CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3472 |
1.3479 |
0.0007 |
0.1% |
1.3547 |
| High |
1.3532 |
1.3564 |
0.0032 |
0.2% |
1.3721 |
| Low |
1.3441 |
1.3446 |
0.0005 |
0.0% |
1.3480 |
| Close |
1.3473 |
1.3547 |
0.0074 |
0.5% |
1.3518 |
| Range |
0.0091 |
0.0118 |
0.0027 |
29.7% |
0.0241 |
| ATR |
0.0129 |
0.0129 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
569 |
804 |
235 |
41.3% |
4,146 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3873 |
1.3828 |
1.3612 |
|
| R3 |
1.3755 |
1.3710 |
1.3579 |
|
| R2 |
1.3637 |
1.3637 |
1.3569 |
|
| R1 |
1.3592 |
1.3592 |
1.3558 |
1.3615 |
| PP |
1.3519 |
1.3519 |
1.3519 |
1.3530 |
| S1 |
1.3474 |
1.3474 |
1.3536 |
1.3497 |
| S2 |
1.3401 |
1.3401 |
1.3525 |
|
| S3 |
1.3283 |
1.3356 |
1.3515 |
|
| S4 |
1.3165 |
1.3238 |
1.3482 |
|
|
| 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 |
1.3692 |
1.3411 |
0.0281 |
2.1% |
0.0116 |
0.9% |
48% |
False |
False |
869 |
| 10 |
1.3800 |
1.3411 |
0.0389 |
2.9% |
0.0121 |
0.9% |
35% |
False |
False |
805 |
| 20 |
1.3837 |
1.3370 |
0.0467 |
3.4% |
0.0127 |
0.9% |
38% |
False |
False |
791 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0130 |
1.0% |
70% |
False |
False |
612 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0119 |
0.9% |
70% |
False |
False |
426 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.7% |
0.0093 |
0.7% |
52% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4066 |
|
2.618 |
1.3873 |
|
1.618 |
1.3755 |
|
1.000 |
1.3682 |
|
0.618 |
1.3637 |
|
HIGH |
1.3564 |
|
0.618 |
1.3519 |
|
0.500 |
1.3505 |
|
0.382 |
1.3491 |
|
LOW |
1.3446 |
|
0.618 |
1.3373 |
|
1.000 |
1.3328 |
|
1.618 |
1.3255 |
|
2.618 |
1.3137 |
|
4.250 |
1.2945 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3533 |
1.3527 |
| PP |
1.3519 |
1.3507 |
| S1 |
1.3505 |
1.3488 |
|