CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3602 |
1.3632 |
0.0030 |
0.2% |
1.3369 |
| High |
1.3680 |
1.3696 |
0.0016 |
0.1% |
1.3622 |
| Low |
1.3533 |
1.3566 |
0.0033 |
0.2% |
1.3234 |
| Close |
1.3629 |
1.3663 |
0.0034 |
0.2% |
1.3591 |
| Range |
0.0147 |
0.0130 |
-0.0017 |
-11.6% |
0.0388 |
| ATR |
0.0160 |
0.0157 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
293,653 |
392,849 |
99,196 |
33.8% |
1,065,426 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4032 |
1.3977 |
1.3735 |
|
| R3 |
1.3902 |
1.3847 |
1.3699 |
|
| R2 |
1.3772 |
1.3772 |
1.3687 |
|
| R1 |
1.3717 |
1.3717 |
1.3675 |
1.3745 |
| PP |
1.3642 |
1.3642 |
1.3642 |
1.3655 |
| S1 |
1.3587 |
1.3587 |
1.3651 |
1.3615 |
| S2 |
1.3512 |
1.3512 |
1.3639 |
|
| S3 |
1.3382 |
1.3457 |
1.3627 |
|
| S4 |
1.3252 |
1.3327 |
1.3592 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4646 |
1.4507 |
1.3804 |
|
| R3 |
1.4258 |
1.4119 |
1.3698 |
|
| R2 |
1.3870 |
1.3870 |
1.3662 |
|
| R1 |
1.3731 |
1.3731 |
1.3627 |
1.3801 |
| PP |
1.3482 |
1.3482 |
1.3482 |
1.3517 |
| S1 |
1.3343 |
1.3343 |
1.3555 |
1.3413 |
| S2 |
1.3094 |
1.3094 |
1.3520 |
|
| S3 |
1.2706 |
1.2955 |
1.3484 |
|
| S4 |
1.2318 |
1.2567 |
1.3378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3696 |
1.3362 |
0.0334 |
2.4% |
0.0151 |
1.1% |
90% |
True |
False |
350,385 |
| 10 |
1.3696 |
1.2899 |
0.0797 |
5.8% |
0.0170 |
1.2% |
96% |
True |
False |
338,734 |
| 20 |
1.3696 |
1.2870 |
0.0826 |
6.0% |
0.0158 |
1.2% |
96% |
True |
False |
300,755 |
| 40 |
1.3696 |
1.2870 |
0.0826 |
6.0% |
0.0157 |
1.2% |
96% |
True |
False |
227,303 |
| 60 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0163 |
1.2% |
57% |
False |
False |
151,980 |
| 80 |
1.4250 |
1.2870 |
0.1380 |
10.1% |
0.0163 |
1.2% |
57% |
False |
False |
114,126 |
| 100 |
1.4250 |
1.2650 |
0.1600 |
11.7% |
0.0153 |
1.1% |
63% |
False |
False |
91,344 |
| 120 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0130 |
1.0% |
63% |
False |
False |
76,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4249 |
|
2.618 |
1.4036 |
|
1.618 |
1.3906 |
|
1.000 |
1.3826 |
|
0.618 |
1.3776 |
|
HIGH |
1.3696 |
|
0.618 |
1.3646 |
|
0.500 |
1.3631 |
|
0.382 |
1.3616 |
|
LOW |
1.3566 |
|
0.618 |
1.3486 |
|
1.000 |
1.3436 |
|
1.618 |
1.3356 |
|
2.618 |
1.3226 |
|
4.250 |
1.3014 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3652 |
1.3632 |
| PP |
1.3642 |
1.3600 |
| S1 |
1.3631 |
1.3569 |
|