CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3595 |
1.3525 |
-0.0070 |
-0.5% |
1.3568 |
| High |
1.3617 |
1.3555 |
-0.0062 |
-0.5% |
1.3739 |
| Low |
1.3492 |
1.3424 |
-0.0068 |
-0.5% |
1.3492 |
| Close |
1.3534 |
1.3478 |
-0.0056 |
-0.4% |
1.3534 |
| Range |
0.0125 |
0.0131 |
0.0006 |
4.8% |
0.0247 |
| ATR |
0.0145 |
0.0144 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
346,888 |
286,898 |
-59,990 |
-17.3% |
1,666,418 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3879 |
1.3809 |
1.3550 |
|
| R3 |
1.3748 |
1.3678 |
1.3514 |
|
| R2 |
1.3617 |
1.3617 |
1.3502 |
|
| R1 |
1.3547 |
1.3547 |
1.3490 |
1.3517 |
| PP |
1.3486 |
1.3486 |
1.3486 |
1.3470 |
| S1 |
1.3416 |
1.3416 |
1.3466 |
1.3386 |
| S2 |
1.3355 |
1.3355 |
1.3454 |
|
| S3 |
1.3224 |
1.3285 |
1.3442 |
|
| S4 |
1.3093 |
1.3154 |
1.3406 |
|
|
| 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 |
1.3424 |
0.0315 |
2.3% |
0.0132 |
1.0% |
17% |
False |
True |
334,287 |
| 10 |
1.3856 |
1.3424 |
0.0432 |
3.2% |
0.0138 |
1.0% |
13% |
False |
True |
337,100 |
| 20 |
1.3856 |
1.3234 |
0.0622 |
4.6% |
0.0145 |
1.1% |
39% |
False |
False |
324,913 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0146 |
1.1% |
62% |
False |
False |
298,797 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0154 |
1.1% |
62% |
False |
False |
230,821 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0157 |
1.2% |
44% |
False |
False |
173,351 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0157 |
1.2% |
44% |
False |
False |
138,792 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.9% |
0.0145 |
1.1% |
52% |
False |
False |
115,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4112 |
|
2.618 |
1.3898 |
|
1.618 |
1.3767 |
|
1.000 |
1.3686 |
|
0.618 |
1.3636 |
|
HIGH |
1.3555 |
|
0.618 |
1.3505 |
|
0.500 |
1.3490 |
|
0.382 |
1.3474 |
|
LOW |
1.3424 |
|
0.618 |
1.3343 |
|
1.000 |
1.3293 |
|
1.618 |
1.3212 |
|
2.618 |
1.3081 |
|
4.250 |
1.2867 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3490 |
1.3574 |
| PP |
1.3486 |
1.3542 |
| S1 |
1.3482 |
1.3510 |
|