CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3369 |
1.3382 |
0.0013 |
0.1% |
1.2893 |
| High |
1.3461 |
1.3534 |
0.0073 |
0.5% |
1.3453 |
| Low |
1.3234 |
1.3362 |
0.0128 |
1.0% |
1.2870 |
| Close |
1.3380 |
1.3453 |
0.0073 |
0.5% |
1.3353 |
| Range |
0.0227 |
0.0172 |
-0.0055 |
-24.2% |
0.0583 |
| ATR |
0.0161 |
0.0161 |
0.0001 |
0.5% |
0.0000 |
| Volume |
0 |
364,459 |
364,459 |
|
1,933,726 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3966 |
1.3881 |
1.3548 |
|
| R3 |
1.3794 |
1.3709 |
1.3500 |
|
| R2 |
1.3622 |
1.3622 |
1.3485 |
|
| R1 |
1.3537 |
1.3537 |
1.3469 |
1.3580 |
| PP |
1.3450 |
1.3450 |
1.3450 |
1.3471 |
| S1 |
1.3365 |
1.3365 |
1.3437 |
1.3408 |
| S2 |
1.3278 |
1.3278 |
1.3421 |
|
| S3 |
1.3106 |
1.3193 |
1.3406 |
|
| S4 |
1.2934 |
1.3021 |
1.3358 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4974 |
1.4747 |
1.3674 |
|
| R3 |
1.4391 |
1.4164 |
1.3513 |
|
| R2 |
1.3808 |
1.3808 |
1.3460 |
|
| R1 |
1.3581 |
1.3581 |
1.3406 |
1.3695 |
| PP |
1.3225 |
1.3225 |
1.3225 |
1.3282 |
| S1 |
1.2998 |
1.2998 |
1.3300 |
1.3112 |
| S2 |
1.2642 |
1.2642 |
1.3246 |
|
| S3 |
1.2059 |
1.2415 |
1.3193 |
|
| S4 |
1.1476 |
1.1832 |
1.3032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3534 |
1.2957 |
0.0577 |
4.3% |
0.0204 |
1.5% |
86% |
True |
False |
336,238 |
| 10 |
1.3534 |
1.2870 |
0.0664 |
4.9% |
0.0170 |
1.3% |
88% |
True |
False |
346,917 |
| 20 |
1.3534 |
1.2870 |
0.0664 |
4.9% |
0.0150 |
1.1% |
88% |
True |
False |
263,332 |
| 40 |
1.3767 |
1.2870 |
0.0897 |
6.7% |
0.0162 |
1.2% |
65% |
False |
False |
192,836 |
| 60 |
1.4250 |
1.2870 |
0.1380 |
10.3% |
0.0163 |
1.2% |
42% |
False |
False |
128,887 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.3% |
0.0162 |
1.2% |
42% |
False |
False |
96,812 |
| 100 |
1.4250 |
1.2650 |
0.1600 |
11.9% |
0.0148 |
1.1% |
50% |
False |
False |
77,470 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
12.0% |
0.0126 |
0.9% |
50% |
False |
False |
64,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4265 |
|
2.618 |
1.3984 |
|
1.618 |
1.3812 |
|
1.000 |
1.3706 |
|
0.618 |
1.3640 |
|
HIGH |
1.3534 |
|
0.618 |
1.3468 |
|
0.500 |
1.3448 |
|
0.382 |
1.3428 |
|
LOW |
1.3362 |
|
0.618 |
1.3256 |
|
1.000 |
1.3190 |
|
1.618 |
1.3084 |
|
2.618 |
1.2912 |
|
4.250 |
1.2631 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3451 |
1.3430 |
| PP |
1.3450 |
1.3407 |
| S1 |
1.3448 |
1.3384 |
|