CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3444 |
1.3593 |
0.0149 |
1.1% |
1.3319 |
| High |
1.3604 |
1.3661 |
0.0057 |
0.4% |
1.3604 |
| Low |
1.3444 |
1.3528 |
0.0084 |
0.6% |
1.3217 |
| Close |
1.3575 |
1.3614 |
0.0039 |
0.3% |
1.3575 |
| Range |
0.0160 |
0.0133 |
-0.0027 |
-16.9% |
0.0387 |
| ATR |
0.0142 |
0.0141 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
1,216 |
1,001 |
-215 |
-17.7% |
4,074 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4000 |
1.3940 |
1.3687 |
|
| R3 |
1.3867 |
1.3807 |
1.3651 |
|
| R2 |
1.3734 |
1.3734 |
1.3638 |
|
| R1 |
1.3674 |
1.3674 |
1.3626 |
1.3704 |
| PP |
1.3601 |
1.3601 |
1.3601 |
1.3616 |
| S1 |
1.3541 |
1.3541 |
1.3602 |
1.3571 |
| S2 |
1.3468 |
1.3468 |
1.3590 |
|
| S3 |
1.3335 |
1.3408 |
1.3577 |
|
| S4 |
1.3202 |
1.3275 |
1.3541 |
|
|
| 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 |
1.3661 |
1.3217 |
0.0444 |
3.3% |
0.0158 |
1.2% |
89% |
True |
False |
1,015 |
| 10 |
1.3661 |
1.2864 |
0.0797 |
5.9% |
0.0155 |
1.1% |
94% |
True |
False |
873 |
| 20 |
1.3661 |
1.2864 |
0.0797 |
5.9% |
0.0139 |
1.0% |
94% |
True |
False |
558 |
| 40 |
1.3661 |
1.2864 |
0.0797 |
5.9% |
0.0123 |
0.9% |
94% |
True |
False |
324 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
9.7% |
0.0089 |
0.7% |
57% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4226 |
|
2.618 |
1.4009 |
|
1.618 |
1.3876 |
|
1.000 |
1.3794 |
|
0.618 |
1.3743 |
|
HIGH |
1.3661 |
|
0.618 |
1.3610 |
|
0.500 |
1.3595 |
|
0.382 |
1.3579 |
|
LOW |
1.3528 |
|
0.618 |
1.3446 |
|
1.000 |
1.3395 |
|
1.618 |
1.3313 |
|
2.618 |
1.3180 |
|
4.250 |
1.2963 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3608 |
1.3581 |
| PP |
1.3601 |
1.3548 |
| S1 |
1.3595 |
1.3516 |
|