CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3574 |
1.3501 |
-0.0073 |
-0.5% |
1.3547 |
| High |
1.3595 |
1.3536 |
-0.0059 |
-0.4% |
1.3721 |
| Low |
1.3480 |
1.3411 |
-0.0069 |
-0.5% |
1.3480 |
| Close |
1.3518 |
1.3461 |
-0.0057 |
-0.4% |
1.3518 |
| Range |
0.0115 |
0.0125 |
0.0010 |
8.7% |
0.0241 |
| ATR |
0.0133 |
0.0132 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
936 |
1,071 |
135 |
14.4% |
4,146 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3844 |
1.3778 |
1.3530 |
|
| R3 |
1.3719 |
1.3653 |
1.3495 |
|
| R2 |
1.3594 |
1.3594 |
1.3484 |
|
| R1 |
1.3528 |
1.3528 |
1.3472 |
1.3499 |
| PP |
1.3469 |
1.3469 |
1.3469 |
1.3455 |
| S1 |
1.3403 |
1.3403 |
1.3450 |
1.3374 |
| S2 |
1.3344 |
1.3344 |
1.3438 |
|
| S3 |
1.3219 |
1.3278 |
1.3427 |
|
| S4 |
1.3094 |
1.3153 |
1.3392 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4296 |
1.4148 |
1.3651 |
|
| R3 |
1.4055 |
1.3907 |
1.3584 |
|
| R2 |
1.3814 |
1.3814 |
1.3562 |
|
| R1 |
1.3666 |
1.3666 |
1.3540 |
1.3620 |
| PP |
1.3573 |
1.3573 |
1.3573 |
1.3550 |
| S1 |
1.3425 |
1.3425 |
1.3496 |
1.3379 |
| S2 |
1.3332 |
1.3332 |
1.3474 |
|
| S3 |
1.3091 |
1.3184 |
1.3452 |
|
| S4 |
1.2850 |
1.2943 |
1.3385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3721 |
1.3411 |
0.0310 |
2.3% |
0.0116 |
0.9% |
16% |
False |
True |
893 |
| 10 |
1.3837 |
1.3411 |
0.0426 |
3.2% |
0.0123 |
0.9% |
12% |
False |
True |
768 |
| 20 |
1.3837 |
1.3217 |
0.0620 |
4.6% |
0.0135 |
1.0% |
39% |
False |
False |
812 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0131 |
1.0% |
61% |
False |
False |
584 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.2% |
0.0117 |
0.9% |
61% |
False |
False |
403 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.8% |
0.0091 |
0.7% |
45% |
False |
False |
303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4067 |
|
2.618 |
1.3863 |
|
1.618 |
1.3738 |
|
1.000 |
1.3661 |
|
0.618 |
1.3613 |
|
HIGH |
1.3536 |
|
0.618 |
1.3488 |
|
0.500 |
1.3474 |
|
0.382 |
1.3459 |
|
LOW |
1.3411 |
|
0.618 |
1.3334 |
|
1.000 |
1.3286 |
|
1.618 |
1.3209 |
|
2.618 |
1.3084 |
|
4.250 |
1.2880 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3474 |
1.3552 |
| PP |
1.3469 |
1.3521 |
| S1 |
1.3465 |
1.3491 |
|