CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3785 |
1.3717 |
-0.0068 |
-0.5% |
1.3680 |
| High |
1.3814 |
1.3835 |
0.0021 |
0.2% |
1.3814 |
| Low |
1.3706 |
1.3696 |
-0.0010 |
-0.1% |
1.3510 |
| Close |
1.3723 |
1.3783 |
0.0060 |
0.4% |
1.3723 |
| Range |
0.0108 |
0.0139 |
0.0031 |
28.7% |
0.0304 |
| ATR |
0.0128 |
0.0129 |
0.0001 |
0.6% |
0.0000 |
| Volume |
2,422 |
2,046 |
-376 |
-15.5% |
10,822 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4188 |
1.4125 |
1.3859 |
|
| R3 |
1.4049 |
1.3986 |
1.3821 |
|
| R2 |
1.3910 |
1.3910 |
1.3808 |
|
| R1 |
1.3847 |
1.3847 |
1.3796 |
1.3879 |
| PP |
1.3771 |
1.3771 |
1.3771 |
1.3787 |
| S1 |
1.3708 |
1.3708 |
1.3770 |
1.3740 |
| S2 |
1.3632 |
1.3632 |
1.3758 |
|
| S3 |
1.3493 |
1.3569 |
1.3745 |
|
| S4 |
1.3354 |
1.3430 |
1.3707 |
|
|
| 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 |
1.3835 |
1.3510 |
0.0325 |
2.4% |
0.0134 |
1.0% |
84% |
True |
False |
2,573 |
| 10 |
1.3835 |
1.3411 |
0.0424 |
3.1% |
0.0124 |
0.9% |
88% |
True |
False |
1,651 |
| 20 |
1.3837 |
1.3411 |
0.0426 |
3.1% |
0.0125 |
0.9% |
87% |
False |
False |
1,198 |
| 40 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0133 |
1.0% |
94% |
False |
False |
927 |
| 60 |
1.3837 |
1.2864 |
0.0973 |
7.1% |
0.0125 |
0.9% |
94% |
False |
False |
658 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.5% |
0.0105 |
0.8% |
70% |
False |
False |
496 |
| 100 |
1.4180 |
1.2864 |
0.1316 |
9.5% |
0.0085 |
0.6% |
70% |
False |
False |
398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4426 |
|
2.618 |
1.4199 |
|
1.618 |
1.4060 |
|
1.000 |
1.3974 |
|
0.618 |
1.3921 |
|
HIGH |
1.3835 |
|
0.618 |
1.3782 |
|
0.500 |
1.3766 |
|
0.382 |
1.3749 |
|
LOW |
1.3696 |
|
0.618 |
1.3610 |
|
1.000 |
1.3557 |
|
1.618 |
1.3471 |
|
2.618 |
1.3332 |
|
4.250 |
1.3105 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3777 |
1.3775 |
| PP |
1.3771 |
1.3767 |
| S1 |
1.3766 |
1.3759 |
|