CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3580 |
1.3650 |
0.0070 |
0.5% |
1.3650 |
| High |
1.3580 |
1.3671 |
0.0091 |
0.7% |
1.3812 |
| Low |
1.3580 |
1.3650 |
0.0070 |
0.5% |
1.3489 |
| Close |
1.3580 |
1.3676 |
0.0096 |
0.7% |
1.3539 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0323 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
25 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3729 |
1.3723 |
1.3688 |
|
| R3 |
1.3708 |
1.3702 |
1.3682 |
|
| R2 |
1.3687 |
1.3687 |
1.3680 |
|
| R1 |
1.3681 |
1.3681 |
1.3678 |
1.3684 |
| PP |
1.3666 |
1.3666 |
1.3666 |
1.3667 |
| S1 |
1.3660 |
1.3660 |
1.3674 |
1.3663 |
| S2 |
1.3645 |
1.3645 |
1.3672 |
|
| S3 |
1.3624 |
1.3639 |
1.3670 |
|
| S4 |
1.3603 |
1.3618 |
1.3664 |
|
|
| 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 |
1.3671 |
1.3475 |
0.0196 |
1.4% |
0.0038 |
0.3% |
103% |
True |
False |
2 |
| 10 |
1.3812 |
1.3475 |
0.0337 |
2.5% |
0.0039 |
0.3% |
60% |
False |
False |
3 |
| 20 |
1.3812 |
1.3020 |
0.0792 |
5.8% |
0.0033 |
0.2% |
83% |
False |
False |
4 |
| 40 |
1.3812 |
1.2838 |
0.0974 |
7.1% |
0.0029 |
0.2% |
86% |
False |
False |
3 |
| 60 |
1.3812 |
1.2838 |
0.0974 |
7.1% |
0.0019 |
0.1% |
86% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3760 |
|
2.618 |
1.3726 |
|
1.618 |
1.3705 |
|
1.000 |
1.3692 |
|
0.618 |
1.3684 |
|
HIGH |
1.3671 |
|
0.618 |
1.3663 |
|
0.500 |
1.3661 |
|
0.382 |
1.3658 |
|
LOW |
1.3650 |
|
0.618 |
1.3637 |
|
1.000 |
1.3629 |
|
1.618 |
1.3616 |
|
2.618 |
1.3595 |
|
4.250 |
1.3561 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3671 |
1.3642 |
| PP |
1.3666 |
1.3607 |
| S1 |
1.3661 |
1.3573 |
|