|
2.618 |
1.3165 |
|
4.250 |
1.2961 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3555 |
1.3616 |
| PP |
1.3548 |
1.3588 |
| S1 |
1.3541 |
1.3561 |
|