CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3306 |
1.3150 |
-0.0156 |
-1.2% |
1.3109 |
| High |
1.3322 |
1.3165 |
-0.0157 |
-1.2% |
1.3423 |
| Low |
1.3121 |
1.2992 |
-0.0129 |
-1.0% |
1.3068 |
| Close |
1.3146 |
1.3010 |
-0.0136 |
-1.0% |
1.3364 |
| Range |
0.0201 |
0.0173 |
-0.0028 |
-13.9% |
0.0355 |
| ATR |
0.0152 |
0.0153 |
0.0002 |
1.0% |
0.0000 |
| Volume |
356,393 |
384,704 |
28,311 |
7.9% |
621,074 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3575 |
1.3465 |
1.3105 |
|
| R3 |
1.3402 |
1.3292 |
1.3058 |
|
| R2 |
1.3229 |
1.3229 |
1.3042 |
|
| R1 |
1.3119 |
1.3119 |
1.3026 |
1.3088 |
| PP |
1.3056 |
1.3056 |
1.3056 |
1.3040 |
| S1 |
1.2946 |
1.2946 |
1.2994 |
1.2915 |
| S2 |
1.2883 |
1.2883 |
1.2978 |
|
| S3 |
1.2710 |
1.2773 |
1.2962 |
|
| S4 |
1.2537 |
1.2600 |
1.2915 |
|
|
| 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 |
1.2992 |
0.0439 |
3.4% |
0.0161 |
1.2% |
4% |
False |
True |
273,370 |
| 10 |
1.3431 |
1.2992 |
0.0439 |
3.4% |
0.0144 |
1.1% |
4% |
False |
True |
209,924 |
| 20 |
1.3493 |
1.2992 |
0.0501 |
3.9% |
0.0145 |
1.1% |
4% |
False |
True |
238,683 |
| 40 |
1.3799 |
1.2963 |
0.0836 |
6.4% |
0.0160 |
1.2% |
6% |
False |
False |
124,938 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.9% |
0.0165 |
1.3% |
4% |
False |
False |
83,487 |
| 80 |
1.4250 |
1.2954 |
0.1296 |
10.0% |
0.0158 |
1.2% |
4% |
False |
False |
62,731 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.4% |
0.0135 |
1.0% |
23% |
False |
False |
50,190 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
12.4% |
0.0115 |
0.9% |
23% |
False |
False |
41,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3900 |
|
2.618 |
1.3618 |
|
1.618 |
1.3445 |
|
1.000 |
1.3338 |
|
0.618 |
1.3272 |
|
HIGH |
1.3165 |
|
0.618 |
1.3099 |
|
0.500 |
1.3079 |
|
0.382 |
1.3058 |
|
LOW |
1.2992 |
|
0.618 |
1.2885 |
|
1.000 |
1.2819 |
|
1.618 |
1.2712 |
|
2.618 |
1.2539 |
|
4.250 |
1.2257 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3079 |
1.3212 |
| PP |
1.3056 |
1.3144 |
| S1 |
1.3033 |
1.3077 |
|