CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3555 |
1.3605 |
0.0050 |
0.4% |
1.3525 |
| High |
1.3617 |
1.3714 |
0.0097 |
0.7% |
1.3714 |
| Low |
1.3533 |
1.3542 |
0.0009 |
0.1% |
1.3424 |
| Close |
1.3601 |
1.3681 |
0.0080 |
0.6% |
1.3681 |
| Range |
0.0084 |
0.0172 |
0.0088 |
104.8% |
0.0290 |
| ATR |
0.0136 |
0.0138 |
0.0003 |
1.9% |
0.0000 |
| Volume |
293,675 |
352,670 |
58,995 |
20.1% |
1,660,862 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4162 |
1.4093 |
1.3776 |
|
| R3 |
1.3990 |
1.3921 |
1.3728 |
|
| R2 |
1.3818 |
1.3818 |
1.3713 |
|
| R1 |
1.3749 |
1.3749 |
1.3697 |
1.3784 |
| PP |
1.3646 |
1.3646 |
1.3646 |
1.3663 |
| S1 |
1.3577 |
1.3577 |
1.3665 |
1.3612 |
| S2 |
1.3474 |
1.3474 |
1.3649 |
|
| S3 |
1.3302 |
1.3405 |
1.3634 |
|
| S4 |
1.3130 |
1.3233 |
1.3586 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4476 |
1.4369 |
1.3841 |
|
| R3 |
1.4186 |
1.4079 |
1.3761 |
|
| R2 |
1.3896 |
1.3896 |
1.3734 |
|
| R1 |
1.3789 |
1.3789 |
1.3708 |
1.3843 |
| PP |
1.3606 |
1.3606 |
1.3606 |
1.3633 |
| S1 |
1.3499 |
1.3499 |
1.3654 |
1.3553 |
| S2 |
1.3316 |
1.3316 |
1.3628 |
|
| S3 |
1.3026 |
1.3209 |
1.3601 |
|
| S4 |
1.2736 |
1.2919 |
1.3522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3714 |
1.3424 |
0.0290 |
2.1% |
0.0121 |
0.9% |
89% |
True |
False |
332,172 |
| 10 |
1.3739 |
1.3424 |
0.0315 |
2.3% |
0.0125 |
0.9% |
82% |
False |
False |
332,728 |
| 20 |
1.3856 |
1.3424 |
0.0432 |
3.2% |
0.0134 |
1.0% |
59% |
False |
False |
340,340 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0144 |
1.0% |
82% |
False |
False |
308,377 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0150 |
1.1% |
82% |
False |
False |
253,643 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0156 |
1.1% |
59% |
False |
False |
190,505 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0156 |
1.1% |
59% |
False |
False |
152,514 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.7% |
0.0148 |
1.1% |
64% |
False |
False |
127,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4445 |
|
2.618 |
1.4164 |
|
1.618 |
1.3992 |
|
1.000 |
1.3886 |
|
0.618 |
1.3820 |
|
HIGH |
1.3714 |
|
0.618 |
1.3648 |
|
0.500 |
1.3628 |
|
0.382 |
1.3608 |
|
LOW |
1.3542 |
|
0.618 |
1.3436 |
|
1.000 |
1.3370 |
|
1.618 |
1.3264 |
|
2.618 |
1.3092 |
|
4.250 |
1.2811 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3663 |
1.3649 |
| PP |
1.3646 |
1.3618 |
| S1 |
1.3628 |
1.3586 |
|