CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3122 |
1.3345 |
0.0223 |
1.7% |
1.2893 |
| High |
1.3379 |
1.3453 |
0.0074 |
0.6% |
1.3453 |
| Low |
1.3084 |
1.3310 |
0.0226 |
1.7% |
1.2870 |
| Close |
1.3343 |
1.3353 |
0.0010 |
0.1% |
1.3353 |
| Range |
0.0295 |
0.0143 |
-0.0152 |
-51.5% |
0.0583 |
| ATR |
0.0156 |
0.0156 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
505,944 |
352,031 |
-153,913 |
-30.4% |
1,933,726 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3801 |
1.3720 |
1.3432 |
|
| R3 |
1.3658 |
1.3577 |
1.3392 |
|
| R2 |
1.3515 |
1.3515 |
1.3379 |
|
| R1 |
1.3434 |
1.3434 |
1.3366 |
1.3475 |
| PP |
1.3372 |
1.3372 |
1.3372 |
1.3392 |
| S1 |
1.3291 |
1.3291 |
1.3340 |
1.3332 |
| S2 |
1.3229 |
1.3229 |
1.3327 |
|
| S3 |
1.3086 |
1.3148 |
1.3314 |
|
| S4 |
1.2943 |
1.3005 |
1.3274 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4974 |
1.4747 |
1.3674 |
|
| R3 |
1.4391 |
1.4164 |
1.3513 |
|
| R2 |
1.3808 |
1.3808 |
1.3460 |
|
| R1 |
1.3581 |
1.3581 |
1.3406 |
1.3695 |
| PP |
1.3225 |
1.3225 |
1.3225 |
1.3282 |
| S1 |
1.2998 |
1.2998 |
1.3300 |
1.3112 |
| S2 |
1.2642 |
1.2642 |
1.3246 |
|
| S3 |
1.2059 |
1.2415 |
1.3193 |
|
| S4 |
1.1476 |
1.1832 |
1.3032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3453 |
1.2870 |
0.0583 |
4.4% |
0.0161 |
1.2% |
83% |
True |
False |
386,745 |
| 10 |
1.3453 |
1.2870 |
0.0583 |
4.4% |
0.0159 |
1.2% |
83% |
True |
False |
364,211 |
| 20 |
1.3453 |
1.2870 |
0.0583 |
4.4% |
0.0146 |
1.1% |
83% |
True |
False |
272,680 |
| 40 |
1.3767 |
1.2870 |
0.0897 |
6.7% |
0.0158 |
1.2% |
54% |
False |
False |
183,774 |
| 60 |
1.4250 |
1.2870 |
0.1380 |
10.3% |
0.0161 |
1.2% |
35% |
False |
False |
122,831 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.3% |
0.0160 |
1.2% |
35% |
False |
False |
92,262 |
| 100 |
1.4250 |
1.2650 |
0.1600 |
12.0% |
0.0145 |
1.1% |
44% |
False |
False |
73,825 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
12.0% |
0.0122 |
0.9% |
44% |
False |
False |
61,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4061 |
|
2.618 |
1.3827 |
|
1.618 |
1.3684 |
|
1.000 |
1.3596 |
|
0.618 |
1.3541 |
|
HIGH |
1.3453 |
|
0.618 |
1.3398 |
|
0.500 |
1.3382 |
|
0.382 |
1.3365 |
|
LOW |
1.3310 |
|
0.618 |
1.3222 |
|
1.000 |
1.3167 |
|
1.618 |
1.3079 |
|
2.618 |
1.2936 |
|
4.250 |
1.2702 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3382 |
1.3304 |
| PP |
1.3372 |
1.3254 |
| S1 |
1.3363 |
1.3205 |
|