CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3632 |
1.3672 |
0.0040 |
0.3% |
1.3369 |
| High |
1.3696 |
1.3714 |
0.0018 |
0.1% |
1.3622 |
| Low |
1.3566 |
1.3632 |
0.0066 |
0.5% |
1.3234 |
| Close |
1.3663 |
1.3675 |
0.0012 |
0.1% |
1.3591 |
| Range |
0.0130 |
0.0082 |
-0.0048 |
-36.9% |
0.0388 |
| ATR |
0.0157 |
0.0152 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
392,849 |
295,536 |
-97,313 |
-24.8% |
1,065,426 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3920 |
1.3879 |
1.3720 |
|
| R3 |
1.3838 |
1.3797 |
1.3698 |
|
| R2 |
1.3756 |
1.3756 |
1.3690 |
|
| R1 |
1.3715 |
1.3715 |
1.3683 |
1.3736 |
| PP |
1.3674 |
1.3674 |
1.3674 |
1.3684 |
| S1 |
1.3633 |
1.3633 |
1.3667 |
1.3654 |
| S2 |
1.3592 |
1.3592 |
1.3660 |
|
| S3 |
1.3510 |
1.3551 |
1.3652 |
|
| S4 |
1.3428 |
1.3469 |
1.3630 |
|
|
| 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 |
1.3714 |
1.3390 |
0.0324 |
2.4% |
0.0133 |
1.0% |
88% |
True |
False |
336,601 |
| 10 |
1.3714 |
1.2957 |
0.0757 |
5.5% |
0.0169 |
1.2% |
95% |
True |
False |
336,419 |
| 20 |
1.3714 |
1.2870 |
0.0844 |
6.2% |
0.0153 |
1.1% |
95% |
True |
False |
305,421 |
| 40 |
1.3714 |
1.2870 |
0.0844 |
6.2% |
0.0153 |
1.1% |
95% |
True |
False |
234,589 |
| 60 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0162 |
1.2% |
58% |
False |
False |
156,899 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0162 |
1.2% |
58% |
False |
False |
117,812 |
| 100 |
1.4250 |
1.2650 |
0.1600 |
11.7% |
0.0154 |
1.1% |
64% |
False |
False |
94,299 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0131 |
1.0% |
64% |
False |
False |
78,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4063 |
|
2.618 |
1.3929 |
|
1.618 |
1.3847 |
|
1.000 |
1.3796 |
|
0.618 |
1.3765 |
|
HIGH |
1.3714 |
|
0.618 |
1.3683 |
|
0.500 |
1.3673 |
|
0.382 |
1.3663 |
|
LOW |
1.3632 |
|
0.618 |
1.3581 |
|
1.000 |
1.3550 |
|
1.618 |
1.3499 |
|
2.618 |
1.3417 |
|
4.250 |
1.3284 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3674 |
1.3658 |
| PP |
1.3674 |
1.3641 |
| S1 |
1.3673 |
1.3624 |
|