CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3488 |
1.3485 |
-0.0003 |
0.0% |
1.3568 |
| High |
1.3547 |
1.3586 |
0.0039 |
0.3% |
1.3739 |
| Low |
1.3457 |
1.3458 |
0.0001 |
0.0% |
1.3492 |
| Close |
1.3489 |
1.3564 |
0.0075 |
0.6% |
1.3534 |
| Range |
0.0090 |
0.0128 |
0.0038 |
42.2% |
0.0247 |
| ATR |
0.0140 |
0.0139 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
315,077 |
412,542 |
97,465 |
30.9% |
1,666,418 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3920 |
1.3870 |
1.3634 |
|
| R3 |
1.3792 |
1.3742 |
1.3599 |
|
| R2 |
1.3664 |
1.3664 |
1.3587 |
|
| R1 |
1.3614 |
1.3614 |
1.3576 |
1.3639 |
| PP |
1.3536 |
1.3536 |
1.3536 |
1.3549 |
| S1 |
1.3486 |
1.3486 |
1.3552 |
1.3511 |
| S2 |
1.3408 |
1.3408 |
1.3541 |
|
| S3 |
1.3280 |
1.3358 |
1.3529 |
|
| S4 |
1.3152 |
1.3230 |
1.3494 |
|
|
| 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 |
1.3724 |
1.3424 |
0.0300 |
2.2% |
0.0125 |
0.9% |
47% |
False |
False |
339,960 |
| 10 |
1.3820 |
1.3424 |
0.0396 |
2.9% |
0.0135 |
1.0% |
35% |
False |
False |
346,154 |
| 20 |
1.3856 |
1.3390 |
0.0466 |
3.4% |
0.0136 |
1.0% |
37% |
False |
False |
343,071 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0143 |
1.1% |
70% |
False |
False |
303,201 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.3% |
0.0153 |
1.1% |
70% |
False |
False |
242,914 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0156 |
1.2% |
50% |
False |
False |
182,433 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0157 |
1.2% |
50% |
False |
False |
146,064 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.8% |
0.0146 |
1.1% |
57% |
False |
False |
121,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4130 |
|
2.618 |
1.3921 |
|
1.618 |
1.3793 |
|
1.000 |
1.3714 |
|
0.618 |
1.3665 |
|
HIGH |
1.3586 |
|
0.618 |
1.3537 |
|
0.500 |
1.3522 |
|
0.382 |
1.3507 |
|
LOW |
1.3458 |
|
0.618 |
1.3379 |
|
1.000 |
1.3330 |
|
1.618 |
1.3251 |
|
2.618 |
1.3123 |
|
4.250 |
1.2914 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3550 |
1.3544 |
| PP |
1.3536 |
1.3525 |
| S1 |
1.3522 |
1.3505 |
|