CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3600 |
1.3625 |
0.0025 |
0.2% |
1.3650 |
| High |
1.3600 |
1.3625 |
0.0025 |
0.2% |
1.3812 |
| Low |
1.3565 |
1.3489 |
-0.0076 |
-0.6% |
1.3489 |
| Close |
1.3589 |
1.3539 |
-0.0050 |
-0.4% |
1.3539 |
| Range |
0.0035 |
0.0136 |
0.0101 |
288.6% |
0.0323 |
| ATR |
0.0079 |
0.0083 |
0.0004 |
5.2% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
25 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3959 |
1.3885 |
1.3614 |
|
| R3 |
1.3823 |
1.3749 |
1.3576 |
|
| R2 |
1.3687 |
1.3687 |
1.3564 |
|
| R1 |
1.3613 |
1.3613 |
1.3551 |
1.3582 |
| PP |
1.3551 |
1.3551 |
1.3551 |
1.3536 |
| S1 |
1.3477 |
1.3477 |
1.3527 |
1.3446 |
| S2 |
1.3415 |
1.3415 |
1.3514 |
|
| S3 |
1.3279 |
1.3341 |
1.3502 |
|
| S4 |
1.3143 |
1.3205 |
1.3464 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4582 |
1.4384 |
1.3717 |
|
| R3 |
1.4259 |
1.4061 |
1.3628 |
|
| R2 |
1.3936 |
1.3936 |
1.3598 |
|
| R1 |
1.3738 |
1.3738 |
1.3569 |
1.3676 |
| PP |
1.3613 |
1.3613 |
1.3613 |
1.3582 |
| S1 |
1.3415 |
1.3415 |
1.3509 |
1.3353 |
| S2 |
1.3290 |
1.3290 |
1.3480 |
|
| S3 |
1.2967 |
1.3092 |
1.3450 |
|
| S4 |
1.2644 |
1.2769 |
1.3361 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4203 |
|
2.618 |
1.3981 |
|
1.618 |
1.3845 |
|
1.000 |
1.3761 |
|
0.618 |
1.3709 |
|
HIGH |
1.3625 |
|
0.618 |
1.3573 |
|
0.500 |
1.3557 |
|
0.382 |
1.3541 |
|
LOW |
1.3489 |
|
0.618 |
1.3405 |
|
1.000 |
1.3353 |
|
1.618 |
1.3269 |
|
2.618 |
1.3133 |
|
4.250 |
1.2911 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3557 |
1.3645 |
| PP |
1.3551 |
1.3609 |
| S1 |
1.3545 |
1.3574 |
|