CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3780 |
1.3604 |
-0.0176 |
-1.3% |
1.3555 |
| High |
1.3800 |
1.3623 |
-0.0177 |
-1.3% |
1.3837 |
| Low |
1.3593 |
1.3524 |
-0.0069 |
-0.5% |
1.3524 |
| Close |
1.3612 |
1.3562 |
-0.0050 |
-0.4% |
1.3562 |
| Range |
0.0207 |
0.0099 |
-0.0108 |
-52.2% |
0.0313 |
| ATR |
0.0142 |
0.0139 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
704 |
759 |
55 |
7.8% |
3,308 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3867 |
1.3813 |
1.3616 |
|
| R3 |
1.3768 |
1.3714 |
1.3589 |
|
| R2 |
1.3669 |
1.3669 |
1.3580 |
|
| R1 |
1.3615 |
1.3615 |
1.3571 |
1.3593 |
| PP |
1.3570 |
1.3570 |
1.3570 |
1.3558 |
| S1 |
1.3516 |
1.3516 |
1.3553 |
1.3494 |
| S2 |
1.3471 |
1.3471 |
1.3544 |
|
| S3 |
1.3372 |
1.3417 |
1.3535 |
|
| S4 |
1.3273 |
1.3318 |
1.3508 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4580 |
1.4384 |
1.3734 |
|
| R3 |
1.4267 |
1.4071 |
1.3648 |
|
| R2 |
1.3954 |
1.3954 |
1.3619 |
|
| R1 |
1.3758 |
1.3758 |
1.3591 |
1.3856 |
| PP |
1.3641 |
1.3641 |
1.3641 |
1.3690 |
| S1 |
1.3445 |
1.3445 |
1.3533 |
1.3543 |
| S2 |
1.3328 |
1.3328 |
1.3505 |
|
| S3 |
1.3015 |
1.3132 |
1.3476 |
|
| S4 |
1.2702 |
1.2819 |
1.3390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3837 |
1.3524 |
0.0313 |
2.3% |
0.0139 |
1.0% |
12% |
False |
True |
661 |
| 10 |
1.3837 |
1.3524 |
0.0313 |
2.3% |
0.0134 |
1.0% |
12% |
False |
True |
695 |
| 20 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0143 |
1.1% |
72% |
False |
False |
755 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0132 |
1.0% |
72% |
False |
False |
469 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0106 |
0.8% |
72% |
False |
False |
316 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.7% |
0.0082 |
0.6% |
53% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4044 |
|
2.618 |
1.3882 |
|
1.618 |
1.3783 |
|
1.000 |
1.3722 |
|
0.618 |
1.3684 |
|
HIGH |
1.3623 |
|
0.618 |
1.3585 |
|
0.500 |
1.3574 |
|
0.382 |
1.3562 |
|
LOW |
1.3524 |
|
0.618 |
1.3463 |
|
1.000 |
1.3425 |
|
1.618 |
1.3364 |
|
2.618 |
1.3265 |
|
4.250 |
1.3103 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3574 |
1.3681 |
| PP |
1.3570 |
1.3641 |
| S1 |
1.3566 |
1.3602 |
|