CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3591 |
1.3680 |
0.0089 |
0.7% |
1.3501 |
| High |
1.3693 |
1.3697 |
0.0004 |
0.0% |
1.3693 |
| Low |
1.3530 |
1.3510 |
-0.0020 |
-0.1% |
1.3411 |
| Close |
1.3665 |
1.3640 |
-0.0025 |
-0.2% |
1.3665 |
| Range |
0.0163 |
0.0187 |
0.0024 |
14.7% |
0.0282 |
| ATR |
0.0127 |
0.0131 |
0.0004 |
3.4% |
0.0000 |
| Volume |
502 |
1,524 |
1,022 |
203.6% |
3,643 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4177 |
1.4095 |
1.3743 |
|
| R3 |
1.3990 |
1.3908 |
1.3691 |
|
| R2 |
1.3803 |
1.3803 |
1.3674 |
|
| R1 |
1.3721 |
1.3721 |
1.3657 |
1.3669 |
| PP |
1.3616 |
1.3616 |
1.3616 |
1.3589 |
| S1 |
1.3534 |
1.3534 |
1.3623 |
1.3482 |
| S2 |
1.3429 |
1.3429 |
1.3606 |
|
| S3 |
1.3242 |
1.3347 |
1.3589 |
|
| S4 |
1.3055 |
1.3160 |
1.3537 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4436 |
1.4332 |
1.3820 |
|
| R3 |
1.4154 |
1.4050 |
1.3743 |
|
| R2 |
1.3872 |
1.3872 |
1.3717 |
|
| R1 |
1.3768 |
1.3768 |
1.3691 |
1.3820 |
| PP |
1.3590 |
1.3590 |
1.3590 |
1.3616 |
| S1 |
1.3486 |
1.3486 |
1.3639 |
1.3538 |
| S2 |
1.3308 |
1.3308 |
1.3613 |
|
| S3 |
1.3026 |
1.3204 |
1.3587 |
|
| S4 |
1.2744 |
1.2922 |
1.3510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3697 |
1.3441 |
0.0256 |
1.9% |
0.0125 |
0.9% |
78% |
True |
False |
819 |
| 10 |
1.3721 |
1.3411 |
0.0310 |
2.3% |
0.0121 |
0.9% |
74% |
False |
False |
856 |
| 20 |
1.3837 |
1.3411 |
0.0426 |
3.1% |
0.0127 |
0.9% |
54% |
False |
False |
763 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0133 |
1.0% |
80% |
False |
False |
660 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0124 |
0.9% |
80% |
False |
False |
470 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0099 |
0.7% |
59% |
False |
False |
354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4492 |
|
2.618 |
1.4187 |
|
1.618 |
1.4000 |
|
1.000 |
1.3884 |
|
0.618 |
1.3813 |
|
HIGH |
1.3697 |
|
0.618 |
1.3626 |
|
0.500 |
1.3604 |
|
0.382 |
1.3581 |
|
LOW |
1.3510 |
|
0.618 |
1.3394 |
|
1.000 |
1.3323 |
|
1.618 |
1.3207 |
|
2.618 |
1.3020 |
|
4.250 |
1.2715 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3628 |
1.3628 |
| PP |
1.3616 |
1.3616 |
| S1 |
1.3604 |
1.3604 |
|