CME Euro FX (E) Future September 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 |
1.3605 |
1.3700 |
0.0095 |
0.7% |
1.3415 |
| High |
1.3638 |
1.3722 |
0.0084 |
0.6% |
1.3670 |
| Low |
1.3587 |
1.3700 |
0.0113 |
0.8% |
1.3395 |
| Close |
1.3612 |
1.3693 |
0.0081 |
0.6% |
1.3639 |
| Range |
0.0051 |
0.0022 |
-0.0029 |
-56.9% |
0.0275 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.6% |
0.0000 |
| Volume |
17 |
120 |
103 |
605.9% |
106 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3771 |
1.3754 |
1.3705 |
|
| R3 |
1.3749 |
1.3732 |
1.3699 |
|
| R2 |
1.3727 |
1.3727 |
1.3697 |
|
| R1 |
1.3710 |
1.3710 |
1.3695 |
1.3708 |
| PP |
1.3705 |
1.3705 |
1.3705 |
1.3704 |
| S1 |
1.3688 |
1.3688 |
1.3691 |
1.3686 |
| S2 |
1.3683 |
1.3683 |
1.3689 |
|
| S3 |
1.3661 |
1.3666 |
1.3687 |
|
| S4 |
1.3639 |
1.3644 |
1.3681 |
|
|
| 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 |
1.3722 |
1.3470 |
0.0252 |
1.8% |
0.0056 |
0.4% |
88% |
True |
False |
46 |
| 10 |
1.3722 |
1.3395 |
0.0327 |
2.4% |
0.0049 |
0.4% |
91% |
True |
False |
25 |
| 20 |
1.3812 |
1.3395 |
0.0417 |
3.0% |
0.0044 |
0.3% |
71% |
False |
False |
15 |
| 40 |
1.3812 |
1.2838 |
0.0974 |
7.1% |
0.0036 |
0.3% |
88% |
False |
False |
9 |
| 60 |
1.3812 |
1.2838 |
0.0974 |
7.1% |
0.0027 |
0.2% |
88% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3816 |
|
2.618 |
1.3780 |
|
1.618 |
1.3758 |
|
1.000 |
1.3744 |
|
0.618 |
1.3736 |
|
HIGH |
1.3722 |
|
0.618 |
1.3714 |
|
0.500 |
1.3711 |
|
0.382 |
1.3708 |
|
LOW |
1.3700 |
|
0.618 |
1.3686 |
|
1.000 |
1.3678 |
|
1.618 |
1.3664 |
|
2.618 |
1.3642 |
|
4.250 |
1.3607 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3711 |
1.3666 |
| PP |
1.3705 |
1.3638 |
| S1 |
1.3699 |
1.3611 |
|