CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3575 |
1.3622 |
0.0047 |
0.3% |
1.3575 |
| High |
1.3683 |
1.3739 |
0.0056 |
0.4% |
1.3856 |
| Low |
1.3568 |
1.3604 |
0.0036 |
0.3% |
1.3538 |
| Close |
1.3621 |
1.3718 |
0.0097 |
0.7% |
1.3579 |
| Range |
0.0115 |
0.0135 |
0.0020 |
17.4% |
0.0318 |
| ATR |
0.0147 |
0.0146 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
347,798 |
351,455 |
3,657 |
1.1% |
1,749,476 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4092 |
1.4040 |
1.3792 |
|
| R3 |
1.3957 |
1.3905 |
1.3755 |
|
| R2 |
1.3822 |
1.3822 |
1.3743 |
|
| R1 |
1.3770 |
1.3770 |
1.3730 |
1.3796 |
| PP |
1.3687 |
1.3687 |
1.3687 |
1.3700 |
| S1 |
1.3635 |
1.3635 |
1.3706 |
1.3661 |
| S2 |
1.3552 |
1.3552 |
1.3693 |
|
| S3 |
1.3417 |
1.3500 |
1.3681 |
|
| S4 |
1.3282 |
1.3365 |
1.3644 |
|
|
| 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 |
1.3820 |
1.3503 |
0.0317 |
2.3% |
0.0144 |
1.1% |
68% |
False |
False |
352,347 |
| 10 |
1.3856 |
1.3503 |
0.0353 |
2.6% |
0.0143 |
1.0% |
61% |
False |
False |
347,861 |
| 20 |
1.3856 |
1.2957 |
0.0899 |
6.6% |
0.0156 |
1.1% |
85% |
False |
False |
342,140 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0145 |
1.1% |
86% |
False |
False |
298,915 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0155 |
1.1% |
86% |
False |
False |
214,731 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0161 |
1.2% |
61% |
False |
False |
161,222 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0158 |
1.2% |
61% |
False |
False |
129,076 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.7% |
0.0141 |
1.0% |
67% |
False |
False |
107,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4313 |
|
2.618 |
1.4092 |
|
1.618 |
1.3957 |
|
1.000 |
1.3874 |
|
0.618 |
1.3822 |
|
HIGH |
1.3739 |
|
0.618 |
1.3687 |
|
0.500 |
1.3672 |
|
0.382 |
1.3656 |
|
LOW |
1.3604 |
|
0.618 |
1.3521 |
|
1.000 |
1.3469 |
|
1.618 |
1.3386 |
|
2.618 |
1.3251 |
|
4.250 |
1.3030 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3703 |
1.3686 |
| PP |
1.3687 |
1.3653 |
| S1 |
1.3672 |
1.3621 |
|