CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3725 |
1.3575 |
-0.0150 |
-1.1% |
1.3602 |
| High |
1.3740 |
1.3734 |
-0.0006 |
0.0% |
1.3753 |
| Low |
1.3576 |
1.3564 |
-0.0012 |
-0.1% |
1.3533 |
| Close |
1.3609 |
1.3688 |
0.0079 |
0.6% |
1.3609 |
| Range |
0.0164 |
0.0170 |
0.0006 |
3.7% |
0.0220 |
| ATR |
0.0151 |
0.0152 |
0.0001 |
0.9% |
0.0000 |
| Volume |
366,683 |
331,785 |
-34,898 |
-9.5% |
1,730,046 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4172 |
1.4100 |
1.3782 |
|
| R3 |
1.4002 |
1.3930 |
1.3735 |
|
| R2 |
1.3832 |
1.3832 |
1.3719 |
|
| R1 |
1.3760 |
1.3760 |
1.3704 |
1.3796 |
| PP |
1.3662 |
1.3662 |
1.3662 |
1.3680 |
| S1 |
1.3590 |
1.3590 |
1.3672 |
1.3626 |
| S2 |
1.3492 |
1.3492 |
1.3657 |
|
| S3 |
1.3322 |
1.3420 |
1.3641 |
|
| S4 |
1.3152 |
1.3250 |
1.3595 |
|
|
| 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 |
1.3564 |
0.0189 |
1.4% |
0.0134 |
1.0% |
66% |
False |
True |
353,635 |
| 10 |
1.3753 |
1.3234 |
0.0519 |
3.8% |
0.0152 |
1.1% |
87% |
False |
False |
312,725 |
| 20 |
1.3753 |
1.2870 |
0.0883 |
6.5% |
0.0156 |
1.1% |
93% |
False |
False |
338,468 |
| 40 |
1.3753 |
1.2870 |
0.0883 |
6.5% |
0.0151 |
1.1% |
93% |
False |
False |
260,909 |
| 60 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0161 |
1.2% |
59% |
False |
False |
174,871 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0162 |
1.2% |
59% |
False |
False |
131,276 |
| 100 |
1.4250 |
1.2650 |
0.1600 |
11.7% |
0.0155 |
1.1% |
65% |
False |
False |
105,095 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.7% |
0.0134 |
1.0% |
65% |
False |
False |
87,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4457 |
|
2.618 |
1.4179 |
|
1.618 |
1.4009 |
|
1.000 |
1.3904 |
|
0.618 |
1.3839 |
|
HIGH |
1.3734 |
|
0.618 |
1.3669 |
|
0.500 |
1.3649 |
|
0.382 |
1.3629 |
|
LOW |
1.3564 |
|
0.618 |
1.3459 |
|
1.000 |
1.3394 |
|
1.618 |
1.3289 |
|
2.618 |
1.3119 |
|
4.250 |
1.2842 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3675 |
1.3678 |
| PP |
1.3662 |
1.3668 |
| S1 |
1.3649 |
1.3659 |
|