CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3615 |
1.3644 |
0.0029 |
0.2% |
1.3319 |
| High |
1.3675 |
1.3695 |
0.0020 |
0.1% |
1.3604 |
| Low |
1.3554 |
1.3615 |
0.0061 |
0.5% |
1.3217 |
| Close |
1.3647 |
1.3660 |
0.0013 |
0.1% |
1.3575 |
| Range |
0.0121 |
0.0080 |
-0.0041 |
-33.9% |
0.0387 |
| ATR |
0.0139 |
0.0135 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
525 |
397 |
-128 |
-24.4% |
4,074 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3897 |
1.3858 |
1.3704 |
|
| R3 |
1.3817 |
1.3778 |
1.3682 |
|
| R2 |
1.3737 |
1.3737 |
1.3675 |
|
| R1 |
1.3698 |
1.3698 |
1.3667 |
1.3718 |
| PP |
1.3657 |
1.3657 |
1.3657 |
1.3666 |
| S1 |
1.3618 |
1.3618 |
1.3653 |
1.3638 |
| S2 |
1.3577 |
1.3577 |
1.3645 |
|
| S3 |
1.3497 |
1.3538 |
1.3638 |
|
| S4 |
1.3417 |
1.3458 |
1.3616 |
|
|
| 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 |
1.3695 |
1.3370 |
0.0325 |
2.4% |
0.0125 |
0.9% |
89% |
True |
False |
840 |
| 10 |
1.3695 |
1.2952 |
0.0743 |
5.4% |
0.0158 |
1.2% |
95% |
True |
False |
875 |
| 20 |
1.3695 |
1.2864 |
0.0831 |
6.1% |
0.0138 |
1.0% |
96% |
True |
False |
582 |
| 40 |
1.3695 |
1.2864 |
0.0831 |
6.1% |
0.0123 |
0.9% |
96% |
True |
False |
346 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0093 |
0.7% |
60% |
False |
False |
234 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0071 |
0.5% |
60% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4035 |
|
2.618 |
1.3904 |
|
1.618 |
1.3824 |
|
1.000 |
1.3775 |
|
0.618 |
1.3744 |
|
HIGH |
1.3695 |
|
0.618 |
1.3664 |
|
0.500 |
1.3655 |
|
0.382 |
1.3646 |
|
LOW |
1.3615 |
|
0.618 |
1.3566 |
|
1.000 |
1.3535 |
|
1.618 |
1.3486 |
|
2.618 |
1.3406 |
|
4.250 |
1.3275 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3658 |
1.3644 |
| PP |
1.3657 |
1.3628 |
| S1 |
1.3655 |
1.3612 |
|