CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3605 |
1.3687 |
0.0082 |
0.6% |
1.3525 |
| High |
1.3714 |
1.3714 |
0.0000 |
0.0% |
1.3714 |
| Low |
1.3542 |
1.3523 |
-0.0019 |
-0.1% |
1.3424 |
| Close |
1.3681 |
1.3658 |
-0.0023 |
-0.2% |
1.3681 |
| Range |
0.0172 |
0.0191 |
0.0019 |
11.0% |
0.0290 |
| ATR |
0.0138 |
0.0142 |
0.0004 |
2.7% |
0.0000 |
| Volume |
352,670 |
0 |
-352,670 |
-100.0% |
1,660,862 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4205 |
1.4122 |
1.3763 |
|
| R3 |
1.4014 |
1.3931 |
1.3711 |
|
| R2 |
1.3823 |
1.3823 |
1.3693 |
|
| R1 |
1.3740 |
1.3740 |
1.3676 |
1.3686 |
| PP |
1.3632 |
1.3632 |
1.3632 |
1.3605 |
| S1 |
1.3549 |
1.3549 |
1.3640 |
1.3495 |
| S2 |
1.3441 |
1.3441 |
1.3623 |
|
| S3 |
1.3250 |
1.3358 |
1.3605 |
|
| S4 |
1.3059 |
1.3167 |
1.3553 |
|
|
| 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 |
1.3457 |
0.0257 |
1.9% |
0.0133 |
1.0% |
78% |
True |
False |
274,792 |
| 10 |
1.3739 |
1.3424 |
0.0315 |
2.3% |
0.0132 |
1.0% |
74% |
False |
False |
304,540 |
| 20 |
1.3856 |
1.3424 |
0.0432 |
3.2% |
0.0136 |
1.0% |
54% |
False |
False |
325,657 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0146 |
1.1% |
80% |
False |
False |
303,385 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0151 |
1.1% |
80% |
False |
False |
253,594 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0157 |
1.1% |
57% |
False |
False |
190,495 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0157 |
1.2% |
57% |
False |
False |
152,510 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.7% |
0.0149 |
1.1% |
63% |
False |
False |
127,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4526 |
|
2.618 |
1.4214 |
|
1.618 |
1.4023 |
|
1.000 |
1.3905 |
|
0.618 |
1.3832 |
|
HIGH |
1.3714 |
|
0.618 |
1.3641 |
|
0.500 |
1.3619 |
|
0.382 |
1.3596 |
|
LOW |
1.3523 |
|
0.618 |
1.3405 |
|
1.000 |
1.3332 |
|
1.618 |
1.3214 |
|
2.618 |
1.3023 |
|
4.250 |
1.2711 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3645 |
1.3645 |
| PP |
1.3632 |
1.3632 |
| S1 |
1.3619 |
1.3619 |
|