CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3815 |
1.3799 |
-0.0016 |
-0.1% |
1.3602 |
| High |
1.3856 |
1.3820 |
-0.0036 |
-0.3% |
1.3753 |
| Low |
1.3760 |
1.3604 |
-0.0156 |
-1.1% |
1.3533 |
| Close |
1.3792 |
1.3629 |
-0.0163 |
-1.2% |
1.3609 |
| Range |
0.0096 |
0.0216 |
0.0120 |
125.0% |
0.0220 |
| ATR |
0.0148 |
0.0153 |
0.0005 |
3.2% |
0.0000 |
| Volume |
274,847 |
413,474 |
138,627 |
50.4% |
1,730,046 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4332 |
1.4197 |
1.3748 |
|
| R3 |
1.4116 |
1.3981 |
1.3688 |
|
| R2 |
1.3900 |
1.3900 |
1.3669 |
|
| R1 |
1.3765 |
1.3765 |
1.3649 |
1.3725 |
| PP |
1.3684 |
1.3684 |
1.3684 |
1.3664 |
| S1 |
1.3549 |
1.3549 |
1.3609 |
1.3509 |
| S2 |
1.3468 |
1.3468 |
1.3589 |
|
| S3 |
1.3252 |
1.3333 |
1.3570 |
|
| S4 |
1.3036 |
1.3117 |
1.3510 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4292 |
1.4170 |
1.3730 |
|
| R3 |
1.4072 |
1.3950 |
1.3670 |
|
| R2 |
1.3852 |
1.3852 |
1.3649 |
|
| R1 |
1.3730 |
1.3730 |
1.3629 |
1.3791 |
| PP |
1.3632 |
1.3632 |
1.3632 |
1.3662 |
| S1 |
1.3510 |
1.3510 |
1.3589 |
1.3571 |
| S2 |
1.3412 |
1.3412 |
1.3569 |
|
| S3 |
1.3192 |
1.3290 |
1.3549 |
|
| S4 |
1.2972 |
1.3070 |
1.3488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3856 |
1.3564 |
0.0292 |
2.1% |
0.0160 |
1.2% |
22% |
False |
False |
349,805 |
| 10 |
1.3856 |
1.3442 |
0.0414 |
3.0% |
0.0146 |
1.1% |
45% |
False |
False |
343,276 |
| 20 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0154 |
1.1% |
77% |
False |
False |
346,307 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0148 |
1.1% |
77% |
False |
False |
285,087 |
| 60 |
1.3950 |
1.2870 |
0.1080 |
7.9% |
0.0159 |
1.2% |
70% |
False |
False |
192,328 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0162 |
1.2% |
55% |
False |
False |
144,386 |
| 100 |
1.4250 |
1.2825 |
0.1425 |
10.5% |
0.0158 |
1.2% |
56% |
False |
False |
115,599 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0137 |
1.0% |
61% |
False |
False |
96,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4738 |
|
2.618 |
1.4385 |
|
1.618 |
1.4169 |
|
1.000 |
1.4036 |
|
0.618 |
1.3953 |
|
HIGH |
1.3820 |
|
0.618 |
1.3737 |
|
0.500 |
1.3712 |
|
0.382 |
1.3687 |
|
LOW |
1.3604 |
|
0.618 |
1.3471 |
|
1.000 |
1.3388 |
|
1.618 |
1.3255 |
|
2.618 |
1.3039 |
|
4.250 |
1.2686 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3712 |
1.3730 |
| PP |
1.3684 |
1.3696 |
| S1 |
1.3657 |
1.3663 |
|