CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3691 |
1.3574 |
-0.0117 |
-0.9% |
1.3547 |
| High |
1.3692 |
1.3595 |
-0.0097 |
-0.7% |
1.3721 |
| Low |
1.3559 |
1.3480 |
-0.0079 |
-0.6% |
1.3480 |
| Close |
1.3569 |
1.3518 |
-0.0051 |
-0.4% |
1.3518 |
| Range |
0.0133 |
0.0115 |
-0.0018 |
-13.5% |
0.0241 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
969 |
936 |
-33 |
-3.4% |
4,146 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3876 |
1.3812 |
1.3581 |
|
| R3 |
1.3761 |
1.3697 |
1.3550 |
|
| R2 |
1.3646 |
1.3646 |
1.3539 |
|
| R1 |
1.3582 |
1.3582 |
1.3529 |
1.3557 |
| PP |
1.3531 |
1.3531 |
1.3531 |
1.3518 |
| S1 |
1.3467 |
1.3467 |
1.3507 |
1.3442 |
| S2 |
1.3416 |
1.3416 |
1.3497 |
|
| S3 |
1.3301 |
1.3352 |
1.3486 |
|
| S4 |
1.3186 |
1.3237 |
1.3455 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4296 |
1.4148 |
1.3651 |
|
| R3 |
1.4055 |
1.3907 |
1.3584 |
|
| R2 |
1.3814 |
1.3814 |
1.3562 |
|
| R1 |
1.3666 |
1.3666 |
1.3540 |
1.3620 |
| PP |
1.3573 |
1.3573 |
1.3573 |
1.3550 |
| S1 |
1.3425 |
1.3425 |
1.3496 |
1.3379 |
| S2 |
1.3332 |
1.3332 |
1.3474 |
|
| S3 |
1.3091 |
1.3184 |
1.3452 |
|
| S4 |
1.2850 |
1.2943 |
1.3385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3721 |
1.3480 |
0.0241 |
1.8% |
0.0114 |
0.8% |
16% |
False |
True |
829 |
| 10 |
1.3837 |
1.3480 |
0.0357 |
2.6% |
0.0127 |
0.9% |
11% |
False |
True |
745 |
| 20 |
1.3837 |
1.3217 |
0.0620 |
4.6% |
0.0135 |
1.0% |
49% |
False |
False |
814 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0130 |
1.0% |
67% |
False |
False |
564 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0114 |
0.8% |
67% |
False |
False |
385 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.7% |
0.0089 |
0.7% |
50% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4084 |
|
2.618 |
1.3896 |
|
1.618 |
1.3781 |
|
1.000 |
1.3710 |
|
0.618 |
1.3666 |
|
HIGH |
1.3595 |
|
0.618 |
1.3551 |
|
0.500 |
1.3538 |
|
0.382 |
1.3524 |
|
LOW |
1.3480 |
|
0.618 |
1.3409 |
|
1.000 |
1.3365 |
|
1.618 |
1.3294 |
|
2.618 |
1.3179 |
|
4.250 |
1.2991 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3538 |
1.3601 |
| PP |
1.3531 |
1.3573 |
| S1 |
1.3525 |
1.3546 |
|