CME Euro FX (E) Future September 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 |
1.3700 |
1.3724 |
0.0024 |
0.2% |
1.3415 |
| High |
1.3722 |
1.3724 |
0.0002 |
0.0% |
1.3670 |
| Low |
1.3700 |
1.3724 |
0.0024 |
0.2% |
1.3395 |
| Close |
1.3693 |
1.3757 |
0.0064 |
0.5% |
1.3639 |
| Range |
0.0022 |
0.0000 |
-0.0022 |
-100.0% |
0.0275 |
| ATR |
0.0083 |
0.0079 |
-0.0004 |
-4.5% |
0.0000 |
| Volume |
120 |
5 |
-115 |
-95.8% |
106 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3735 |
1.3746 |
1.3757 |
|
| R3 |
1.3735 |
1.3746 |
1.3757 |
|
| R2 |
1.3735 |
1.3735 |
1.3757 |
|
| R1 |
1.3746 |
1.3746 |
1.3757 |
1.3741 |
| PP |
1.3735 |
1.3735 |
1.3735 |
1.3732 |
| S1 |
1.3746 |
1.3746 |
1.3757 |
1.3741 |
| S2 |
1.3735 |
1.3735 |
1.3757 |
|
| S3 |
1.3735 |
1.3746 |
1.3757 |
|
| S4 |
1.3735 |
1.3746 |
1.3757 |
|
|
| 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 |
1.3724 |
1.3499 |
0.0225 |
1.6% |
0.0054 |
0.4% |
115% |
True |
False |
43 |
| 10 |
1.3724 |
1.3395 |
0.0329 |
2.4% |
0.0047 |
0.3% |
110% |
True |
False |
26 |
| 20 |
1.3812 |
1.3395 |
0.0417 |
3.0% |
0.0043 |
0.3% |
87% |
False |
False |
15 |
| 40 |
1.3812 |
1.2838 |
0.0974 |
7.1% |
0.0034 |
0.2% |
94% |
False |
False |
9 |
| 60 |
1.3812 |
1.2838 |
0.0974 |
7.1% |
0.0027 |
0.2% |
94% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3724 |
|
2.618 |
1.3724 |
|
1.618 |
1.3724 |
|
1.000 |
1.3724 |
|
0.618 |
1.3724 |
|
HIGH |
1.3724 |
|
0.618 |
1.3724 |
|
0.500 |
1.3724 |
|
0.382 |
1.3724 |
|
LOW |
1.3724 |
|
0.618 |
1.3724 |
|
1.000 |
1.3724 |
|
1.618 |
1.3724 |
|
2.618 |
1.3724 |
|
4.250 |
1.3724 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3746 |
1.3723 |
| PP |
1.3735 |
1.3689 |
| S1 |
1.3724 |
1.3656 |
|