CME Euro FX (E) Future March 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 |
1.3000 |
1.2893 |
-0.0107 |
-0.8% |
1.3344 |
| High |
1.3023 |
1.2961 |
-0.0062 |
-0.5% |
1.3431 |
| Low |
1.2901 |
1.2870 |
-0.0031 |
-0.2% |
1.2901 |
| Close |
1.2929 |
1.2949 |
0.0020 |
0.2% |
1.2929 |
| Range |
0.0122 |
0.0091 |
-0.0031 |
-25.4% |
0.0530 |
| ATR |
0.0151 |
0.0147 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
429,894 |
298,305 |
-131,589 |
-30.6% |
1,708,390 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3200 |
1.3165 |
1.2999 |
|
| R3 |
1.3109 |
1.3074 |
1.2974 |
|
| R2 |
1.3018 |
1.3018 |
1.2966 |
|
| R1 |
1.2983 |
1.2983 |
1.2957 |
1.3001 |
| PP |
1.2927 |
1.2927 |
1.2927 |
1.2935 |
| S1 |
1.2892 |
1.2892 |
1.2941 |
1.2910 |
| S2 |
1.2836 |
1.2836 |
1.2932 |
|
| S3 |
1.2745 |
1.2801 |
1.2924 |
|
| S4 |
1.2654 |
1.2710 |
1.2899 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4677 |
1.4333 |
1.3221 |
|
| R3 |
1.4147 |
1.3803 |
1.3075 |
|
| R2 |
1.3617 |
1.3617 |
1.3026 |
|
| R1 |
1.3273 |
1.3273 |
1.2978 |
1.3180 |
| PP |
1.3087 |
1.3087 |
1.3087 |
1.3041 |
| S1 |
1.2743 |
1.2743 |
1.2880 |
1.2650 |
| S2 |
1.2557 |
1.2557 |
1.2832 |
|
| S3 |
1.2027 |
1.2213 |
1.2783 |
|
| S4 |
1.1497 |
1.1683 |
1.2638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3431 |
1.2870 |
0.0561 |
4.3% |
0.0146 |
1.1% |
14% |
False |
True |
355,770 |
| 10 |
1.3431 |
1.2870 |
0.0561 |
4.3% |
0.0145 |
1.1% |
14% |
False |
True |
262,776 |
| 20 |
1.3493 |
1.2870 |
0.0623 |
4.8% |
0.0143 |
1.1% |
13% |
False |
True |
255,544 |
| 40 |
1.3767 |
1.2870 |
0.0897 |
6.9% |
0.0157 |
1.2% |
9% |
False |
True |
143,079 |
| 60 |
1.4250 |
1.2870 |
0.1380 |
10.7% |
0.0165 |
1.3% |
6% |
False |
True |
95,615 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.7% |
0.0159 |
1.2% |
6% |
False |
True |
71,828 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.4% |
0.0138 |
1.1% |
19% |
False |
False |
57,472 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
12.4% |
0.0117 |
0.9% |
19% |
False |
False |
47,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3348 |
|
2.618 |
1.3199 |
|
1.618 |
1.3108 |
|
1.000 |
1.3052 |
|
0.618 |
1.3017 |
|
HIGH |
1.2961 |
|
0.618 |
1.2926 |
|
0.500 |
1.2916 |
|
0.382 |
1.2905 |
|
LOW |
1.2870 |
|
0.618 |
1.2814 |
|
1.000 |
1.2779 |
|
1.618 |
1.2723 |
|
2.618 |
1.2632 |
|
4.250 |
1.2483 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2938 |
1.3018 |
| PP |
1.2927 |
1.2995 |
| S1 |
1.2916 |
1.2972 |
|