CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2972 |
1.3122 |
0.0150 |
1.2% |
1.3344 |
| High |
1.3142 |
1.3379 |
0.0237 |
1.8% |
1.3431 |
| Low |
1.2957 |
1.3084 |
0.0127 |
1.0% |
1.2901 |
| Close |
1.3128 |
1.3343 |
0.0215 |
1.6% |
1.2929 |
| Range |
0.0185 |
0.0295 |
0.0110 |
59.5% |
0.0530 |
| ATR |
0.0146 |
0.0156 |
0.0011 |
7.3% |
0.0000 |
| Volume |
458,757 |
505,944 |
47,187 |
10.3% |
1,708,390 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4154 |
1.4043 |
1.3505 |
|
| R3 |
1.3859 |
1.3748 |
1.3424 |
|
| R2 |
1.3564 |
1.3564 |
1.3397 |
|
| R1 |
1.3453 |
1.3453 |
1.3370 |
1.3509 |
| PP |
1.3269 |
1.3269 |
1.3269 |
1.3296 |
| S1 |
1.3158 |
1.3158 |
1.3316 |
1.3214 |
| S2 |
1.2974 |
1.2974 |
1.3289 |
|
| S3 |
1.2679 |
1.2863 |
1.3262 |
|
| S4 |
1.2384 |
1.2568 |
1.3181 |
|
|
| 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 |
1.3379 |
1.2870 |
0.0509 |
3.8% |
0.0157 |
1.2% |
93% |
True |
False |
402,317 |
| 10 |
1.3431 |
1.2870 |
0.0561 |
4.2% |
0.0159 |
1.2% |
84% |
False |
False |
337,844 |
| 20 |
1.3431 |
1.2870 |
0.0561 |
4.2% |
0.0143 |
1.1% |
84% |
False |
False |
268,490 |
| 40 |
1.3767 |
1.2870 |
0.0897 |
6.7% |
0.0157 |
1.2% |
53% |
False |
False |
175,032 |
| 60 |
1.4250 |
1.2870 |
0.1380 |
10.3% |
0.0163 |
1.2% |
34% |
False |
False |
116,975 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.3% |
0.0161 |
1.2% |
34% |
False |
False |
87,866 |
| 100 |
1.4250 |
1.2650 |
0.1600 |
12.0% |
0.0143 |
1.1% |
43% |
False |
False |
70,305 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
12.1% |
0.0121 |
0.9% |
44% |
False |
False |
58,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4633 |
|
2.618 |
1.4151 |
|
1.618 |
1.3856 |
|
1.000 |
1.3674 |
|
0.618 |
1.3561 |
|
HIGH |
1.3379 |
|
0.618 |
1.3266 |
|
0.500 |
1.3232 |
|
0.382 |
1.3197 |
|
LOW |
1.3084 |
|
0.618 |
1.2902 |
|
1.000 |
1.2789 |
|
1.618 |
1.2607 |
|
2.618 |
1.2312 |
|
4.250 |
1.1830 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3306 |
1.3275 |
| PP |
1.3269 |
1.3207 |
| S1 |
1.3232 |
1.3139 |
|