CME Euro FX (E) Future September 2011
Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.3625 |
1.3475 |
-0.0150 |
-1.1% |
1.3650 |
High |
1.3625 |
1.3475 |
-0.0150 |
-1.1% |
1.3812 |
Low |
1.3489 |
1.3475 |
-0.0014 |
-0.1% |
1.3489 |
Close |
1.3539 |
1.3545 |
0.0006 |
0.0% |
1.3539 |
Range |
0.0136 |
0.0000 |
-0.0136 |
-100.0% |
0.0323 |
ATR |
0.0083 |
0.0081 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
5 |
2 |
-3 |
-60.0% |
25 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3498 |
1.3522 |
1.3545 |
|
R3 |
1.3498 |
1.3522 |
1.3545 |
|
R2 |
1.3498 |
1.3498 |
1.3545 |
|
R1 |
1.3522 |
1.3522 |
1.3545 |
1.3510 |
PP |
1.3498 |
1.3498 |
1.3498 |
1.3493 |
S1 |
1.3522 |
1.3522 |
1.3545 |
1.3510 |
S2 |
1.3498 |
1.3498 |
1.3545 |
|
S3 |
1.3498 |
1.3522 |
1.3545 |
|
S4 |
1.3498 |
1.3522 |
1.3545 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3812 |
1.3475 |
0.0337 |
2.5% |
0.0064 |
0.5% |
21% |
False |
True |
5 |
10 |
1.3812 |
1.3475 |
0.0337 |
2.5% |
0.0039 |
0.3% |
21% |
False |
True |
4 |
20 |
1.3812 |
1.2838 |
0.0974 |
7.2% |
0.0036 |
0.3% |
73% |
False |
False |
4 |
40 |
1.3812 |
1.2838 |
0.0974 |
7.2% |
0.0028 |
0.2% |
73% |
False |
False |
3 |
60 |
1.3812 |
1.2838 |
0.0974 |
7.2% |
0.0019 |
0.1% |
73% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3475 |
2.618 |
1.3475 |
1.618 |
1.3475 |
1.000 |
1.3475 |
0.618 |
1.3475 |
HIGH |
1.3475 |
0.618 |
1.3475 |
0.500 |
1.3475 |
0.382 |
1.3475 |
LOW |
1.3475 |
0.618 |
1.3475 |
1.000 |
1.3475 |
1.618 |
1.3475 |
2.618 |
1.3475 |
4.250 |
1.3475 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3522 |
1.3550 |
PP |
1.3498 |
1.3548 |
S1 |
1.3475 |
1.3547 |
|