CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3703 |
1.3555 |
-0.0148 |
-1.1% |
1.3593 |
| High |
1.3720 |
1.3714 |
-0.0006 |
0.0% |
1.3735 |
| Low |
1.3526 |
1.3552 |
0.0026 |
0.2% |
1.3526 |
| Close |
1.3592 |
1.3671 |
0.0079 |
0.6% |
1.3592 |
| Range |
0.0194 |
0.0162 |
-0.0032 |
-16.5% |
0.0209 |
| ATR |
0.0138 |
0.0140 |
0.0002 |
1.2% |
0.0000 |
| Volume |
1,351 |
839 |
-512 |
-37.9% |
3,651 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4132 |
1.4063 |
1.3760 |
|
| R3 |
1.3970 |
1.3901 |
1.3716 |
|
| R2 |
1.3808 |
1.3808 |
1.3701 |
|
| R1 |
1.3739 |
1.3739 |
1.3686 |
1.3774 |
| PP |
1.3646 |
1.3646 |
1.3646 |
1.3663 |
| S1 |
1.3577 |
1.3577 |
1.3656 |
1.3612 |
| S2 |
1.3484 |
1.3484 |
1.3641 |
|
| S3 |
1.3322 |
1.3415 |
1.3626 |
|
| S4 |
1.3160 |
1.3253 |
1.3582 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4245 |
1.4127 |
1.3707 |
|
| R3 |
1.4036 |
1.3918 |
1.3649 |
|
| R2 |
1.3827 |
1.3827 |
1.3630 |
|
| R1 |
1.3709 |
1.3709 |
1.3611 |
1.3664 |
| PP |
1.3618 |
1.3618 |
1.3618 |
1.3595 |
| S1 |
1.3500 |
1.3500 |
1.3573 |
1.3455 |
| S2 |
1.3409 |
1.3409 |
1.3554 |
|
| S3 |
1.3200 |
1.3291 |
1.3535 |
|
| S4 |
1.2991 |
1.3082 |
1.3477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3735 |
1.3526 |
0.0209 |
1.5% |
0.0134 |
1.0% |
69% |
False |
False |
697 |
| 10 |
1.3735 |
1.3217 |
0.0518 |
3.8% |
0.0146 |
1.1% |
88% |
False |
False |
856 |
| 20 |
1.3735 |
1.2864 |
0.0871 |
6.4% |
0.0145 |
1.1% |
93% |
False |
False |
689 |
| 40 |
1.3735 |
1.2864 |
0.0871 |
6.4% |
0.0128 |
0.9% |
93% |
False |
False |
408 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0100 |
0.7% |
61% |
False |
False |
276 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0076 |
0.6% |
61% |
False |
False |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4403 |
|
2.618 |
1.4138 |
|
1.618 |
1.3976 |
|
1.000 |
1.3876 |
|
0.618 |
1.3814 |
|
HIGH |
1.3714 |
|
0.618 |
1.3652 |
|
0.500 |
1.3633 |
|
0.382 |
1.3614 |
|
LOW |
1.3552 |
|
0.618 |
1.3452 |
|
1.000 |
1.3390 |
|
1.618 |
1.3290 |
|
2.618 |
1.3128 |
|
4.250 |
1.2864 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3658 |
1.3658 |
| PP |
1.3646 |
1.3644 |
| S1 |
1.3633 |
1.3631 |
|