CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3650 |
1.3664 |
0.0014 |
0.1% |
1.3550 |
| High |
1.3650 |
1.3812 |
0.0162 |
1.2% |
1.3681 |
| Low |
1.3650 |
1.3664 |
0.0014 |
0.1% |
1.3549 |
| Close |
1.3645 |
1.3769 |
0.0124 |
0.9% |
1.3567 |
| Range |
0.0000 |
0.0148 |
0.0148 |
|
0.0132 |
| ATR |
0.0067 |
0.0074 |
0.0007 |
10.7% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
24 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4192 |
1.4129 |
1.3850 |
|
| R3 |
1.4044 |
1.3981 |
1.3810 |
|
| R2 |
1.3896 |
1.3896 |
1.3796 |
|
| R1 |
1.3833 |
1.3833 |
1.3783 |
1.3865 |
| PP |
1.3748 |
1.3748 |
1.3748 |
1.3764 |
| S1 |
1.3685 |
1.3685 |
1.3755 |
1.3717 |
| S2 |
1.3600 |
1.3600 |
1.3742 |
|
| S3 |
1.3452 |
1.3537 |
1.3728 |
|
| S4 |
1.3304 |
1.3389 |
1.3688 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3995 |
1.3913 |
1.3640 |
|
| R3 |
1.3863 |
1.3781 |
1.3603 |
|
| R2 |
1.3731 |
1.3731 |
1.3591 |
|
| R1 |
1.3649 |
1.3649 |
1.3579 |
1.3690 |
| PP |
1.3599 |
1.3599 |
1.3599 |
1.3620 |
| S1 |
1.3517 |
1.3517 |
1.3555 |
1.3558 |
| S2 |
1.3467 |
1.3467 |
1.3543 |
|
| S3 |
1.3335 |
1.3385 |
1.3531 |
|
| S4 |
1.3203 |
1.3253 |
1.3494 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4441 |
|
2.618 |
1.4199 |
|
1.618 |
1.4051 |
|
1.000 |
1.3960 |
|
0.618 |
1.3903 |
|
HIGH |
1.3812 |
|
0.618 |
1.3755 |
|
0.500 |
1.3738 |
|
0.382 |
1.3721 |
|
LOW |
1.3664 |
|
0.618 |
1.3573 |
|
1.000 |
1.3516 |
|
1.618 |
1.3425 |
|
2.618 |
1.3277 |
|
4.250 |
1.3035 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3759 |
1.3740 |
| PP |
1.3748 |
1.3710 |
| S1 |
1.3738 |
1.3681 |
|