CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3593 |
1.3615 |
0.0022 |
0.2% |
1.3319 |
| High |
1.3661 |
1.3675 |
0.0014 |
0.1% |
1.3604 |
| Low |
1.3528 |
1.3554 |
0.0026 |
0.2% |
1.3217 |
| Close |
1.3614 |
1.3647 |
0.0033 |
0.2% |
1.3575 |
| Range |
0.0133 |
0.0121 |
-0.0012 |
-9.0% |
0.0387 |
| ATR |
0.0141 |
0.0139 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,001 |
525 |
-476 |
-47.6% |
4,074 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3988 |
1.3939 |
1.3714 |
|
| R3 |
1.3867 |
1.3818 |
1.3680 |
|
| R2 |
1.3746 |
1.3746 |
1.3669 |
|
| R1 |
1.3697 |
1.3697 |
1.3658 |
1.3722 |
| PP |
1.3625 |
1.3625 |
1.3625 |
1.3638 |
| S1 |
1.3576 |
1.3576 |
1.3636 |
1.3601 |
| S2 |
1.3504 |
1.3504 |
1.3625 |
|
| S3 |
1.3383 |
1.3455 |
1.3614 |
|
| S4 |
1.3262 |
1.3334 |
1.3580 |
|
|
| 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 |
1.3675 |
1.3370 |
0.0305 |
2.2% |
0.0137 |
1.0% |
91% |
True |
False |
1,032 |
| 10 |
1.3675 |
1.2900 |
0.0775 |
5.7% |
0.0158 |
1.2% |
96% |
True |
False |
873 |
| 20 |
1.3675 |
1.2864 |
0.0811 |
5.9% |
0.0142 |
1.0% |
97% |
True |
False |
565 |
| 40 |
1.3675 |
1.2864 |
0.0811 |
5.9% |
0.0126 |
0.9% |
97% |
True |
False |
337 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0091 |
0.7% |
59% |
False |
False |
227 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0070 |
0.5% |
59% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4189 |
|
2.618 |
1.3992 |
|
1.618 |
1.3871 |
|
1.000 |
1.3796 |
|
0.618 |
1.3750 |
|
HIGH |
1.3675 |
|
0.618 |
1.3629 |
|
0.500 |
1.3615 |
|
0.382 |
1.3600 |
|
LOW |
1.3554 |
|
0.618 |
1.3479 |
|
1.000 |
1.3433 |
|
1.618 |
1.3358 |
|
2.618 |
1.3237 |
|
4.250 |
1.3040 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3636 |
1.3618 |
| PP |
1.3625 |
1.3589 |
| S1 |
1.3615 |
1.3560 |
|