CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3525 |
1.3488 |
-0.0037 |
-0.3% |
1.3568 |
| High |
1.3555 |
1.3547 |
-0.0008 |
-0.1% |
1.3739 |
| Low |
1.3424 |
1.3457 |
0.0033 |
0.2% |
1.3492 |
| Close |
1.3478 |
1.3489 |
0.0011 |
0.1% |
1.3534 |
| Range |
0.0131 |
0.0090 |
-0.0041 |
-31.3% |
0.0247 |
| ATR |
0.0144 |
0.0140 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
286,898 |
315,077 |
28,179 |
9.8% |
1,666,418 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3768 |
1.3718 |
1.3539 |
|
| R3 |
1.3678 |
1.3628 |
1.3514 |
|
| R2 |
1.3588 |
1.3588 |
1.3506 |
|
| R1 |
1.3538 |
1.3538 |
1.3497 |
1.3563 |
| PP |
1.3498 |
1.3498 |
1.3498 |
1.3510 |
| S1 |
1.3448 |
1.3448 |
1.3481 |
1.3473 |
| S2 |
1.3408 |
1.3408 |
1.3473 |
|
| S3 |
1.3318 |
1.3358 |
1.3464 |
|
| S4 |
1.3228 |
1.3268 |
1.3440 |
|
|
| 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% |
0.0127 |
0.9% |
21% |
False |
False |
327,743 |
| 10 |
1.3856 |
1.3424 |
0.0432 |
3.2% |
0.0132 |
1.0% |
15% |
False |
False |
332,384 |
| 20 |
1.3856 |
1.3362 |
0.0494 |
3.7% |
0.0138 |
1.0% |
26% |
False |
False |
340,667 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0142 |
1.1% |
63% |
False |
False |
298,287 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0153 |
1.1% |
63% |
False |
False |
236,058 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0156 |
1.2% |
45% |
False |
False |
177,281 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0157 |
1.2% |
45% |
False |
False |
141,941 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.9% |
0.0145 |
1.1% |
52% |
False |
False |
118,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3930 |
|
2.618 |
1.3783 |
|
1.618 |
1.3693 |
|
1.000 |
1.3637 |
|
0.618 |
1.3603 |
|
HIGH |
1.3547 |
|
0.618 |
1.3513 |
|
0.500 |
1.3502 |
|
0.382 |
1.3491 |
|
LOW |
1.3457 |
|
0.618 |
1.3401 |
|
1.000 |
1.3367 |
|
1.618 |
1.3311 |
|
2.618 |
1.3221 |
|
4.250 |
1.3075 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3502 |
1.3521 |
| PP |
1.3498 |
1.3510 |
| S1 |
1.3493 |
1.3500 |
|