CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3650 |
1.3600 |
-0.0050 |
-0.4% |
1.3650 |
| High |
1.3671 |
1.3610 |
-0.0061 |
-0.4% |
1.3812 |
| Low |
1.3650 |
1.3528 |
-0.0122 |
-0.9% |
1.3489 |
| Close |
1.3676 |
1.3545 |
-0.0131 |
-1.0% |
1.3539 |
| Range |
0.0021 |
0.0082 |
0.0061 |
290.5% |
0.0323 |
| ATR |
0.0079 |
0.0084 |
0.0005 |
6.2% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
25 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3807 |
1.3758 |
1.3590 |
|
| R3 |
1.3725 |
1.3676 |
1.3568 |
|
| R2 |
1.3643 |
1.3643 |
1.3560 |
|
| R1 |
1.3594 |
1.3594 |
1.3553 |
1.3578 |
| PP |
1.3561 |
1.3561 |
1.3561 |
1.3553 |
| S1 |
1.3512 |
1.3512 |
1.3537 |
1.3496 |
| S2 |
1.3479 |
1.3479 |
1.3530 |
|
| S3 |
1.3397 |
1.3430 |
1.3522 |
|
| S4 |
1.3315 |
1.3348 |
1.3500 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4582 |
1.4384 |
1.3717 |
|
| R3 |
1.4259 |
1.4061 |
1.3628 |
|
| R2 |
1.3936 |
1.3936 |
1.3598 |
|
| R1 |
1.3738 |
1.3738 |
1.3569 |
1.3676 |
| PP |
1.3613 |
1.3613 |
1.3613 |
1.3582 |
| S1 |
1.3415 |
1.3415 |
1.3509 |
1.3353 |
| S2 |
1.3290 |
1.3290 |
1.3480 |
|
| S3 |
1.2967 |
1.3092 |
1.3450 |
|
| S4 |
1.2644 |
1.2769 |
1.3361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3671 |
1.3475 |
0.0196 |
1.4% |
0.0048 |
0.4% |
36% |
False |
False |
2 |
| 10 |
1.3812 |
1.3475 |
0.0337 |
2.5% |
0.0047 |
0.3% |
21% |
False |
False |
3 |
| 20 |
1.3812 |
1.3153 |
0.0659 |
4.9% |
0.0032 |
0.2% |
59% |
False |
False |
4 |
| 40 |
1.3812 |
1.2838 |
0.0974 |
7.2% |
0.0028 |
0.2% |
73% |
False |
False |
3 |
| 60 |
1.3812 |
1.2838 |
0.0974 |
7.2% |
0.0020 |
0.2% |
73% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3959 |
|
2.618 |
1.3825 |
|
1.618 |
1.3743 |
|
1.000 |
1.3692 |
|
0.618 |
1.3661 |
|
HIGH |
1.3610 |
|
0.618 |
1.3579 |
|
0.500 |
1.3569 |
|
0.382 |
1.3559 |
|
LOW |
1.3528 |
|
0.618 |
1.3477 |
|
1.000 |
1.3446 |
|
1.618 |
1.3395 |
|
2.618 |
1.3313 |
|
4.250 |
1.3180 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3569 |
1.3600 |
| PP |
1.3561 |
1.3581 |
| S1 |
1.3553 |
1.3563 |
|