CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3501 |
1.3472 |
-0.0029 |
-0.2% |
1.3547 |
| High |
1.3536 |
1.3532 |
-0.0004 |
0.0% |
1.3721 |
| Low |
1.3411 |
1.3441 |
0.0030 |
0.2% |
1.3480 |
| Close |
1.3461 |
1.3473 |
0.0012 |
0.1% |
1.3518 |
| Range |
0.0125 |
0.0091 |
-0.0034 |
-27.2% |
0.0241 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
1,071 |
569 |
-502 |
-46.9% |
4,146 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3755 |
1.3705 |
1.3523 |
|
| R3 |
1.3664 |
1.3614 |
1.3498 |
|
| R2 |
1.3573 |
1.3573 |
1.3490 |
|
| R1 |
1.3523 |
1.3523 |
1.3481 |
1.3548 |
| PP |
1.3482 |
1.3482 |
1.3482 |
1.3495 |
| S1 |
1.3432 |
1.3432 |
1.3465 |
1.3457 |
| S2 |
1.3391 |
1.3391 |
1.3456 |
|
| S3 |
1.3300 |
1.3341 |
1.3448 |
|
| S4 |
1.3209 |
1.3250 |
1.3423 |
|
|
| 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 |
1.3411 |
0.0310 |
2.3% |
0.0118 |
0.9% |
20% |
False |
False |
825 |
| 10 |
1.3837 |
1.3411 |
0.0426 |
3.2% |
0.0118 |
0.9% |
15% |
False |
False |
796 |
| 20 |
1.3837 |
1.3370 |
0.0467 |
3.5% |
0.0128 |
0.9% |
22% |
False |
False |
819 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0128 |
1.0% |
63% |
False |
False |
595 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0117 |
0.9% |
63% |
False |
False |
412 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.8% |
0.0092 |
0.7% |
46% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3919 |
|
2.618 |
1.3770 |
|
1.618 |
1.3679 |
|
1.000 |
1.3623 |
|
0.618 |
1.3588 |
|
HIGH |
1.3532 |
|
0.618 |
1.3497 |
|
0.500 |
1.3487 |
|
0.382 |
1.3476 |
|
LOW |
1.3441 |
|
0.618 |
1.3385 |
|
1.000 |
1.3350 |
|
1.618 |
1.3294 |
|
2.618 |
1.3203 |
|
4.250 |
1.3054 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3487 |
1.3503 |
| PP |
1.3482 |
1.3493 |
| S1 |
1.3478 |
1.3483 |
|