CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3646 |
1.3729 |
0.0083 |
0.6% |
1.3501 |
| High |
1.3765 |
1.3800 |
0.0035 |
0.3% |
1.3693 |
| Low |
1.3646 |
1.3683 |
0.0037 |
0.3% |
1.3411 |
| Close |
1.3722 |
1.3787 |
0.0065 |
0.5% |
1.3665 |
| Range |
0.0119 |
0.0117 |
-0.0002 |
-1.7% |
0.0282 |
| ATR |
0.0131 |
0.0130 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
4,756 |
2,120 |
-2,636 |
-55.4% |
3,643 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4108 |
1.4064 |
1.3851 |
|
| R3 |
1.3991 |
1.3947 |
1.3819 |
|
| R2 |
1.3874 |
1.3874 |
1.3808 |
|
| R1 |
1.3830 |
1.3830 |
1.3798 |
1.3852 |
| PP |
1.3757 |
1.3757 |
1.3757 |
1.3768 |
| S1 |
1.3713 |
1.3713 |
1.3776 |
1.3735 |
| S2 |
1.3640 |
1.3640 |
1.3766 |
|
| S3 |
1.3523 |
1.3596 |
1.3755 |
|
| S4 |
1.3406 |
1.3479 |
1.3723 |
|
|
| 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 |
1.3800 |
1.3510 |
0.0290 |
2.1% |
0.0131 |
0.9% |
96% |
True |
False |
1,919 |
| 10 |
1.3800 |
1.3411 |
0.0389 |
2.8% |
0.0124 |
0.9% |
97% |
True |
False |
1,394 |
| 20 |
1.3837 |
1.3411 |
0.0426 |
3.1% |
0.0128 |
0.9% |
88% |
False |
False |
1,061 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0133 |
1.0% |
95% |
False |
False |
822 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0124 |
0.9% |
95% |
False |
False |
584 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.5% |
0.0102 |
0.7% |
70% |
False |
False |
440 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.5% |
0.0083 |
0.6% |
70% |
False |
False |
353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4297 |
|
2.618 |
1.4106 |
|
1.618 |
1.3989 |
|
1.000 |
1.3917 |
|
0.618 |
1.3872 |
|
HIGH |
1.3800 |
|
0.618 |
1.3755 |
|
0.500 |
1.3742 |
|
0.382 |
1.3728 |
|
LOW |
1.3683 |
|
0.618 |
1.3611 |
|
1.000 |
1.3566 |
|
1.618 |
1.3494 |
|
2.618 |
1.3377 |
|
4.250 |
1.3186 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3772 |
1.3743 |
| PP |
1.3757 |
1.3699 |
| S1 |
1.3742 |
1.3655 |
|