CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3555 |
1.3692 |
0.0137 |
1.0% |
1.3593 |
| High |
1.3714 |
1.3818 |
0.0104 |
0.8% |
1.3735 |
| Low |
1.3552 |
1.3680 |
0.0128 |
0.9% |
1.3526 |
| Close |
1.3671 |
1.3796 |
0.0125 |
0.9% |
1.3592 |
| Range |
0.0162 |
0.0138 |
-0.0024 |
-14.8% |
0.0209 |
| ATR |
0.0140 |
0.0140 |
0.0001 |
0.4% |
0.0000 |
| Volume |
839 |
293 |
-546 |
-65.1% |
3,651 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4179 |
1.4125 |
1.3872 |
|
| R3 |
1.4041 |
1.3987 |
1.3834 |
|
| R2 |
1.3903 |
1.3903 |
1.3821 |
|
| R1 |
1.3849 |
1.3849 |
1.3809 |
1.3876 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3778 |
| S1 |
1.3711 |
1.3711 |
1.3783 |
1.3738 |
| S2 |
1.3627 |
1.3627 |
1.3771 |
|
| S3 |
1.3489 |
1.3573 |
1.3758 |
|
| S4 |
1.3351 |
1.3435 |
1.3720 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4245 |
1.4127 |
1.3707 |
|
| R3 |
1.4036 |
1.3918 |
1.3649 |
|
| R2 |
1.3827 |
1.3827 |
1.3630 |
|
| R1 |
1.3709 |
1.3709 |
1.3611 |
1.3664 |
| PP |
1.3618 |
1.3618 |
1.3618 |
1.3595 |
| S1 |
1.3500 |
1.3500 |
1.3573 |
1.3455 |
| S2 |
1.3409 |
1.3409 |
1.3554 |
|
| S3 |
1.3200 |
1.3291 |
1.3535 |
|
| S4 |
1.2991 |
1.3082 |
1.3477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3818 |
1.3526 |
0.0292 |
2.1% |
0.0138 |
1.0% |
92% |
True |
False |
651 |
| 10 |
1.3818 |
1.3370 |
0.0448 |
3.2% |
0.0137 |
1.0% |
95% |
True |
False |
841 |
| 20 |
1.3818 |
1.2864 |
0.0954 |
6.9% |
0.0145 |
1.0% |
98% |
True |
False |
687 |
| 40 |
1.3818 |
1.2864 |
0.0954 |
6.9% |
0.0127 |
0.9% |
98% |
True |
False |
415 |
| 60 |
1.4088 |
1.2864 |
0.1224 |
8.9% |
0.0102 |
0.7% |
76% |
False |
False |
281 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.5% |
0.0077 |
0.6% |
71% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4405 |
|
2.618 |
1.4179 |
|
1.618 |
1.4041 |
|
1.000 |
1.3956 |
|
0.618 |
1.3903 |
|
HIGH |
1.3818 |
|
0.618 |
1.3765 |
|
0.500 |
1.3749 |
|
0.382 |
1.3733 |
|
LOW |
1.3680 |
|
0.618 |
1.3595 |
|
1.000 |
1.3542 |
|
1.618 |
1.3457 |
|
2.618 |
1.3319 |
|
4.250 |
1.3094 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3780 |
1.3755 |
| PP |
1.3765 |
1.3713 |
| S1 |
1.3749 |
1.3672 |
|