CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3747 |
1.3799 |
0.0052 |
0.4% |
1.3687 |
| High |
1.3819 |
1.3837 |
0.0018 |
0.1% |
1.3837 |
| Low |
1.3701 |
1.3721 |
0.0020 |
0.1% |
1.3523 |
| Close |
1.3805 |
1.3741 |
-0.0064 |
-0.5% |
1.3741 |
| Range |
0.0118 |
0.0116 |
-0.0002 |
-1.7% |
0.0314 |
| ATR |
0.0140 |
0.0138 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
310,611 |
237,428 |
-73,183 |
-23.6% |
853,525 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4114 |
1.4044 |
1.3805 |
|
| R3 |
1.3998 |
1.3928 |
1.3773 |
|
| R2 |
1.3882 |
1.3882 |
1.3762 |
|
| R1 |
1.3812 |
1.3812 |
1.3752 |
1.3789 |
| PP |
1.3766 |
1.3766 |
1.3766 |
1.3755 |
| S1 |
1.3696 |
1.3696 |
1.3730 |
1.3673 |
| S2 |
1.3650 |
1.3650 |
1.3720 |
|
| S3 |
1.3534 |
1.3580 |
1.3709 |
|
| S4 |
1.3418 |
1.3464 |
1.3677 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4642 |
1.4506 |
1.3914 |
|
| R3 |
1.4328 |
1.4192 |
1.3827 |
|
| R2 |
1.4014 |
1.4014 |
1.3799 |
|
| R1 |
1.3878 |
1.3878 |
1.3770 |
1.3946 |
| PP |
1.3700 |
1.3700 |
1.3700 |
1.3735 |
| S1 |
1.3564 |
1.3564 |
1.3712 |
1.3632 |
| S2 |
1.3386 |
1.3386 |
1.3683 |
|
| S3 |
1.3072 |
1.3250 |
1.3655 |
|
| S4 |
1.2758 |
1.2936 |
1.3568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3837 |
1.3523 |
0.0314 |
2.3% |
0.0146 |
1.1% |
69% |
True |
False |
241,239 |
| 10 |
1.3837 |
1.3424 |
0.0413 |
3.0% |
0.0129 |
0.9% |
77% |
True |
False |
286,127 |
| 20 |
1.3856 |
1.3424 |
0.0432 |
3.1% |
0.0137 |
1.0% |
73% |
False |
False |
314,848 |
| 40 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0144 |
1.0% |
88% |
False |
False |
315,812 |
| 60 |
1.3856 |
1.2870 |
0.0986 |
7.2% |
0.0147 |
1.1% |
88% |
False |
False |
267,637 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0156 |
1.1% |
63% |
False |
False |
201,149 |
| 100 |
1.4250 |
1.2870 |
0.1380 |
10.0% |
0.0157 |
1.1% |
63% |
False |
False |
161,016 |
| 120 |
1.4250 |
1.2650 |
0.1600 |
11.6% |
0.0152 |
1.1% |
68% |
False |
False |
134,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4330 |
|
2.618 |
1.4141 |
|
1.618 |
1.4025 |
|
1.000 |
1.3953 |
|
0.618 |
1.3909 |
|
HIGH |
1.3837 |
|
0.618 |
1.3793 |
|
0.500 |
1.3779 |
|
0.382 |
1.3765 |
|
LOW |
1.3721 |
|
0.618 |
1.3649 |
|
1.000 |
1.3605 |
|
1.618 |
1.3533 |
|
2.618 |
1.3417 |
|
4.250 |
1.3228 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3779 |
1.3744 |
| PP |
1.3766 |
1.3743 |
| S1 |
1.3754 |
1.3742 |
|