CME Euro FX (E) Future March 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 |
1.3653 |
1.3747 |
0.0094 |
0.7% |
1.3525 |
| High |
1.3785 |
1.3819 |
0.0034 |
0.2% |
1.3714 |
| Low |
1.3651 |
1.3701 |
0.0050 |
0.4% |
1.3424 |
| Close |
1.3741 |
1.3805 |
0.0064 |
0.5% |
1.3681 |
| Range |
0.0134 |
0.0118 |
-0.0016 |
-11.9% |
0.0290 |
| ATR |
0.0141 |
0.0140 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
305,486 |
310,611 |
5,125 |
1.7% |
1,660,862 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4129 |
1.4085 |
1.3870 |
|
| R3 |
1.4011 |
1.3967 |
1.3837 |
|
| R2 |
1.3893 |
1.3893 |
1.3827 |
|
| R1 |
1.3849 |
1.3849 |
1.3816 |
1.3871 |
| PP |
1.3775 |
1.3775 |
1.3775 |
1.3786 |
| S1 |
1.3731 |
1.3731 |
1.3794 |
1.3753 |
| S2 |
1.3657 |
1.3657 |
1.3783 |
|
| S3 |
1.3539 |
1.3613 |
1.3773 |
|
| S4 |
1.3421 |
1.3495 |
1.3740 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4476 |
1.4369 |
1.3841 |
|
| R3 |
1.4186 |
1.4079 |
1.3761 |
|
| R2 |
1.3896 |
1.3896 |
1.3734 |
|
| R1 |
1.3789 |
1.3789 |
1.3708 |
1.3843 |
| PP |
1.3606 |
1.3606 |
1.3606 |
1.3633 |
| S1 |
1.3499 |
1.3499 |
1.3654 |
1.3553 |
| S2 |
1.3316 |
1.3316 |
1.3628 |
|
| S3 |
1.3026 |
1.3209 |
1.3601 |
|
| S4 |
1.2736 |
1.2919 |
1.3522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3819 |
1.3523 |
0.0296 |
2.1% |
0.0140 |
1.0% |
95% |
True |
False |
252,488 |
| 10 |
1.3819 |
1.3424 |
0.0395 |
2.9% |
0.0133 |
1.0% |
96% |
True |
False |
296,224 |
| 20 |
1.3856 |
1.3424 |
0.0432 |
3.1% |
0.0138 |
1.0% |
88% |
False |
False |
322,043 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.1% |
0.0145 |
1.1% |
95% |
False |
False |
313,732 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.1% |
0.0148 |
1.1% |
95% |
False |
False |
263,740 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0156 |
1.1% |
68% |
False |
False |
198,185 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0157 |
1.1% |
68% |
False |
False |
158,658 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.6% |
0.0151 |
1.1% |
72% |
False |
False |
132,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4321 |
|
2.618 |
1.4128 |
|
1.618 |
1.4010 |
|
1.000 |
1.3937 |
|
0.618 |
1.3892 |
|
HIGH |
1.3819 |
|
0.618 |
1.3774 |
|
0.500 |
1.3760 |
|
0.382 |
1.3746 |
|
LOW |
1.3701 |
|
0.618 |
1.3628 |
|
1.000 |
1.3583 |
|
1.618 |
1.3510 |
|
2.618 |
1.3392 |
|
4.250 |
1.3200 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3790 |
1.3760 |
| PP |
1.3775 |
1.3716 |
| S1 |
1.3760 |
1.3671 |
|