CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3350 |
1.3334 |
-0.0016 |
-0.1% |
1.3106 |
| High |
1.3381 |
1.3421 |
0.0040 |
0.3% |
1.3410 |
| Low |
1.3248 |
1.3282 |
0.0034 |
0.3% |
1.3081 |
| Close |
1.3356 |
1.3294 |
-0.0062 |
-0.5% |
1.3357 |
| Range |
0.0133 |
0.0139 |
0.0006 |
4.5% |
0.0329 |
| ATR |
0.0118 |
0.0119 |
0.0002 |
1.3% |
0.0000 |
| Volume |
335 |
134 |
-201 |
-60.0% |
864 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3749 |
1.3661 |
1.3370 |
|
| R3 |
1.3610 |
1.3522 |
1.3332 |
|
| R2 |
1.3471 |
1.3471 |
1.3319 |
|
| R1 |
1.3383 |
1.3383 |
1.3307 |
1.3358 |
| PP |
1.3332 |
1.3332 |
1.3332 |
1.3320 |
| S1 |
1.3244 |
1.3244 |
1.3281 |
1.3219 |
| S2 |
1.3193 |
1.3193 |
1.3269 |
|
| S3 |
1.3054 |
1.3105 |
1.3256 |
|
| S4 |
1.2915 |
1.2966 |
1.3218 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4270 |
1.4142 |
1.3538 |
|
| R3 |
1.3941 |
1.3813 |
1.3447 |
|
| R2 |
1.3612 |
1.3612 |
1.3417 |
|
| R1 |
1.3484 |
1.3484 |
1.3387 |
1.3548 |
| PP |
1.3283 |
1.3283 |
1.3283 |
1.3315 |
| S1 |
1.3155 |
1.3155 |
1.3327 |
1.3219 |
| S2 |
1.2954 |
1.2954 |
1.3297 |
|
| S3 |
1.2625 |
1.2826 |
1.3267 |
|
| S4 |
1.2296 |
1.2497 |
1.3176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3421 |
1.3081 |
0.0340 |
2.6% |
0.0123 |
0.9% |
63% |
True |
False |
181 |
| 10 |
1.3421 |
1.3045 |
0.0376 |
2.8% |
0.0113 |
0.8% |
66% |
True |
False |
213 |
| 20 |
1.3484 |
1.3045 |
0.0439 |
3.3% |
0.0116 |
0.9% |
57% |
False |
False |
150 |
| 40 |
1.3895 |
1.2960 |
0.0935 |
7.0% |
0.0082 |
0.6% |
36% |
False |
False |
81 |
| 60 |
1.4180 |
1.2960 |
0.1220 |
9.2% |
0.0057 |
0.4% |
27% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4012 |
|
2.618 |
1.3785 |
|
1.618 |
1.3646 |
|
1.000 |
1.3560 |
|
0.618 |
1.3507 |
|
HIGH |
1.3421 |
|
0.618 |
1.3368 |
|
0.500 |
1.3352 |
|
0.382 |
1.3335 |
|
LOW |
1.3282 |
|
0.618 |
1.3196 |
|
1.000 |
1.3143 |
|
1.618 |
1.3057 |
|
2.618 |
1.2918 |
|
4.250 |
1.2691 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3352 |
1.3335 |
| PP |
1.3332 |
1.3321 |
| S1 |
1.3313 |
1.3308 |
|