CME Euro FX (E) Future June 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 |
1.3729 |
1.3785 |
0.0056 |
0.4% |
1.3680 |
| High |
1.3800 |
1.3814 |
0.0014 |
0.1% |
1.3814 |
| Low |
1.3683 |
1.3706 |
0.0023 |
0.2% |
1.3510 |
| Close |
1.3787 |
1.3723 |
-0.0064 |
-0.5% |
1.3723 |
| Range |
0.0117 |
0.0108 |
-0.0009 |
-7.7% |
0.0304 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
2,120 |
2,422 |
302 |
14.2% |
10,822 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4072 |
1.4005 |
1.3782 |
|
| R3 |
1.3964 |
1.3897 |
1.3753 |
|
| R2 |
1.3856 |
1.3856 |
1.3743 |
|
| R1 |
1.3789 |
1.3789 |
1.3733 |
1.3769 |
| PP |
1.3748 |
1.3748 |
1.3748 |
1.3737 |
| S1 |
1.3681 |
1.3681 |
1.3713 |
1.3661 |
| S2 |
1.3640 |
1.3640 |
1.3703 |
|
| S3 |
1.3532 |
1.3573 |
1.3693 |
|
| S4 |
1.3424 |
1.3465 |
1.3664 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4594 |
1.4463 |
1.3890 |
|
| R3 |
1.4290 |
1.4159 |
1.3807 |
|
| R2 |
1.3986 |
1.3986 |
1.3779 |
|
| R1 |
1.3855 |
1.3855 |
1.3751 |
1.3921 |
| PP |
1.3682 |
1.3682 |
1.3682 |
1.3715 |
| S1 |
1.3551 |
1.3551 |
1.3695 |
1.3617 |
| S2 |
1.3378 |
1.3378 |
1.3667 |
|
| S3 |
1.3074 |
1.3247 |
1.3639 |
|
| S4 |
1.2770 |
1.2943 |
1.3556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3814 |
1.3510 |
0.0304 |
2.2% |
0.0139 |
1.0% |
70% |
True |
False |
2,264 |
| 10 |
1.3814 |
1.3411 |
0.0403 |
2.9% |
0.0121 |
0.9% |
77% |
True |
False |
1,540 |
| 20 |
1.3837 |
1.3411 |
0.0426 |
3.1% |
0.0128 |
0.9% |
73% |
False |
False |
1,163 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0132 |
1.0% |
88% |
False |
False |
880 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0125 |
0.9% |
88% |
False |
False |
624 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0103 |
0.7% |
65% |
False |
False |
471 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0084 |
0.6% |
65% |
False |
False |
377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4273 |
|
2.618 |
1.4097 |
|
1.618 |
1.3989 |
|
1.000 |
1.3922 |
|
0.618 |
1.3881 |
|
HIGH |
1.3814 |
|
0.618 |
1.3773 |
|
0.500 |
1.3760 |
|
0.382 |
1.3747 |
|
LOW |
1.3706 |
|
0.618 |
1.3639 |
|
1.000 |
1.3598 |
|
1.618 |
1.3531 |
|
2.618 |
1.3423 |
|
4.250 |
1.3247 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3760 |
1.3730 |
| PP |
1.3748 |
1.3728 |
| S1 |
1.3735 |
1.3725 |
|