CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3319 |
1.3377 |
0.0058 |
0.4% |
1.2895 |
| High |
1.3445 |
1.3515 |
0.0070 |
0.5% |
1.3429 |
| Low |
1.3217 |
1.3377 |
0.0160 |
1.2% |
1.2864 |
| Close |
1.3367 |
1.3440 |
0.0073 |
0.5% |
1.3340 |
| Range |
0.0228 |
0.0138 |
-0.0090 |
-39.5% |
0.0565 |
| ATR |
0.0140 |
0.0141 |
0.0001 |
0.4% |
0.0000 |
| Volume |
439 |
1,358 |
919 |
209.3% |
3,659 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3858 |
1.3787 |
1.3516 |
|
| R3 |
1.3720 |
1.3649 |
1.3478 |
|
| R2 |
1.3582 |
1.3582 |
1.3465 |
|
| R1 |
1.3511 |
1.3511 |
1.3453 |
1.3547 |
| PP |
1.3444 |
1.3444 |
1.3444 |
1.3462 |
| S1 |
1.3373 |
1.3373 |
1.3427 |
1.3409 |
| S2 |
1.3306 |
1.3306 |
1.3415 |
|
| S3 |
1.3168 |
1.3235 |
1.3402 |
|
| S4 |
1.3030 |
1.3097 |
1.3364 |
|
|
| 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 |
1.3515 |
1.2952 |
0.0563 |
4.2% |
0.0190 |
1.4% |
87% |
True |
False |
911 |
| 10 |
1.3515 |
1.2864 |
0.0651 |
4.8% |
0.0152 |
1.1% |
88% |
True |
False |
655 |
| 20 |
1.3515 |
1.2864 |
0.0651 |
4.8% |
0.0133 |
1.0% |
88% |
True |
False |
434 |
| 40 |
1.3600 |
1.2864 |
0.0736 |
5.5% |
0.0115 |
0.9% |
78% |
False |
False |
243 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
9.8% |
0.0082 |
0.6% |
44% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4102 |
|
2.618 |
1.3876 |
|
1.618 |
1.3738 |
|
1.000 |
1.3653 |
|
0.618 |
1.3600 |
|
HIGH |
1.3515 |
|
0.618 |
1.3462 |
|
0.500 |
1.3446 |
|
0.382 |
1.3430 |
|
LOW |
1.3377 |
|
0.618 |
1.3292 |
|
1.000 |
1.3239 |
|
1.618 |
1.3154 |
|
2.618 |
1.3016 |
|
4.250 |
1.2791 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3446 |
1.3415 |
| PP |
1.3444 |
1.3391 |
| S1 |
1.3442 |
1.3366 |
|