CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3125 |
1.2977 |
-0.0148 |
-1.1% |
1.3350 |
| High |
1.3125 |
1.3007 |
-0.0118 |
-0.9% |
1.3421 |
| Low |
1.2989 |
1.2899 |
-0.0090 |
-0.7% |
1.2899 |
| Close |
1.3001 |
1.2921 |
-0.0080 |
-0.6% |
1.2921 |
| Range |
0.0136 |
0.0108 |
-0.0028 |
-20.6% |
0.0522 |
| ATR |
0.0125 |
0.0124 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
262 |
412 |
150 |
57.3% |
1,564 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3266 |
1.3202 |
1.2980 |
|
| R3 |
1.3158 |
1.3094 |
1.2951 |
|
| R2 |
1.3050 |
1.3050 |
1.2941 |
|
| R1 |
1.2986 |
1.2986 |
1.2931 |
1.2964 |
| PP |
1.2942 |
1.2942 |
1.2942 |
1.2932 |
| S1 |
1.2878 |
1.2878 |
1.2911 |
1.2856 |
| S2 |
1.2834 |
1.2834 |
1.2901 |
|
| S3 |
1.2726 |
1.2770 |
1.2891 |
|
| S4 |
1.2618 |
1.2662 |
1.2862 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4646 |
1.4306 |
1.3208 |
|
| R3 |
1.4124 |
1.3784 |
1.3065 |
|
| R2 |
1.3602 |
1.3602 |
1.3017 |
|
| R1 |
1.3262 |
1.3262 |
1.2969 |
1.3171 |
| PP |
1.3080 |
1.3080 |
1.3080 |
1.3035 |
| S1 |
1.2740 |
1.2740 |
1.2873 |
1.2649 |
| S2 |
1.2558 |
1.2558 |
1.2825 |
|
| S3 |
1.2036 |
1.2218 |
1.2777 |
|
| S4 |
1.1514 |
1.1696 |
1.2634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3421 |
1.2899 |
0.0522 |
4.0% |
0.0134 |
1.0% |
4% |
False |
True |
312 |
| 10 |
1.3421 |
1.2899 |
0.0522 |
4.0% |
0.0123 |
0.9% |
4% |
False |
True |
242 |
| 20 |
1.3484 |
1.2899 |
0.0585 |
4.5% |
0.0124 |
1.0% |
4% |
False |
True |
202 |
| 40 |
1.3690 |
1.2899 |
0.0791 |
6.1% |
0.0090 |
0.7% |
3% |
False |
True |
108 |
| 60 |
1.4180 |
1.2899 |
0.1281 |
9.9% |
0.0064 |
0.5% |
2% |
False |
True |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3466 |
|
2.618 |
1.3290 |
|
1.618 |
1.3182 |
|
1.000 |
1.3115 |
|
0.618 |
1.3074 |
|
HIGH |
1.3007 |
|
0.618 |
1.2966 |
|
0.500 |
1.2953 |
|
0.382 |
1.2940 |
|
LOW |
1.2899 |
|
0.618 |
1.2832 |
|
1.000 |
1.2791 |
|
1.618 |
1.2724 |
|
2.618 |
1.2616 |
|
4.250 |
1.2440 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2953 |
1.3089 |
| PP |
1.2942 |
1.3033 |
| S1 |
1.2932 |
1.2977 |
|