CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3479 |
1.3553 |
0.0074 |
0.5% |
1.3547 |
| High |
1.3564 |
1.3596 |
0.0032 |
0.2% |
1.3721 |
| Low |
1.3446 |
1.3528 |
0.0082 |
0.6% |
1.3480 |
| Close |
1.3547 |
1.3585 |
0.0038 |
0.3% |
1.3518 |
| Range |
0.0118 |
0.0068 |
-0.0050 |
-42.4% |
0.0241 |
| ATR |
0.0129 |
0.0124 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
804 |
697 |
-107 |
-13.3% |
4,146 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3774 |
1.3747 |
1.3622 |
|
| R3 |
1.3706 |
1.3679 |
1.3604 |
|
| R2 |
1.3638 |
1.3638 |
1.3597 |
|
| R1 |
1.3611 |
1.3611 |
1.3591 |
1.3625 |
| PP |
1.3570 |
1.3570 |
1.3570 |
1.3576 |
| S1 |
1.3543 |
1.3543 |
1.3579 |
1.3557 |
| S2 |
1.3502 |
1.3502 |
1.3573 |
|
| S3 |
1.3434 |
1.3475 |
1.3566 |
|
| S4 |
1.3366 |
1.3407 |
1.3548 |
|
|
| 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 |
1.3596 |
1.3411 |
0.0185 |
1.4% |
0.0103 |
0.8% |
94% |
True |
False |
815 |
| 10 |
1.3721 |
1.3411 |
0.0310 |
2.3% |
0.0107 |
0.8% |
56% |
False |
False |
804 |
| 20 |
1.3837 |
1.3411 |
0.0426 |
3.1% |
0.0124 |
0.9% |
41% |
False |
False |
773 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0128 |
0.9% |
74% |
False |
False |
627 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0120 |
0.9% |
74% |
False |
False |
437 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.7% |
0.0094 |
0.7% |
55% |
False |
False |
329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3885 |
|
2.618 |
1.3774 |
|
1.618 |
1.3706 |
|
1.000 |
1.3664 |
|
0.618 |
1.3638 |
|
HIGH |
1.3596 |
|
0.618 |
1.3570 |
|
0.500 |
1.3562 |
|
0.382 |
1.3554 |
|
LOW |
1.3528 |
|
0.618 |
1.3486 |
|
1.000 |
1.3460 |
|
1.618 |
1.3418 |
|
2.618 |
1.3350 |
|
4.250 |
1.3239 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3577 |
1.3563 |
| PP |
1.3570 |
1.3541 |
| S1 |
1.3562 |
1.3519 |
|