CME Euro FX (E) Future December 2011
Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.3575 |
1.3471 |
-0.0104 |
-0.8% |
1.3558 |
High |
1.3575 |
1.3471 |
-0.0104 |
-0.8% |
1.3649 |
Low |
1.3575 |
1.3471 |
-0.0104 |
-0.8% |
1.3471 |
Close |
1.3519 |
1.3471 |
-0.0048 |
-0.4% |
1.3471 |
Range |
|
|
|
|
|
ATR |
0.0000 |
0.0058 |
0.0058 |
|
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3471 |
1.3471 |
1.3471 |
|
R3 |
1.3471 |
1.3471 |
1.3471 |
|
R2 |
1.3471 |
1.3471 |
1.3471 |
|
R1 |
1.3471 |
1.3471 |
1.3471 |
1.3471 |
PP |
1.3471 |
1.3471 |
1.3471 |
1.3471 |
S1 |
1.3471 |
1.3471 |
1.3471 |
1.3471 |
S2 |
1.3471 |
1.3471 |
1.3471 |
|
S3 |
1.3471 |
1.3471 |
1.3471 |
|
S4 |
1.3471 |
1.3471 |
1.3471 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4064 |
1.3946 |
1.3569 |
|
R3 |
1.3886 |
1.3768 |
1.3520 |
|
R2 |
1.3708 |
1.3708 |
1.3504 |
|
R1 |
1.3590 |
1.3590 |
1.3487 |
1.3560 |
PP |
1.3530 |
1.3530 |
1.3530 |
1.3516 |
S1 |
1.3412 |
1.3412 |
1.3455 |
1.3382 |
S2 |
1.3352 |
1.3352 |
1.3438 |
|
S3 |
1.3174 |
1.3234 |
1.3422 |
|
S4 |
1.2996 |
1.3056 |
1.3373 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3471 |
2.618 |
1.3471 |
1.618 |
1.3471 |
1.000 |
1.3471 |
0.618 |
1.3471 |
HIGH |
1.3471 |
0.618 |
1.3471 |
0.500 |
1.3471 |
0.382 |
1.3471 |
LOW |
1.3471 |
0.618 |
1.3471 |
1.000 |
1.3471 |
1.618 |
1.3471 |
2.618 |
1.3471 |
4.250 |
1.3471 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3471 |
1.3560 |
PP |
1.3471 |
1.3530 |
S1 |
1.3471 |
1.3501 |
|