CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3350 |
1.3306 |
-0.0044 |
-0.3% |
1.3109 |
| High |
1.3431 |
1.3322 |
-0.0109 |
-0.8% |
1.3423 |
| Low |
1.3287 |
1.3121 |
-0.0166 |
-1.2% |
1.3068 |
| Close |
1.3301 |
1.3146 |
-0.0155 |
-1.2% |
1.3364 |
| Range |
0.0144 |
0.0201 |
0.0057 |
39.6% |
0.0355 |
| ATR |
0.0148 |
0.0152 |
0.0004 |
2.5% |
0.0000 |
| Volume |
309,557 |
356,393 |
46,836 |
15.1% |
621,074 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3799 |
1.3674 |
1.3257 |
|
| R3 |
1.3598 |
1.3473 |
1.3201 |
|
| R2 |
1.3397 |
1.3397 |
1.3183 |
|
| R1 |
1.3272 |
1.3272 |
1.3164 |
1.3234 |
| PP |
1.3196 |
1.3196 |
1.3196 |
1.3178 |
| S1 |
1.3071 |
1.3071 |
1.3128 |
1.3033 |
| S2 |
1.2995 |
1.2995 |
1.3109 |
|
| S3 |
1.2794 |
1.2870 |
1.3091 |
|
| S4 |
1.2593 |
1.2669 |
1.3035 |
|
|
| 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 |
1.3431 |
1.3121 |
0.0310 |
2.4% |
0.0146 |
1.1% |
8% |
False |
True |
231,688 |
| 10 |
1.3431 |
1.3050 |
0.0381 |
2.9% |
0.0137 |
1.0% |
25% |
False |
False |
192,910 |
| 20 |
1.3493 |
1.3050 |
0.0443 |
3.4% |
0.0142 |
1.1% |
22% |
False |
False |
223,867 |
| 40 |
1.3950 |
1.2963 |
0.0987 |
7.5% |
0.0162 |
1.2% |
19% |
False |
False |
115,338 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0165 |
1.3% |
14% |
False |
False |
77,079 |
| 80 |
1.4250 |
1.2825 |
0.1425 |
10.8% |
0.0159 |
1.2% |
23% |
False |
False |
57,923 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.2% |
0.0134 |
1.0% |
31% |
False |
False |
46,343 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
12.2% |
0.0113 |
0.9% |
31% |
False |
False |
38,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4176 |
|
2.618 |
1.3848 |
|
1.618 |
1.3647 |
|
1.000 |
1.3523 |
|
0.618 |
1.3446 |
|
HIGH |
1.3322 |
|
0.618 |
1.3245 |
|
0.500 |
1.3222 |
|
0.382 |
1.3198 |
|
LOW |
1.3121 |
|
0.618 |
1.2997 |
|
1.000 |
1.2920 |
|
1.618 |
1.2796 |
|
2.618 |
1.2595 |
|
4.250 |
1.2267 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3222 |
1.3276 |
| PP |
1.3196 |
1.3233 |
| S1 |
1.3171 |
1.3189 |
|