CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3575 |
1.3471 |
-0.0104 |
-0.8% |
1.3558 |
| High |
1.3575 |
1.3471 |
-0.0104 |
-0.8% |
1.3649 |
| Low |
1.3575 |
1.3471 |
-0.0104 |
-0.8% |
1.3471 |
| Close |
1.3519 |
1.3471 |
-0.0048 |
-0.4% |
1.3471 |
| Range |
|
|
|
|
|
| ATR |
0.0000 |
0.0058 |
0.0058 |
|
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3471 |
1.3471 |
1.3471 |
|
| R3 |
1.3471 |
1.3471 |
1.3471 |
|
| R2 |
1.3471 |
1.3471 |
1.3471 |
|
| R1 |
1.3471 |
1.3471 |
1.3471 |
1.3471 |
| PP |
1.3471 |
1.3471 |
1.3471 |
1.3471 |
| S1 |
1.3471 |
1.3471 |
1.3471 |
1.3471 |
| S2 |
1.3471 |
1.3471 |
1.3471 |
|
| S3 |
1.3471 |
1.3471 |
1.3471 |
|
| S4 |
1.3471 |
1.3471 |
1.3471 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4064 |
1.3946 |
1.3569 |
|
| R3 |
1.3886 |
1.3768 |
1.3520 |
|
| R2 |
1.3708 |
1.3708 |
1.3504 |
|
| R1 |
1.3590 |
1.3590 |
1.3487 |
1.3560 |
| PP |
1.3530 |
1.3530 |
1.3530 |
1.3516 |
| S1 |
1.3412 |
1.3412 |
1.3455 |
1.3382 |
| S2 |
1.3352 |
1.3352 |
1.3438 |
|
| S3 |
1.3174 |
1.3234 |
1.3422 |
|
| S4 |
1.2996 |
1.3056 |
1.3373 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3471 |
|
2.618 |
1.3471 |
|
1.618 |
1.3471 |
|
1.000 |
1.3471 |
|
0.618 |
1.3471 |
|
HIGH |
1.3471 |
|
0.618 |
1.3471 |
|
0.500 |
1.3471 |
|
0.382 |
1.3471 |
|
LOW |
1.3471 |
|
0.618 |
1.3471 |
|
1.000 |
1.3471 |
|
1.618 |
1.3471 |
|
2.618 |
1.3471 |
|
4.250 |
1.3471 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3471 |
1.3560 |
| PP |
1.3471 |
1.3530 |
| S1 |
1.3471 |
1.3501 |
|