CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3546 |
1.3499 |
-0.0047 |
-0.3% |
1.3415 |
| High |
1.3570 |
1.3670 |
0.0100 |
0.7% |
1.3670 |
| Low |
1.3546 |
1.3499 |
-0.0047 |
-0.3% |
1.3395 |
| Close |
1.3561 |
1.3639 |
0.0078 |
0.6% |
1.3639 |
| Range |
0.0024 |
0.0171 |
0.0147 |
612.5% |
0.0275 |
| ATR |
0.0076 |
0.0083 |
0.0007 |
8.9% |
0.0000 |
| Volume |
23 |
50 |
27 |
117.4% |
106 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4116 |
1.4048 |
1.3733 |
|
| R3 |
1.3945 |
1.3877 |
1.3686 |
|
| R2 |
1.3774 |
1.3774 |
1.3670 |
|
| R1 |
1.3706 |
1.3706 |
1.3655 |
1.3740 |
| PP |
1.3603 |
1.3603 |
1.3603 |
1.3620 |
| S1 |
1.3535 |
1.3535 |
1.3623 |
1.3569 |
| S2 |
1.3432 |
1.3432 |
1.3608 |
|
| S3 |
1.3261 |
1.3364 |
1.3592 |
|
| S4 |
1.3090 |
1.3193 |
1.3545 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4393 |
1.4291 |
1.3790 |
|
| R3 |
1.4118 |
1.4016 |
1.3715 |
|
| R2 |
1.3843 |
1.3843 |
1.3689 |
|
| R1 |
1.3741 |
1.3741 |
1.3664 |
1.3792 |
| PP |
1.3568 |
1.3568 |
1.3568 |
1.3594 |
| S1 |
1.3466 |
1.3466 |
1.3614 |
1.3517 |
| S2 |
1.3293 |
1.3293 |
1.3589 |
|
| S3 |
1.3018 |
1.3191 |
1.3563 |
|
| S4 |
1.2743 |
1.2916 |
1.3488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3670 |
1.3395 |
0.0275 |
2.0% |
0.0051 |
0.4% |
89% |
True |
False |
21 |
| 10 |
1.3671 |
1.3395 |
0.0276 |
2.0% |
0.0041 |
0.3% |
88% |
False |
False |
12 |
| 20 |
1.3812 |
1.3395 |
0.0417 |
3.1% |
0.0040 |
0.3% |
59% |
False |
False |
8 |
| 40 |
1.3812 |
1.2838 |
0.0974 |
7.1% |
0.0034 |
0.3% |
82% |
False |
False |
5 |
| 60 |
1.3812 |
1.2838 |
0.0974 |
7.1% |
0.0026 |
0.2% |
82% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4397 |
|
2.618 |
1.4118 |
|
1.618 |
1.3947 |
|
1.000 |
1.3841 |
|
0.618 |
1.3776 |
|
HIGH |
1.3670 |
|
0.618 |
1.3605 |
|
0.500 |
1.3585 |
|
0.382 |
1.3564 |
|
LOW |
1.3499 |
|
0.618 |
1.3393 |
|
1.000 |
1.3328 |
|
1.618 |
1.3222 |
|
2.618 |
1.3051 |
|
4.250 |
1.2772 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3621 |
1.3616 |
| PP |
1.3603 |
1.3593 |
| S1 |
1.3585 |
1.3570 |
|