CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3377 |
1.3430 |
0.0053 |
0.4% |
1.2895 |
| High |
1.3515 |
1.3502 |
-0.0013 |
-0.1% |
1.3429 |
| Low |
1.3377 |
1.3370 |
-0.0007 |
-0.1% |
1.2864 |
| Close |
1.3440 |
1.3453 |
0.0013 |
0.1% |
1.3340 |
| Range |
0.0138 |
0.0132 |
-0.0006 |
-4.3% |
0.0565 |
| ATR |
0.0141 |
0.0140 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
1,358 |
1,061 |
-297 |
-21.9% |
3,659 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3838 |
1.3777 |
1.3526 |
|
| R3 |
1.3706 |
1.3645 |
1.3489 |
|
| R2 |
1.3574 |
1.3574 |
1.3477 |
|
| R1 |
1.3513 |
1.3513 |
1.3465 |
1.3544 |
| PP |
1.3442 |
1.3442 |
1.3442 |
1.3457 |
| S1 |
1.3381 |
1.3381 |
1.3441 |
1.3412 |
| S2 |
1.3310 |
1.3310 |
1.3429 |
|
| S3 |
1.3178 |
1.3249 |
1.3417 |
|
| S4 |
1.3046 |
1.3117 |
1.3380 |
|
|
| 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 |
1.3083 |
0.0432 |
3.2% |
0.0181 |
1.3% |
86% |
False |
False |
1,031 |
| 10 |
1.3515 |
1.2864 |
0.0651 |
4.8% |
0.0150 |
1.1% |
90% |
False |
False |
719 |
| 20 |
1.3515 |
1.2864 |
0.0651 |
4.8% |
0.0133 |
1.0% |
90% |
False |
False |
481 |
| 40 |
1.3515 |
1.2864 |
0.0651 |
4.8% |
0.0118 |
0.9% |
90% |
False |
False |
269 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
9.8% |
0.0084 |
0.6% |
45% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4063 |
|
2.618 |
1.3848 |
|
1.618 |
1.3716 |
|
1.000 |
1.3634 |
|
0.618 |
1.3584 |
|
HIGH |
1.3502 |
|
0.618 |
1.3452 |
|
0.500 |
1.3436 |
|
0.382 |
1.3420 |
|
LOW |
1.3370 |
|
0.618 |
1.3288 |
|
1.000 |
1.3238 |
|
1.618 |
1.3156 |
|
2.618 |
1.3024 |
|
4.250 |
1.2809 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3447 |
1.3424 |
| PP |
1.3442 |
1.3395 |
| S1 |
1.3436 |
1.3366 |
|