CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3150 |
1.3000 |
-0.0150 |
-1.1% |
1.3344 |
| High |
1.3165 |
1.3023 |
-0.0142 |
-1.1% |
1.3431 |
| Low |
1.2992 |
1.2901 |
-0.0091 |
-0.7% |
1.2901 |
| Close |
1.3010 |
1.2929 |
-0.0081 |
-0.6% |
1.2929 |
| Range |
0.0173 |
0.0122 |
-0.0051 |
-29.5% |
0.0530 |
| ATR |
0.0153 |
0.0151 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
384,704 |
429,894 |
45,190 |
11.7% |
1,708,390 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3317 |
1.3245 |
1.2996 |
|
| R3 |
1.3195 |
1.3123 |
1.2963 |
|
| R2 |
1.3073 |
1.3073 |
1.2951 |
|
| R1 |
1.3001 |
1.3001 |
1.2940 |
1.2976 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2939 |
| S1 |
1.2879 |
1.2879 |
1.2918 |
1.2854 |
| S2 |
1.2829 |
1.2829 |
1.2907 |
|
| S3 |
1.2707 |
1.2757 |
1.2895 |
|
| S4 |
1.2585 |
1.2635 |
1.2862 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4677 |
1.4333 |
1.3221 |
|
| R3 |
1.4147 |
1.3803 |
1.3075 |
|
| R2 |
1.3617 |
1.3617 |
1.3026 |
|
| R1 |
1.3273 |
1.3273 |
1.2978 |
1.3180 |
| PP |
1.3087 |
1.3087 |
1.3087 |
1.3041 |
| S1 |
1.2743 |
1.2743 |
1.2880 |
1.2650 |
| S2 |
1.2557 |
1.2557 |
1.2832 |
|
| S3 |
1.2027 |
1.2213 |
1.2783 |
|
| S4 |
1.1497 |
1.1683 |
1.2638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3431 |
1.2901 |
0.0530 |
4.1% |
0.0157 |
1.2% |
5% |
False |
True |
341,678 |
| 10 |
1.3431 |
1.2901 |
0.0530 |
4.1% |
0.0146 |
1.1% |
5% |
False |
True |
232,946 |
| 20 |
1.3493 |
1.2901 |
0.0592 |
4.6% |
0.0143 |
1.1% |
5% |
False |
True |
251,532 |
| 40 |
1.3798 |
1.2901 |
0.0897 |
6.9% |
0.0160 |
1.2% |
3% |
False |
True |
135,656 |
| 60 |
1.4250 |
1.2901 |
0.1349 |
10.4% |
0.0166 |
1.3% |
2% |
False |
True |
90,646 |
| 80 |
1.4250 |
1.2901 |
0.1349 |
10.4% |
0.0159 |
1.2% |
2% |
False |
True |
68,103 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.4% |
0.0137 |
1.1% |
18% |
False |
False |
54,489 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
12.4% |
0.0116 |
0.9% |
18% |
False |
False |
45,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3542 |
|
2.618 |
1.3342 |
|
1.618 |
1.3220 |
|
1.000 |
1.3145 |
|
0.618 |
1.3098 |
|
HIGH |
1.3023 |
|
0.618 |
1.2976 |
|
0.500 |
1.2962 |
|
0.382 |
1.2948 |
|
LOW |
1.2901 |
|
0.618 |
1.2826 |
|
1.000 |
1.2779 |
|
1.618 |
1.2704 |
|
2.618 |
1.2582 |
|
4.250 |
1.2383 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2962 |
1.3112 |
| PP |
1.2951 |
1.3051 |
| S1 |
1.2940 |
1.2990 |
|