CME Euro FX (E) Future March 2011
Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.2893 |
1.2944 |
0.0051 |
0.4% |
1.3344 |
High |
1.2961 |
1.2989 |
0.0028 |
0.2% |
1.3431 |
Low |
1.2870 |
1.2899 |
0.0029 |
0.2% |
1.2901 |
Close |
1.2949 |
1.2966 |
0.0017 |
0.1% |
1.2929 |
Range |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0530 |
ATR |
0.0147 |
0.0143 |
-0.0004 |
-2.8% |
0.0000 |
Volume |
298,305 |
318,689 |
20,384 |
6.8% |
1,708,390 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3221 |
1.3184 |
1.3016 |
|
R3 |
1.3131 |
1.3094 |
1.2991 |
|
R2 |
1.3041 |
1.3041 |
1.2983 |
|
R1 |
1.3004 |
1.3004 |
1.2974 |
1.3023 |
PP |
1.2951 |
1.2951 |
1.2951 |
1.2961 |
S1 |
1.2914 |
1.2914 |
1.2958 |
1.2933 |
S2 |
1.2861 |
1.2861 |
1.2950 |
|
S3 |
1.2771 |
1.2824 |
1.2941 |
|
S4 |
1.2681 |
1.2734 |
1.2917 |
|
|
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 |
1.3322 |
1.2870 |
0.0452 |
3.5% |
0.0135 |
1.0% |
21% |
False |
False |
357,597 |
10 |
1.3431 |
1.2870 |
0.0561 |
4.3% |
0.0136 |
1.1% |
17% |
False |
False |
274,424 |
20 |
1.3493 |
1.2870 |
0.0623 |
4.8% |
0.0135 |
1.0% |
15% |
False |
False |
255,690 |
40 |
1.3767 |
1.2870 |
0.0897 |
6.9% |
0.0155 |
1.2% |
11% |
False |
False |
151,027 |
60 |
1.4250 |
1.2870 |
0.1380 |
10.6% |
0.0162 |
1.3% |
7% |
False |
False |
100,917 |
80 |
1.4250 |
1.2870 |
0.1380 |
10.6% |
0.0159 |
1.2% |
7% |
False |
False |
75,810 |
100 |
1.4250 |
1.2642 |
0.1608 |
12.4% |
0.0138 |
1.1% |
20% |
False |
False |
60,658 |
120 |
1.4250 |
1.2642 |
0.1608 |
12.4% |
0.0117 |
0.9% |
20% |
False |
False |
50,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3372 |
2.618 |
1.3225 |
1.618 |
1.3135 |
1.000 |
1.3079 |
0.618 |
1.3045 |
HIGH |
1.2989 |
0.618 |
1.2955 |
0.500 |
1.2944 |
0.382 |
1.2933 |
LOW |
1.2899 |
0.618 |
1.2843 |
1.000 |
1.2809 |
1.618 |
1.2753 |
2.618 |
1.2663 |
4.250 |
1.2517 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2959 |
1.2960 |
PP |
1.2951 |
1.2953 |
S1 |
1.2944 |
1.2947 |
|