CME Euro FX (E) Future June 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 |
1.3547 |
1.3588 |
0.0041 |
0.3% |
1.3555 |
| High |
1.3602 |
1.3665 |
0.0063 |
0.5% |
1.3837 |
| Low |
1.3488 |
1.3582 |
0.0094 |
0.7% |
1.3524 |
| Close |
1.3566 |
1.3604 |
0.0038 |
0.3% |
1.3562 |
| Range |
0.0114 |
0.0083 |
-0.0031 |
-27.2% |
0.0313 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
749 |
912 |
163 |
21.8% |
3,308 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3866 |
1.3818 |
1.3650 |
|
| R3 |
1.3783 |
1.3735 |
1.3627 |
|
| R2 |
1.3700 |
1.3700 |
1.3619 |
|
| R1 |
1.3652 |
1.3652 |
1.3612 |
1.3676 |
| PP |
1.3617 |
1.3617 |
1.3617 |
1.3629 |
| S1 |
1.3569 |
1.3569 |
1.3596 |
1.3593 |
| S2 |
1.3534 |
1.3534 |
1.3589 |
|
| S3 |
1.3451 |
1.3486 |
1.3581 |
|
| S4 |
1.3368 |
1.3403 |
1.3558 |
|
|
| 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% |
0.0119 |
0.9% |
33% |
False |
False |
767 |
| 10 |
1.3837 |
1.3488 |
0.0349 |
2.6% |
0.0128 |
0.9% |
33% |
False |
False |
709 |
| 20 |
1.3837 |
1.2900 |
0.0937 |
6.9% |
0.0143 |
1.1% |
75% |
False |
False |
791 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0133 |
1.0% |
76% |
False |
False |
509 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0109 |
0.8% |
76% |
False |
False |
344 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.7% |
0.0085 |
0.6% |
56% |
False |
False |
259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4018 |
|
2.618 |
1.3882 |
|
1.618 |
1.3799 |
|
1.000 |
1.3748 |
|
0.618 |
1.3716 |
|
HIGH |
1.3665 |
|
0.618 |
1.3633 |
|
0.500 |
1.3624 |
|
0.382 |
1.3614 |
|
LOW |
1.3582 |
|
0.618 |
1.3531 |
|
1.000 |
1.3499 |
|
1.618 |
1.3448 |
|
2.618 |
1.3365 |
|
4.250 |
1.3229 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3624 |
1.3595 |
| PP |
1.3617 |
1.3586 |
| S1 |
1.3611 |
1.3577 |
|