CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3604 |
1.3547 |
-0.0057 |
-0.4% |
1.3555 |
| High |
1.3623 |
1.3602 |
-0.0021 |
-0.2% |
1.3837 |
| Low |
1.3524 |
1.3488 |
-0.0036 |
-0.3% |
1.3524 |
| Close |
1.3562 |
1.3566 |
0.0004 |
0.0% |
1.3562 |
| Range |
0.0099 |
0.0114 |
0.0015 |
15.2% |
0.0313 |
| ATR |
0.0139 |
0.0137 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
759 |
749 |
-10 |
-1.3% |
3,308 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3894 |
1.3844 |
1.3629 |
|
| R3 |
1.3780 |
1.3730 |
1.3597 |
|
| R2 |
1.3666 |
1.3666 |
1.3587 |
|
| R1 |
1.3616 |
1.3616 |
1.3576 |
1.3641 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3565 |
| S1 |
1.3502 |
1.3502 |
1.3556 |
1.3527 |
| S2 |
1.3438 |
1.3438 |
1.3545 |
|
| S3 |
1.3324 |
1.3388 |
1.3535 |
|
| S4 |
1.3210 |
1.3274 |
1.3503 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4580 |
1.4384 |
1.3734 |
|
| R3 |
1.4267 |
1.4071 |
1.3648 |
|
| R2 |
1.3954 |
1.3954 |
1.3619 |
|
| R1 |
1.3758 |
1.3758 |
1.3591 |
1.3856 |
| PP |
1.3641 |
1.3641 |
1.3641 |
1.3690 |
| S1 |
1.3445 |
1.3445 |
1.3533 |
1.3543 |
| S2 |
1.3328 |
1.3328 |
1.3505 |
|
| S3 |
1.3015 |
1.3132 |
1.3476 |
|
| S4 |
1.2702 |
1.2819 |
1.3390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3837 |
1.3488 |
0.0349 |
2.6% |
0.0130 |
1.0% |
22% |
False |
True |
643 |
| 10 |
1.3837 |
1.3488 |
0.0349 |
2.6% |
0.0132 |
1.0% |
22% |
False |
True |
670 |
| 20 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0143 |
1.1% |
72% |
False |
False |
772 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0134 |
1.0% |
72% |
False |
False |
487 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0108 |
0.8% |
72% |
False |
False |
329 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.7% |
0.0083 |
0.6% |
53% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4087 |
|
2.618 |
1.3900 |
|
1.618 |
1.3786 |
|
1.000 |
1.3716 |
|
0.618 |
1.3672 |
|
HIGH |
1.3602 |
|
0.618 |
1.3558 |
|
0.500 |
1.3545 |
|
0.382 |
1.3532 |
|
LOW |
1.3488 |
|
0.618 |
1.3418 |
|
1.000 |
1.3374 |
|
1.618 |
1.3304 |
|
2.618 |
1.3190 |
|
4.250 |
1.3004 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3559 |
1.3644 |
| PP |
1.3552 |
1.3618 |
| S1 |
1.3545 |
1.3592 |
|