CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3455 |
1.3456 |
0.0001 |
0.0% |
1.3369 |
| High |
1.3518 |
1.3622 |
0.0104 |
0.8% |
1.3622 |
| Low |
1.3390 |
1.3442 |
0.0052 |
0.4% |
1.3234 |
| Close |
1.3466 |
1.3591 |
0.0125 |
0.9% |
1.3591 |
| Range |
0.0128 |
0.0180 |
0.0052 |
40.6% |
0.0388 |
| ATR |
0.0159 |
0.0161 |
0.0001 |
0.9% |
0.0000 |
| Volume |
380,593 |
320,374 |
-60,219 |
-15.8% |
1,065,426 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4092 |
1.4021 |
1.3690 |
|
| R3 |
1.3912 |
1.3841 |
1.3641 |
|
| R2 |
1.3732 |
1.3732 |
1.3624 |
|
| R1 |
1.3661 |
1.3661 |
1.3608 |
1.3697 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3569 |
| S1 |
1.3481 |
1.3481 |
1.3575 |
1.3517 |
| S2 |
1.3372 |
1.3372 |
1.3558 |
|
| S3 |
1.3192 |
1.3301 |
1.3542 |
|
| S4 |
1.3012 |
1.3121 |
1.3492 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4646 |
1.4507 |
1.3804 |
|
| R3 |
1.4258 |
1.4119 |
1.3698 |
|
| R2 |
1.3870 |
1.3870 |
1.3662 |
|
| R1 |
1.3731 |
1.3731 |
1.3627 |
1.3801 |
| PP |
1.3482 |
1.3482 |
1.3482 |
1.3517 |
| S1 |
1.3343 |
1.3343 |
1.3555 |
1.3413 |
| S2 |
1.3094 |
1.3094 |
1.3520 |
|
| S3 |
1.2706 |
1.2955 |
1.3484 |
|
| S4 |
1.2318 |
1.2567 |
1.3378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3622 |
1.3234 |
0.0388 |
2.9% |
0.0170 |
1.3% |
92% |
True |
False |
283,491 |
| 10 |
1.3622 |
1.2870 |
0.0752 |
5.5% |
0.0163 |
1.2% |
96% |
True |
False |
342,904 |
| 20 |
1.3622 |
1.2870 |
0.0752 |
5.5% |
0.0154 |
1.1% |
96% |
True |
False |
276,414 |
| 40 |
1.3622 |
1.2870 |
0.0752 |
5.5% |
0.0158 |
1.2% |
96% |
True |
False |
210,294 |
| 60 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0163 |
1.2% |
52% |
False |
False |
140,560 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.2% |
0.0162 |
1.2% |
52% |
False |
False |
105,558 |
| 100 |
1.4250 |
1.2650 |
0.1600 |
11.8% |
0.0150 |
1.1% |
59% |
False |
False |
84,479 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0128 |
0.9% |
59% |
False |
False |
70,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4387 |
|
2.618 |
1.4093 |
|
1.618 |
1.3913 |
|
1.000 |
1.3802 |
|
0.618 |
1.3733 |
|
HIGH |
1.3622 |
|
0.618 |
1.3553 |
|
0.500 |
1.3532 |
|
0.382 |
1.3511 |
|
LOW |
1.3442 |
|
0.618 |
1.3331 |
|
1.000 |
1.3262 |
|
1.618 |
1.3151 |
|
2.618 |
1.2971 |
|
4.250 |
1.2677 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3571 |
1.3558 |
| PP |
1.3552 |
1.3525 |
| S1 |
1.3532 |
1.3492 |
|