CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3345 |
1.3369 |
0.0024 |
0.2% |
1.2893 |
| High |
1.3453 |
1.3461 |
0.0008 |
0.1% |
1.3453 |
| Low |
1.3310 |
1.3234 |
-0.0076 |
-0.6% |
1.2870 |
| Close |
1.3353 |
1.3380 |
0.0027 |
0.2% |
1.3353 |
| Range |
0.0143 |
0.0227 |
0.0084 |
58.7% |
0.0583 |
| ATR |
0.0156 |
0.0161 |
0.0005 |
3.3% |
0.0000 |
| Volume |
352,031 |
0 |
-352,031 |
-100.0% |
1,933,726 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4039 |
1.3937 |
1.3505 |
|
| R3 |
1.3812 |
1.3710 |
1.3442 |
|
| R2 |
1.3585 |
1.3585 |
1.3422 |
|
| R1 |
1.3483 |
1.3483 |
1.3401 |
1.3534 |
| PP |
1.3358 |
1.3358 |
1.3358 |
1.3384 |
| S1 |
1.3256 |
1.3256 |
1.3359 |
1.3307 |
| S2 |
1.3131 |
1.3131 |
1.3338 |
|
| S3 |
1.2904 |
1.3029 |
1.3318 |
|
| S4 |
1.2677 |
1.2802 |
1.3255 |
|
|
| 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 |
1.3461 |
1.2899 |
0.0562 |
4.2% |
0.0188 |
1.4% |
86% |
True |
False |
327,084 |
| 10 |
1.3461 |
1.2870 |
0.0591 |
4.4% |
0.0167 |
1.2% |
86% |
True |
False |
341,427 |
| 20 |
1.3461 |
1.2870 |
0.0591 |
4.4% |
0.0146 |
1.1% |
86% |
True |
False |
255,907 |
| 40 |
1.3767 |
1.2870 |
0.0897 |
6.7% |
0.0161 |
1.2% |
57% |
False |
False |
183,754 |
| 60 |
1.4250 |
1.2870 |
0.1380 |
10.3% |
0.0162 |
1.2% |
37% |
False |
False |
122,820 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.3% |
0.0162 |
1.2% |
37% |
False |
False |
92,259 |
| 100 |
1.4250 |
1.2650 |
0.1600 |
12.0% |
0.0147 |
1.1% |
46% |
False |
False |
73,825 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
12.0% |
0.0124 |
0.9% |
46% |
False |
False |
61,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4426 |
|
2.618 |
1.4055 |
|
1.618 |
1.3828 |
|
1.000 |
1.3688 |
|
0.618 |
1.3601 |
|
HIGH |
1.3461 |
|
0.618 |
1.3374 |
|
0.500 |
1.3348 |
|
0.382 |
1.3321 |
|
LOW |
1.3234 |
|
0.618 |
1.3094 |
|
1.000 |
1.3007 |
|
1.618 |
1.2867 |
|
2.618 |
1.2640 |
|
4.250 |
1.2269 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3369 |
1.3344 |
| PP |
1.3358 |
1.3308 |
| S1 |
1.3348 |
1.3273 |
|