CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3687 |
1.3653 |
-0.0034 |
-0.2% |
1.3525 |
| High |
1.3714 |
1.3785 |
0.0071 |
0.5% |
1.3714 |
| Low |
1.3523 |
1.3651 |
0.0128 |
0.9% |
1.3424 |
| Close |
1.3658 |
1.3741 |
0.0083 |
0.6% |
1.3681 |
| Range |
0.0191 |
0.0134 |
-0.0057 |
-29.8% |
0.0290 |
| ATR |
0.0142 |
0.0141 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
0 |
305,486 |
305,486 |
|
1,660,862 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4128 |
1.4068 |
1.3815 |
|
| R3 |
1.3994 |
1.3934 |
1.3778 |
|
| R2 |
1.3860 |
1.3860 |
1.3766 |
|
| R1 |
1.3800 |
1.3800 |
1.3753 |
1.3830 |
| PP |
1.3726 |
1.3726 |
1.3726 |
1.3741 |
| S1 |
1.3666 |
1.3666 |
1.3729 |
1.3696 |
| S2 |
1.3592 |
1.3592 |
1.3716 |
|
| S3 |
1.3458 |
1.3532 |
1.3704 |
|
| S4 |
1.3324 |
1.3398 |
1.3667 |
|
|
| 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 |
1.3785 |
1.3458 |
0.0327 |
2.4% |
0.0142 |
1.0% |
87% |
True |
False |
272,874 |
| 10 |
1.3785 |
1.3424 |
0.0361 |
2.6% |
0.0134 |
1.0% |
88% |
True |
False |
300,308 |
| 20 |
1.3856 |
1.3424 |
0.0432 |
3.1% |
0.0136 |
1.0% |
73% |
False |
False |
321,289 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0147 |
1.1% |
88% |
False |
False |
311,022 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0150 |
1.1% |
88% |
False |
False |
258,632 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0156 |
1.1% |
63% |
False |
False |
194,307 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0158 |
1.1% |
63% |
False |
False |
155,559 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.6% |
0.0150 |
1.1% |
68% |
False |
False |
129,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4355 |
|
2.618 |
1.4136 |
|
1.618 |
1.4002 |
|
1.000 |
1.3919 |
|
0.618 |
1.3868 |
|
HIGH |
1.3785 |
|
0.618 |
1.3734 |
|
0.500 |
1.3718 |
|
0.382 |
1.3702 |
|
LOW |
1.3651 |
|
0.618 |
1.3568 |
|
1.000 |
1.3517 |
|
1.618 |
1.3434 |
|
2.618 |
1.3300 |
|
4.250 |
1.3082 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3733 |
1.3712 |
| PP |
1.3726 |
1.3683 |
| S1 |
1.3718 |
1.3654 |
|