CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3430 |
1.3444 |
0.0014 |
0.1% |
1.3319 |
| High |
1.3502 |
1.3604 |
0.0102 |
0.8% |
1.3604 |
| Low |
1.3370 |
1.3444 |
0.0074 |
0.6% |
1.3217 |
| Close |
1.3453 |
1.3575 |
0.0122 |
0.9% |
1.3575 |
| Range |
0.0132 |
0.0160 |
0.0028 |
21.2% |
0.0387 |
| ATR |
0.0140 |
0.0142 |
0.0001 |
1.0% |
0.0000 |
| Volume |
1,061 |
1,216 |
155 |
14.6% |
4,074 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4021 |
1.3958 |
1.3663 |
|
| R3 |
1.3861 |
1.3798 |
1.3619 |
|
| R2 |
1.3701 |
1.3701 |
1.3604 |
|
| R1 |
1.3638 |
1.3638 |
1.3590 |
1.3670 |
| PP |
1.3541 |
1.3541 |
1.3541 |
1.3557 |
| S1 |
1.3478 |
1.3478 |
1.3560 |
1.3510 |
| S2 |
1.3381 |
1.3381 |
1.3546 |
|
| S3 |
1.3221 |
1.3318 |
1.3531 |
|
| S4 |
1.3061 |
1.3158 |
1.3487 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4626 |
1.4488 |
1.3788 |
|
| R3 |
1.4239 |
1.4101 |
1.3681 |
|
| R2 |
1.3852 |
1.3852 |
1.3646 |
|
| R1 |
1.3714 |
1.3714 |
1.3610 |
1.3783 |
| PP |
1.3465 |
1.3465 |
1.3465 |
1.3500 |
| S1 |
1.3327 |
1.3327 |
1.3540 |
1.3396 |
| S2 |
1.3078 |
1.3078 |
1.3504 |
|
| S3 |
1.2691 |
1.2940 |
1.3469 |
|
| S4 |
1.2304 |
1.2553 |
1.3362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3604 |
1.3217 |
0.0387 |
2.9% |
0.0158 |
1.2% |
93% |
True |
False |
1,036 |
| 10 |
1.3604 |
1.2864 |
0.0740 |
5.5% |
0.0152 |
1.1% |
96% |
True |
False |
814 |
| 20 |
1.3604 |
1.2864 |
0.0740 |
5.5% |
0.0137 |
1.0% |
96% |
True |
False |
528 |
| 40 |
1.3604 |
1.2864 |
0.0740 |
5.5% |
0.0121 |
0.9% |
96% |
True |
False |
300 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
9.7% |
0.0087 |
0.6% |
54% |
False |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4284 |
|
2.618 |
1.4023 |
|
1.618 |
1.3863 |
|
1.000 |
1.3764 |
|
0.618 |
1.3703 |
|
HIGH |
1.3604 |
|
0.618 |
1.3543 |
|
0.500 |
1.3524 |
|
0.382 |
1.3505 |
|
LOW |
1.3444 |
|
0.618 |
1.3345 |
|
1.000 |
1.3284 |
|
1.618 |
1.3185 |
|
2.618 |
1.3025 |
|
4.250 |
1.2764 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3558 |
1.3546 |
| PP |
1.3541 |
1.3516 |
| S1 |
1.3524 |
1.3487 |
|