CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3680 |
1.3646 |
-0.0034 |
-0.2% |
1.3501 |
| High |
1.3697 |
1.3765 |
0.0068 |
0.5% |
1.3693 |
| Low |
1.3510 |
1.3646 |
0.0136 |
1.0% |
1.3411 |
| Close |
1.3640 |
1.3722 |
0.0082 |
0.6% |
1.3665 |
| Range |
0.0187 |
0.0119 |
-0.0068 |
-36.4% |
0.0282 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,524 |
4,756 |
3,232 |
212.1% |
3,643 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4068 |
1.4014 |
1.3787 |
|
| R3 |
1.3949 |
1.3895 |
1.3755 |
|
| R2 |
1.3830 |
1.3830 |
1.3744 |
|
| R1 |
1.3776 |
1.3776 |
1.3733 |
1.3803 |
| PP |
1.3711 |
1.3711 |
1.3711 |
1.3725 |
| S1 |
1.3657 |
1.3657 |
1.3711 |
1.3684 |
| S2 |
1.3592 |
1.3592 |
1.3700 |
|
| S3 |
1.3473 |
1.3538 |
1.3689 |
|
| S4 |
1.3354 |
1.3419 |
1.3657 |
|
|
| 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 |
1.3765 |
1.3446 |
0.0319 |
2.3% |
0.0131 |
1.0% |
87% |
True |
False |
1,656 |
| 10 |
1.3765 |
1.3411 |
0.0354 |
2.6% |
0.0125 |
0.9% |
88% |
True |
False |
1,240 |
| 20 |
1.3837 |
1.3411 |
0.0426 |
3.1% |
0.0126 |
0.9% |
73% |
False |
False |
975 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0134 |
1.0% |
88% |
False |
False |
770 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0126 |
0.9% |
88% |
False |
False |
549 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0100 |
0.7% |
65% |
False |
False |
414 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0081 |
0.6% |
65% |
False |
False |
332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4271 |
|
2.618 |
1.4077 |
|
1.618 |
1.3958 |
|
1.000 |
1.3884 |
|
0.618 |
1.3839 |
|
HIGH |
1.3765 |
|
0.618 |
1.3720 |
|
0.500 |
1.3706 |
|
0.382 |
1.3691 |
|
LOW |
1.3646 |
|
0.618 |
1.3572 |
|
1.000 |
1.3527 |
|
1.618 |
1.3453 |
|
2.618 |
1.3334 |
|
4.250 |
1.3140 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3717 |
1.3694 |
| PP |
1.3711 |
1.3666 |
| S1 |
1.3706 |
1.3638 |
|