CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3456 |
1.3602 |
0.0146 |
1.1% |
1.3369 |
| High |
1.3622 |
1.3680 |
0.0058 |
0.4% |
1.3622 |
| Low |
1.3442 |
1.3533 |
0.0091 |
0.7% |
1.3234 |
| Close |
1.3591 |
1.3629 |
0.0038 |
0.3% |
1.3591 |
| Range |
0.0180 |
0.0147 |
-0.0033 |
-18.3% |
0.0388 |
| ATR |
0.0161 |
0.0160 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
320,374 |
293,653 |
-26,721 |
-8.3% |
1,065,426 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4055 |
1.3989 |
1.3710 |
|
| R3 |
1.3908 |
1.3842 |
1.3669 |
|
| R2 |
1.3761 |
1.3761 |
1.3656 |
|
| R1 |
1.3695 |
1.3695 |
1.3642 |
1.3728 |
| PP |
1.3614 |
1.3614 |
1.3614 |
1.3631 |
| S1 |
1.3548 |
1.3548 |
1.3616 |
1.3581 |
| S2 |
1.3467 |
1.3467 |
1.3602 |
|
| S3 |
1.3320 |
1.3401 |
1.3589 |
|
| S4 |
1.3173 |
1.3254 |
1.3548 |
|
|
| 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 |
1.3680 |
1.3234 |
0.0446 |
3.3% |
0.0171 |
1.3% |
89% |
True |
False |
271,815 |
| 10 |
1.3680 |
1.2870 |
0.0810 |
5.9% |
0.0166 |
1.2% |
94% |
True |
False |
329,280 |
| 20 |
1.3680 |
1.2870 |
0.0810 |
5.9% |
0.0156 |
1.1% |
94% |
True |
False |
281,113 |
| 40 |
1.3680 |
1.2870 |
0.0810 |
5.9% |
0.0158 |
1.2% |
94% |
True |
False |
217,563 |
| 60 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0164 |
1.2% |
55% |
False |
False |
145,442 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0163 |
1.2% |
55% |
False |
False |
109,223 |
| 100 |
1.4250 |
1.2650 |
0.1600 |
11.7% |
0.0152 |
1.1% |
61% |
False |
False |
87,416 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0129 |
0.9% |
61% |
False |
False |
72,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4305 |
|
2.618 |
1.4065 |
|
1.618 |
1.3918 |
|
1.000 |
1.3827 |
|
0.618 |
1.3771 |
|
HIGH |
1.3680 |
|
0.618 |
1.3624 |
|
0.500 |
1.3607 |
|
0.382 |
1.3589 |
|
LOW |
1.3533 |
|
0.618 |
1.3442 |
|
1.000 |
1.3386 |
|
1.618 |
1.3295 |
|
2.618 |
1.3148 |
|
4.250 |
1.2908 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3622 |
1.3598 |
| PP |
1.3614 |
1.3566 |
| S1 |
1.3607 |
1.3535 |
|