CME Euro FX (E) Future June 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 |
1.3588 |
1.3604 |
0.0016 |
0.1% |
1.3555 |
| High |
1.3665 |
1.3721 |
0.0056 |
0.4% |
1.3837 |
| Low |
1.3582 |
1.3595 |
0.0013 |
0.1% |
1.3524 |
| Close |
1.3604 |
1.3701 |
0.0097 |
0.7% |
1.3562 |
| Range |
0.0083 |
0.0126 |
0.0043 |
51.8% |
0.0313 |
| ATR |
0.0134 |
0.0134 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
912 |
580 |
-332 |
-36.4% |
3,308 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4050 |
1.4002 |
1.3770 |
|
| R3 |
1.3924 |
1.3876 |
1.3736 |
|
| R2 |
1.3798 |
1.3798 |
1.3724 |
|
| R1 |
1.3750 |
1.3750 |
1.3713 |
1.3774 |
| PP |
1.3672 |
1.3672 |
1.3672 |
1.3685 |
| S1 |
1.3624 |
1.3624 |
1.3689 |
1.3648 |
| S2 |
1.3546 |
1.3546 |
1.3678 |
|
| S3 |
1.3420 |
1.3498 |
1.3666 |
|
| S4 |
1.3294 |
1.3372 |
1.3632 |
|
|
| 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 |
1.3800 |
1.3488 |
0.0312 |
2.3% |
0.0126 |
0.9% |
68% |
False |
False |
740 |
| 10 |
1.3837 |
1.3488 |
0.0349 |
2.5% |
0.0133 |
1.0% |
61% |
False |
False |
727 |
| 20 |
1.3837 |
1.2952 |
0.0885 |
6.5% |
0.0145 |
1.1% |
85% |
False |
False |
801 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0131 |
1.0% |
86% |
False |
False |
521 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0111 |
0.8% |
86% |
False |
False |
354 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0086 |
0.6% |
64% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4257 |
|
2.618 |
1.4051 |
|
1.618 |
1.3925 |
|
1.000 |
1.3847 |
|
0.618 |
1.3799 |
|
HIGH |
1.3721 |
|
0.618 |
1.3673 |
|
0.500 |
1.3658 |
|
0.382 |
1.3643 |
|
LOW |
1.3595 |
|
0.618 |
1.3517 |
|
1.000 |
1.3469 |
|
1.618 |
1.3391 |
|
2.618 |
1.3265 |
|
4.250 |
1.3060 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3687 |
1.3669 |
| PP |
1.3672 |
1.3637 |
| S1 |
1.3658 |
1.3605 |
|