CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3335 |
1.3319 |
-0.0016 |
-0.1% |
1.2895 |
| High |
1.3429 |
1.3445 |
0.0016 |
0.1% |
1.3429 |
| Low |
1.3299 |
1.3217 |
-0.0082 |
-0.6% |
1.2864 |
| Close |
1.3340 |
1.3367 |
0.0027 |
0.2% |
1.3340 |
| Range |
0.0130 |
0.0228 |
0.0098 |
75.4% |
0.0565 |
| ATR |
0.0133 |
0.0140 |
0.0007 |
5.1% |
0.0000 |
| Volume |
1,107 |
439 |
-668 |
-60.3% |
3,659 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4027 |
1.3925 |
1.3492 |
|
| R3 |
1.3799 |
1.3697 |
1.3430 |
|
| R2 |
1.3571 |
1.3571 |
1.3409 |
|
| R1 |
1.3469 |
1.3469 |
1.3388 |
1.3520 |
| PP |
1.3343 |
1.3343 |
1.3343 |
1.3369 |
| S1 |
1.3241 |
1.3241 |
1.3346 |
1.3292 |
| S2 |
1.3115 |
1.3115 |
1.3325 |
|
| S3 |
1.2887 |
1.3013 |
1.3304 |
|
| S4 |
1.2659 |
1.2785 |
1.3242 |
|
|
| 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 |
1.3445 |
1.2900 |
0.0545 |
4.1% |
0.0179 |
1.3% |
86% |
True |
False |
714 |
| 10 |
1.3445 |
1.2864 |
0.0581 |
4.3% |
0.0152 |
1.1% |
87% |
True |
False |
532 |
| 20 |
1.3445 |
1.2864 |
0.0581 |
4.3% |
0.0129 |
1.0% |
87% |
True |
False |
371 |
| 40 |
1.3640 |
1.2864 |
0.0776 |
5.8% |
0.0112 |
0.8% |
65% |
False |
False |
209 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
9.8% |
0.0080 |
0.6% |
38% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4414 |
|
2.618 |
1.4042 |
|
1.618 |
1.3814 |
|
1.000 |
1.3673 |
|
0.618 |
1.3586 |
|
HIGH |
1.3445 |
|
0.618 |
1.3358 |
|
0.500 |
1.3331 |
|
0.382 |
1.3304 |
|
LOW |
1.3217 |
|
0.618 |
1.3076 |
|
1.000 |
1.2989 |
|
1.618 |
1.2848 |
|
2.618 |
1.2620 |
|
4.250 |
1.2248 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3355 |
1.3333 |
| PP |
1.3343 |
1.3298 |
| S1 |
1.3331 |
1.3264 |
|