CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3485 |
1.3555 |
0.0070 |
0.5% |
1.3568 |
| High |
1.3586 |
1.3617 |
0.0031 |
0.2% |
1.3739 |
| Low |
1.3458 |
1.3533 |
0.0075 |
0.6% |
1.3492 |
| Close |
1.3564 |
1.3601 |
0.0037 |
0.3% |
1.3534 |
| Range |
0.0128 |
0.0084 |
-0.0044 |
-34.4% |
0.0247 |
| ATR |
0.0139 |
0.0136 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
412,542 |
293,675 |
-118,867 |
-28.8% |
1,666,418 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3836 |
1.3802 |
1.3647 |
|
| R3 |
1.3752 |
1.3718 |
1.3624 |
|
| R2 |
1.3668 |
1.3668 |
1.3616 |
|
| R1 |
1.3634 |
1.3634 |
1.3609 |
1.3651 |
| PP |
1.3584 |
1.3584 |
1.3584 |
1.3592 |
| S1 |
1.3550 |
1.3550 |
1.3593 |
1.3567 |
| S2 |
1.3500 |
1.3500 |
1.3586 |
|
| S3 |
1.3416 |
1.3466 |
1.3578 |
|
| S4 |
1.3332 |
1.3382 |
1.3555 |
|
|
| 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 |
1.3617 |
1.3424 |
0.0193 |
1.4% |
0.0112 |
0.8% |
92% |
True |
False |
331,016 |
| 10 |
1.3739 |
1.3424 |
0.0315 |
2.3% |
0.0122 |
0.9% |
56% |
False |
False |
334,174 |
| 20 |
1.3856 |
1.3424 |
0.0432 |
3.2% |
0.0134 |
1.0% |
41% |
False |
False |
338,725 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0142 |
1.0% |
74% |
False |
False |
304,924 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0151 |
1.1% |
74% |
False |
False |
247,790 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0156 |
1.1% |
53% |
False |
False |
186,101 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0157 |
1.2% |
53% |
False |
False |
148,992 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.8% |
0.0146 |
1.1% |
59% |
False |
False |
124,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3974 |
|
2.618 |
1.3837 |
|
1.618 |
1.3753 |
|
1.000 |
1.3701 |
|
0.618 |
1.3669 |
|
HIGH |
1.3617 |
|
0.618 |
1.3585 |
|
0.500 |
1.3575 |
|
0.382 |
1.3565 |
|
LOW |
1.3533 |
|
0.618 |
1.3481 |
|
1.000 |
1.3449 |
|
1.618 |
1.3397 |
|
2.618 |
1.3313 |
|
4.250 |
1.3176 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3592 |
1.3580 |
| PP |
1.3584 |
1.3558 |
| S1 |
1.3575 |
1.3537 |
|