CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3344 |
1.3350 |
0.0006 |
0.0% |
1.3109 |
| High |
1.3394 |
1.3431 |
0.0037 |
0.3% |
1.3423 |
| Low |
1.3248 |
1.3287 |
0.0039 |
0.3% |
1.3068 |
| Close |
1.3362 |
1.3301 |
-0.0061 |
-0.5% |
1.3364 |
| Range |
0.0146 |
0.0144 |
-0.0002 |
-1.4% |
0.0355 |
| ATR |
0.0148 |
0.0148 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
227,842 |
309,557 |
81,715 |
35.9% |
621,074 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3772 |
1.3680 |
1.3380 |
|
| R3 |
1.3628 |
1.3536 |
1.3341 |
|
| R2 |
1.3484 |
1.3484 |
1.3327 |
|
| R1 |
1.3392 |
1.3392 |
1.3314 |
1.3366 |
| PP |
1.3340 |
1.3340 |
1.3340 |
1.3327 |
| S1 |
1.3248 |
1.3248 |
1.3288 |
1.3222 |
| S2 |
1.3196 |
1.3196 |
1.3275 |
|
| S3 |
1.3052 |
1.3104 |
1.3261 |
|
| S4 |
1.2908 |
1.2960 |
1.3222 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4350 |
1.4212 |
1.3559 |
|
| R3 |
1.3995 |
1.3857 |
1.3462 |
|
| R2 |
1.3640 |
1.3640 |
1.3429 |
|
| R1 |
1.3502 |
1.3502 |
1.3397 |
1.3571 |
| PP |
1.3285 |
1.3285 |
1.3285 |
1.3320 |
| S1 |
1.3147 |
1.3147 |
1.3331 |
1.3216 |
| S2 |
1.2930 |
1.2930 |
1.3299 |
|
| S3 |
1.2575 |
1.2792 |
1.3266 |
|
| S4 |
1.2220 |
1.2437 |
1.3169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3431 |
1.3080 |
0.0351 |
2.6% |
0.0137 |
1.0% |
63% |
True |
False |
191,251 |
| 10 |
1.3431 |
1.3050 |
0.0381 |
2.9% |
0.0130 |
1.0% |
66% |
True |
False |
179,747 |
| 20 |
1.3493 |
1.3050 |
0.0443 |
3.3% |
0.0139 |
1.0% |
57% |
False |
False |
208,496 |
| 40 |
1.4055 |
1.2963 |
0.1092 |
8.2% |
0.0161 |
1.2% |
31% |
False |
False |
106,453 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0164 |
1.2% |
26% |
False |
False |
71,148 |
| 80 |
1.4250 |
1.2781 |
0.1469 |
11.0% |
0.0157 |
1.2% |
35% |
False |
False |
53,468 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.1% |
0.0132 |
1.0% |
41% |
False |
False |
42,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4043 |
|
2.618 |
1.3808 |
|
1.618 |
1.3664 |
|
1.000 |
1.3575 |
|
0.618 |
1.3520 |
|
HIGH |
1.3431 |
|
0.618 |
1.3376 |
|
0.500 |
1.3359 |
|
0.382 |
1.3342 |
|
LOW |
1.3287 |
|
0.618 |
1.3198 |
|
1.000 |
1.3143 |
|
1.618 |
1.3054 |
|
2.618 |
1.2910 |
|
4.250 |
1.2675 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3359 |
1.3340 |
| PP |
1.3340 |
1.3327 |
| S1 |
1.3320 |
1.3314 |
|