CME Euro FX (E) Future December 2011
Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.3558 |
1.3526 |
-0.0032 |
-0.2% |
1.3618 |
High |
1.3558 |
1.3526 |
-0.0032 |
-0.2% |
1.3750 |
Low |
1.3558 |
1.3526 |
-0.0032 |
-0.2% |
1.3513 |
Close |
1.3522 |
1.3556 |
0.0034 |
0.3% |
1.3513 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
11 |
1 |
-10 |
-90.9% |
57 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3536 |
1.3546 |
1.3556 |
|
R3 |
1.3536 |
1.3546 |
1.3556 |
|
R2 |
1.3536 |
1.3536 |
1.3556 |
|
R1 |
1.3546 |
1.3546 |
1.3556 |
1.3541 |
PP |
1.3536 |
1.3536 |
1.3536 |
1.3534 |
S1 |
1.3546 |
1.3546 |
1.3556 |
1.3541 |
S2 |
1.3536 |
1.3536 |
1.3556 |
|
S3 |
1.3536 |
1.3546 |
1.3556 |
|
S4 |
1.3536 |
1.3546 |
1.3556 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4303 |
1.4145 |
1.3643 |
|
R3 |
1.4066 |
1.3908 |
1.3578 |
|
R2 |
1.3829 |
1.3829 |
1.3556 |
|
R1 |
1.3671 |
1.3671 |
1.3535 |
1.3632 |
PP |
1.3592 |
1.3592 |
1.3592 |
1.3572 |
S1 |
1.3434 |
1.3434 |
1.3491 |
1.3395 |
S2 |
1.3355 |
1.3355 |
1.3470 |
|
S3 |
1.3118 |
1.3197 |
1.3448 |
|
S4 |
1.2881 |
1.2960 |
1.3383 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3526 |
2.618 |
1.3526 |
1.618 |
1.3526 |
1.000 |
1.3526 |
0.618 |
1.3526 |
HIGH |
1.3526 |
0.618 |
1.3526 |
0.500 |
1.3526 |
0.382 |
1.3526 |
LOW |
1.3526 |
0.618 |
1.3526 |
1.000 |
1.3526 |
1.618 |
1.3526 |
2.618 |
1.3526 |
4.250 |
1.3526 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3546 |
1.3549 |
PP |
1.3536 |
1.3542 |
S1 |
1.3526 |
1.3536 |
|