CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3568 |
1.3575 |
0.0007 |
0.1% |
1.3575 |
| High |
1.3621 |
1.3683 |
0.0062 |
0.5% |
1.3856 |
| Low |
1.3503 |
1.3568 |
0.0065 |
0.5% |
1.3538 |
| Close |
1.3582 |
1.3621 |
0.0039 |
0.3% |
1.3579 |
| Range |
0.0118 |
0.0115 |
-0.0003 |
-2.5% |
0.0318 |
| ATR |
0.0150 |
0.0147 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
281,880 |
347,798 |
65,918 |
23.4% |
1,749,476 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3969 |
1.3910 |
1.3684 |
|
| R3 |
1.3854 |
1.3795 |
1.3653 |
|
| R2 |
1.3739 |
1.3739 |
1.3642 |
|
| R1 |
1.3680 |
1.3680 |
1.3632 |
1.3710 |
| PP |
1.3624 |
1.3624 |
1.3624 |
1.3639 |
| S1 |
1.3565 |
1.3565 |
1.3610 |
1.3595 |
| S2 |
1.3509 |
1.3509 |
1.3600 |
|
| S3 |
1.3394 |
1.3450 |
1.3589 |
|
| S4 |
1.3279 |
1.3335 |
1.3558 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4612 |
1.4413 |
1.3754 |
|
| R3 |
1.4294 |
1.4095 |
1.3666 |
|
| R2 |
1.3976 |
1.3976 |
1.3637 |
|
| R1 |
1.3777 |
1.3777 |
1.3608 |
1.3877 |
| PP |
1.3658 |
1.3658 |
1.3658 |
1.3707 |
| S1 |
1.3459 |
1.3459 |
1.3550 |
1.3559 |
| S2 |
1.3340 |
1.3340 |
1.3521 |
|
| S3 |
1.3022 |
1.3141 |
1.3492 |
|
| S4 |
1.2704 |
1.2823 |
1.3404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3856 |
1.3503 |
0.0353 |
2.6% |
0.0137 |
1.0% |
33% |
False |
False |
337,026 |
| 10 |
1.3856 |
1.3503 |
0.0353 |
2.6% |
0.0138 |
1.0% |
33% |
False |
False |
342,269 |
| 20 |
1.3856 |
1.2899 |
0.0957 |
7.0% |
0.0154 |
1.1% |
75% |
False |
False |
340,502 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0148 |
1.1% |
76% |
False |
False |
298,023 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0156 |
1.1% |
76% |
False |
False |
208,887 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0162 |
1.2% |
54% |
False |
False |
156,836 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0158 |
1.2% |
54% |
False |
False |
125,563 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0140 |
1.0% |
61% |
False |
False |
104,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4172 |
|
2.618 |
1.3984 |
|
1.618 |
1.3869 |
|
1.000 |
1.3798 |
|
0.618 |
1.3754 |
|
HIGH |
1.3683 |
|
0.618 |
1.3639 |
|
0.500 |
1.3626 |
|
0.382 |
1.3612 |
|
LOW |
1.3568 |
|
0.618 |
1.3497 |
|
1.000 |
1.3453 |
|
1.618 |
1.3382 |
|
2.618 |
1.3267 |
|
4.250 |
1.3079 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3626 |
1.3612 |
| PP |
1.3624 |
1.3602 |
| S1 |
1.3623 |
1.3593 |
|