CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3692 |
1.3725 |
0.0033 |
0.2% |
1.3602 |
| High |
1.3753 |
1.3740 |
-0.0013 |
-0.1% |
1.3753 |
| Low |
1.3629 |
1.3576 |
-0.0053 |
-0.4% |
1.3533 |
| Close |
1.3722 |
1.3609 |
-0.0113 |
-0.8% |
1.3609 |
| Range |
0.0124 |
0.0164 |
0.0040 |
32.3% |
0.0220 |
| ATR |
0.0150 |
0.0151 |
0.0001 |
0.7% |
0.0000 |
| Volume |
381,325 |
366,683 |
-14,642 |
-3.8% |
1,730,046 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4134 |
1.4035 |
1.3699 |
|
| R3 |
1.3970 |
1.3871 |
1.3654 |
|
| R2 |
1.3806 |
1.3806 |
1.3639 |
|
| R1 |
1.3707 |
1.3707 |
1.3624 |
1.3675 |
| PP |
1.3642 |
1.3642 |
1.3642 |
1.3625 |
| S1 |
1.3543 |
1.3543 |
1.3594 |
1.3511 |
| S2 |
1.3478 |
1.3478 |
1.3579 |
|
| S3 |
1.3314 |
1.3379 |
1.3564 |
|
| S4 |
1.3150 |
1.3215 |
1.3519 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4292 |
1.4170 |
1.3730 |
|
| R3 |
1.4072 |
1.3950 |
1.3670 |
|
| R2 |
1.3852 |
1.3852 |
1.3649 |
|
| R1 |
1.3730 |
1.3730 |
1.3629 |
1.3791 |
| PP |
1.3632 |
1.3632 |
1.3632 |
1.3662 |
| S1 |
1.3510 |
1.3510 |
1.3589 |
1.3571 |
| S2 |
1.3412 |
1.3412 |
1.3569 |
|
| S3 |
1.3192 |
1.3290 |
1.3549 |
|
| S4 |
1.2972 |
1.3070 |
1.3488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3753 |
1.3533 |
0.0220 |
1.6% |
0.0129 |
1.0% |
35% |
False |
False |
346,009 |
| 10 |
1.3753 |
1.3234 |
0.0519 |
3.8% |
0.0150 |
1.1% |
72% |
False |
False |
314,750 |
| 20 |
1.3753 |
1.2870 |
0.0883 |
6.5% |
0.0154 |
1.1% |
84% |
False |
False |
326,297 |
| 40 |
1.3753 |
1.2870 |
0.0883 |
6.5% |
0.0151 |
1.1% |
84% |
False |
False |
252,958 |
| 60 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0162 |
1.2% |
54% |
False |
False |
169,346 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0161 |
1.2% |
54% |
False |
False |
127,138 |
| 100 |
1.4250 |
1.2650 |
0.1600 |
11.8% |
0.0154 |
1.1% |
60% |
False |
False |
101,779 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0133 |
1.0% |
60% |
False |
False |
84,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4437 |
|
2.618 |
1.4169 |
|
1.618 |
1.4005 |
|
1.000 |
1.3904 |
|
0.618 |
1.3841 |
|
HIGH |
1.3740 |
|
0.618 |
1.3677 |
|
0.500 |
1.3658 |
|
0.382 |
1.3639 |
|
LOW |
1.3576 |
|
0.618 |
1.3475 |
|
1.000 |
1.3412 |
|
1.618 |
1.3311 |
|
2.618 |
1.3147 |
|
4.250 |
1.2879 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3658 |
1.3665 |
| PP |
1.3642 |
1.3646 |
| S1 |
1.3625 |
1.3628 |
|