CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3692 |
1.3802 |
0.0110 |
0.8% |
1.3593 |
| High |
1.3818 |
1.3837 |
0.0019 |
0.1% |
1.3735 |
| Low |
1.3680 |
1.3746 |
0.0066 |
0.5% |
1.3526 |
| Close |
1.3796 |
1.3774 |
-0.0022 |
-0.2% |
1.3592 |
| Range |
0.0138 |
0.0091 |
-0.0047 |
-34.1% |
0.0209 |
| ATR |
0.0140 |
0.0137 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
293 |
713 |
420 |
143.3% |
3,651 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4059 |
1.4007 |
1.3824 |
|
| R3 |
1.3968 |
1.3916 |
1.3799 |
|
| R2 |
1.3877 |
1.3877 |
1.3791 |
|
| R1 |
1.3825 |
1.3825 |
1.3782 |
1.3806 |
| PP |
1.3786 |
1.3786 |
1.3786 |
1.3776 |
| S1 |
1.3734 |
1.3734 |
1.3766 |
1.3715 |
| S2 |
1.3695 |
1.3695 |
1.3757 |
|
| S3 |
1.3604 |
1.3643 |
1.3749 |
|
| S4 |
1.3513 |
1.3552 |
1.3724 |
|
|
| 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 |
1.3837 |
1.3526 |
0.0311 |
2.3% |
0.0140 |
1.0% |
80% |
True |
False |
714 |
| 10 |
1.3837 |
1.3370 |
0.0467 |
3.4% |
0.0133 |
1.0% |
87% |
True |
False |
777 |
| 20 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0142 |
1.0% |
94% |
True |
False |
716 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0129 |
0.9% |
94% |
True |
False |
433 |
| 60 |
1.3895 |
1.2864 |
0.1031 |
7.5% |
0.0102 |
0.7% |
88% |
False |
False |
292 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0078 |
0.6% |
69% |
False |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4224 |
|
2.618 |
1.4075 |
|
1.618 |
1.3984 |
|
1.000 |
1.3928 |
|
0.618 |
1.3893 |
|
HIGH |
1.3837 |
|
0.618 |
1.3802 |
|
0.500 |
1.3792 |
|
0.382 |
1.3781 |
|
LOW |
1.3746 |
|
0.618 |
1.3690 |
|
1.000 |
1.3655 |
|
1.618 |
1.3599 |
|
2.618 |
1.3508 |
|
4.250 |
1.3359 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3792 |
1.3748 |
| PP |
1.3786 |
1.3721 |
| S1 |
1.3780 |
1.3695 |
|