CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3105 |
1.3335 |
0.0230 |
1.8% |
1.2895 |
| High |
1.3361 |
1.3429 |
0.0068 |
0.5% |
1.3429 |
| Low |
1.3083 |
1.3299 |
0.0216 |
1.7% |
1.2864 |
| Close |
1.3331 |
1.3340 |
0.0009 |
0.1% |
1.3340 |
| Range |
0.0278 |
0.0130 |
-0.0148 |
-53.2% |
0.0565 |
| ATR |
0.0134 |
0.0133 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,193 |
1,107 |
-86 |
-7.2% |
3,659 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3746 |
1.3673 |
1.3412 |
|
| R3 |
1.3616 |
1.3543 |
1.3376 |
|
| R2 |
1.3486 |
1.3486 |
1.3364 |
|
| R1 |
1.3413 |
1.3413 |
1.3352 |
1.3450 |
| PP |
1.3356 |
1.3356 |
1.3356 |
1.3374 |
| S1 |
1.3283 |
1.3283 |
1.3328 |
1.3320 |
| S2 |
1.3226 |
1.3226 |
1.3316 |
|
| S3 |
1.3096 |
1.3153 |
1.3304 |
|
| S4 |
1.2966 |
1.3023 |
1.3269 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4906 |
1.4688 |
1.3651 |
|
| R3 |
1.4341 |
1.4123 |
1.3495 |
|
| R2 |
1.3776 |
1.3776 |
1.3444 |
|
| R1 |
1.3558 |
1.3558 |
1.3392 |
1.3667 |
| PP |
1.3211 |
1.3211 |
1.3211 |
1.3266 |
| S1 |
1.2993 |
1.2993 |
1.3288 |
1.3102 |
| S2 |
1.2646 |
1.2646 |
1.3236 |
|
| S3 |
1.2081 |
1.2428 |
1.3185 |
|
| S4 |
1.1516 |
1.1863 |
1.3029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3429 |
1.2864 |
0.0565 |
4.2% |
0.0151 |
1.1% |
84% |
True |
False |
731 |
| 10 |
1.3429 |
1.2864 |
0.0565 |
4.2% |
0.0143 |
1.1% |
84% |
True |
False |
522 |
| 20 |
1.3429 |
1.2864 |
0.0565 |
4.2% |
0.0128 |
1.0% |
84% |
True |
False |
356 |
| 40 |
1.3640 |
1.2864 |
0.0776 |
5.8% |
0.0107 |
0.8% |
61% |
False |
False |
198 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
9.9% |
0.0076 |
0.6% |
36% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3982 |
|
2.618 |
1.3769 |
|
1.618 |
1.3639 |
|
1.000 |
1.3559 |
|
0.618 |
1.3509 |
|
HIGH |
1.3429 |
|
0.618 |
1.3379 |
|
0.500 |
1.3364 |
|
0.382 |
1.3349 |
|
LOW |
1.3299 |
|
0.618 |
1.3219 |
|
1.000 |
1.3169 |
|
1.618 |
1.3089 |
|
2.618 |
1.2959 |
|
4.250 |
1.2747 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3364 |
1.3290 |
| PP |
1.3356 |
1.3240 |
| S1 |
1.3348 |
1.3191 |
|