CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2895 |
1.2944 |
0.0049 |
0.4% |
1.3350 |
| High |
1.2953 |
1.2981 |
0.0028 |
0.2% |
1.3421 |
| Low |
1.2864 |
1.2900 |
0.0036 |
0.3% |
1.2899 |
| Close |
1.2942 |
1.2958 |
0.0016 |
0.1% |
1.2921 |
| Range |
0.0089 |
0.0081 |
-0.0008 |
-9.0% |
0.0522 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
526 |
375 |
-151 |
-28.7% |
1,564 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3189 |
1.3155 |
1.3003 |
|
| R3 |
1.3108 |
1.3074 |
1.2980 |
|
| R2 |
1.3027 |
1.3027 |
1.2973 |
|
| R1 |
1.2993 |
1.2993 |
1.2965 |
1.3010 |
| PP |
1.2946 |
1.2946 |
1.2946 |
1.2955 |
| S1 |
1.2912 |
1.2912 |
1.2951 |
1.2929 |
| S2 |
1.2865 |
1.2865 |
1.2943 |
|
| S3 |
1.2784 |
1.2831 |
1.2936 |
|
| S4 |
1.2703 |
1.2750 |
1.2913 |
|
|
| 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 |
1.3278 |
1.2864 |
0.0414 |
3.2% |
0.0114 |
0.9% |
23% |
False |
False |
399 |
| 10 |
1.3421 |
1.2864 |
0.0557 |
4.3% |
0.0118 |
0.9% |
17% |
False |
False |
290 |
| 20 |
1.3484 |
1.2864 |
0.0620 |
4.8% |
0.0117 |
0.9% |
15% |
False |
False |
242 |
| 40 |
1.3640 |
1.2864 |
0.0776 |
6.0% |
0.0094 |
0.7% |
12% |
False |
False |
130 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
10.2% |
0.0066 |
0.5% |
7% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3325 |
|
2.618 |
1.3193 |
|
1.618 |
1.3112 |
|
1.000 |
1.3062 |
|
0.618 |
1.3031 |
|
HIGH |
1.2981 |
|
0.618 |
1.2950 |
|
0.500 |
1.2941 |
|
0.382 |
1.2931 |
|
LOW |
1.2900 |
|
0.618 |
1.2850 |
|
1.000 |
1.2819 |
|
1.618 |
1.2769 |
|
2.618 |
1.2688 |
|
4.250 |
1.2556 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2952 |
1.2951 |
| PP |
1.2946 |
1.2943 |
| S1 |
1.2941 |
1.2936 |
|