CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3604 |
1.3691 |
0.0087 |
0.6% |
1.3555 |
| High |
1.3721 |
1.3692 |
-0.0029 |
-0.2% |
1.3837 |
| Low |
1.3595 |
1.3559 |
-0.0036 |
-0.3% |
1.3524 |
| Close |
1.3701 |
1.3569 |
-0.0132 |
-1.0% |
1.3562 |
| Range |
0.0126 |
0.0133 |
0.0007 |
5.6% |
0.0313 |
| ATR |
0.0134 |
0.0134 |
0.0001 |
0.4% |
0.0000 |
| Volume |
580 |
969 |
389 |
67.1% |
3,308 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4006 |
1.3920 |
1.3642 |
|
| R3 |
1.3873 |
1.3787 |
1.3606 |
|
| R2 |
1.3740 |
1.3740 |
1.3593 |
|
| R1 |
1.3654 |
1.3654 |
1.3581 |
1.3631 |
| PP |
1.3607 |
1.3607 |
1.3607 |
1.3595 |
| S1 |
1.3521 |
1.3521 |
1.3557 |
1.3498 |
| S2 |
1.3474 |
1.3474 |
1.3545 |
|
| S3 |
1.3341 |
1.3388 |
1.3532 |
|
| S4 |
1.3208 |
1.3255 |
1.3496 |
|
|
| 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 |
1.3721 |
1.3488 |
0.0233 |
1.7% |
0.0111 |
0.8% |
35% |
False |
False |
793 |
| 10 |
1.3837 |
1.3488 |
0.0349 |
2.6% |
0.0135 |
1.0% |
23% |
False |
False |
786 |
| 20 |
1.3837 |
1.3083 |
0.0754 |
5.6% |
0.0143 |
1.1% |
64% |
False |
False |
827 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0131 |
1.0% |
72% |
False |
False |
544 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0113 |
0.8% |
72% |
False |
False |
370 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.7% |
0.0088 |
0.6% |
54% |
False |
False |
278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4257 |
|
2.618 |
1.4040 |
|
1.618 |
1.3907 |
|
1.000 |
1.3825 |
|
0.618 |
1.3774 |
|
HIGH |
1.3692 |
|
0.618 |
1.3641 |
|
0.500 |
1.3626 |
|
0.382 |
1.3610 |
|
LOW |
1.3559 |
|
0.618 |
1.3477 |
|
1.000 |
1.3426 |
|
1.618 |
1.3344 |
|
2.618 |
1.3211 |
|
4.250 |
1.2994 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3626 |
1.3640 |
| PP |
1.3607 |
1.3616 |
| S1 |
1.3588 |
1.3593 |
|