CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3287 |
1.3344 |
0.0057 |
0.4% |
1.3109 |
| High |
1.3423 |
1.3394 |
-0.0029 |
-0.2% |
1.3423 |
| Low |
1.3284 |
1.3248 |
-0.0036 |
-0.3% |
1.3068 |
| Close |
1.3364 |
1.3362 |
-0.0002 |
0.0% |
1.3364 |
| Range |
0.0139 |
0.0146 |
0.0007 |
5.0% |
0.0355 |
| ATR |
0.0149 |
0.0148 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
88,355 |
227,842 |
139,487 |
157.9% |
621,074 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3773 |
1.3713 |
1.3442 |
|
| R3 |
1.3627 |
1.3567 |
1.3402 |
|
| R2 |
1.3481 |
1.3481 |
1.3389 |
|
| R1 |
1.3421 |
1.3421 |
1.3375 |
1.3451 |
| PP |
1.3335 |
1.3335 |
1.3335 |
1.3350 |
| S1 |
1.3275 |
1.3275 |
1.3349 |
1.3305 |
| S2 |
1.3189 |
1.3189 |
1.3335 |
|
| S3 |
1.3043 |
1.3129 |
1.3322 |
|
| S4 |
1.2897 |
1.2983 |
1.3282 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4350 |
1.4212 |
1.3559 |
|
| R3 |
1.3995 |
1.3857 |
1.3462 |
|
| R2 |
1.3640 |
1.3640 |
1.3429 |
|
| R1 |
1.3502 |
1.3502 |
1.3397 |
1.3571 |
| PP |
1.3285 |
1.3285 |
1.3285 |
1.3320 |
| S1 |
1.3147 |
1.3147 |
1.3331 |
1.3216 |
| S2 |
1.2930 |
1.2930 |
1.3299 |
|
| S3 |
1.2575 |
1.2792 |
1.3266 |
|
| S4 |
1.2220 |
1.2437 |
1.3169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3423 |
1.3080 |
0.0343 |
2.6% |
0.0145 |
1.1% |
82% |
False |
False |
169,783 |
| 10 |
1.3423 |
1.3050 |
0.0373 |
2.8% |
0.0125 |
0.9% |
84% |
False |
False |
170,388 |
| 20 |
1.3493 |
1.3050 |
0.0443 |
3.3% |
0.0141 |
1.1% |
70% |
False |
False |
194,240 |
| 40 |
1.4222 |
1.2963 |
0.1259 |
9.4% |
0.0163 |
1.2% |
32% |
False |
False |
98,739 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.6% |
0.0164 |
1.2% |
31% |
False |
False |
66,003 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.0% |
0.0156 |
1.2% |
45% |
False |
False |
49,599 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.0% |
0.0130 |
1.0% |
45% |
False |
False |
39,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4015 |
|
2.618 |
1.3776 |
|
1.618 |
1.3630 |
|
1.000 |
1.3540 |
|
0.618 |
1.3484 |
|
HIGH |
1.3394 |
|
0.618 |
1.3338 |
|
0.500 |
1.3321 |
|
0.382 |
1.3304 |
|
LOW |
1.3248 |
|
0.618 |
1.3158 |
|
1.000 |
1.3102 |
|
1.618 |
1.3012 |
|
2.618 |
1.2866 |
|
4.250 |
1.2628 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3348 |
1.3348 |
| PP |
1.3335 |
1.3333 |
| S1 |
1.3321 |
1.3319 |
|