CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2950 |
1.2890 |
-0.0060 |
-0.5% |
1.3240 |
| High |
1.2988 |
1.2890 |
-0.0098 |
-0.8% |
1.3347 |
| Low |
1.2950 |
1.2838 |
-0.0112 |
-0.9% |
1.2950 |
| Close |
1.2913 |
1.2934 |
0.0021 |
0.2% |
1.2913 |
| Range |
0.0038 |
0.0052 |
0.0014 |
36.8% |
0.0397 |
| ATR |
0.0066 |
0.0066 |
0.0001 |
1.0% |
0.0000 |
| Volume |
5 |
4 |
-1 |
-20.0% |
11 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3043 |
1.3041 |
1.2963 |
|
| R3 |
1.2991 |
1.2989 |
1.2948 |
|
| R2 |
1.2939 |
1.2939 |
1.2944 |
|
| R1 |
1.2937 |
1.2937 |
1.2939 |
1.2938 |
| PP |
1.2887 |
1.2887 |
1.2887 |
1.2888 |
| S1 |
1.2885 |
1.2885 |
1.2929 |
1.2886 |
| S2 |
1.2835 |
1.2835 |
1.2924 |
|
| S3 |
1.2783 |
1.2833 |
1.2920 |
|
| S4 |
1.2731 |
1.2781 |
1.2905 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4261 |
1.3984 |
1.3131 |
|
| R3 |
1.3864 |
1.3587 |
1.3022 |
|
| R2 |
1.3467 |
1.3467 |
1.2986 |
|
| R1 |
1.3190 |
1.3190 |
1.2949 |
1.3130 |
| PP |
1.3070 |
1.3070 |
1.3070 |
1.3040 |
| S1 |
1.2793 |
1.2793 |
1.2877 |
1.2733 |
| S2 |
1.2673 |
1.2673 |
1.2840 |
|
| S3 |
1.2276 |
1.2396 |
1.2804 |
|
| S4 |
1.1879 |
1.1999 |
1.2695 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3111 |
|
2.618 |
1.3026 |
|
1.618 |
1.2974 |
|
1.000 |
1.2942 |
|
0.618 |
1.2922 |
|
HIGH |
1.2890 |
|
0.618 |
1.2870 |
|
0.500 |
1.2864 |
|
0.382 |
1.2858 |
|
LOW |
1.2838 |
|
0.618 |
1.2806 |
|
1.000 |
1.2786 |
|
1.618 |
1.2754 |
|
2.618 |
1.2702 |
|
4.250 |
1.2617 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2911 |
1.2929 |
| PP |
1.2887 |
1.2924 |
| S1 |
1.2864 |
1.2919 |
|