CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3308 |
1.3350 |
0.0042 |
0.3% |
1.3106 |
| High |
1.3410 |
1.3381 |
-0.0029 |
-0.2% |
1.3410 |
| Low |
1.3308 |
1.3248 |
-0.0060 |
-0.5% |
1.3081 |
| Close |
1.3357 |
1.3356 |
-0.0001 |
0.0% |
1.3357 |
| Range |
0.0102 |
0.0133 |
0.0031 |
30.4% |
0.0329 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
1.0% |
0.0000 |
| Volume |
189 |
335 |
146 |
77.2% |
864 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3727 |
1.3675 |
1.3429 |
|
| R3 |
1.3594 |
1.3542 |
1.3393 |
|
| R2 |
1.3461 |
1.3461 |
1.3380 |
|
| R1 |
1.3409 |
1.3409 |
1.3368 |
1.3435 |
| PP |
1.3328 |
1.3328 |
1.3328 |
1.3342 |
| S1 |
1.3276 |
1.3276 |
1.3344 |
1.3302 |
| S2 |
1.3195 |
1.3195 |
1.3332 |
|
| S3 |
1.3062 |
1.3143 |
1.3319 |
|
| S4 |
1.2929 |
1.3010 |
1.3283 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4270 |
1.4142 |
1.3538 |
|
| R3 |
1.3941 |
1.3813 |
1.3447 |
|
| R2 |
1.3612 |
1.3612 |
1.3417 |
|
| R1 |
1.3484 |
1.3484 |
1.3387 |
1.3548 |
| PP |
1.3283 |
1.3283 |
1.3283 |
1.3315 |
| S1 |
1.3155 |
1.3155 |
1.3327 |
1.3219 |
| S2 |
1.2954 |
1.2954 |
1.3297 |
|
| S3 |
1.2625 |
1.2826 |
1.3267 |
|
| S4 |
1.2296 |
1.2497 |
1.3176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3410 |
1.3081 |
0.0329 |
2.5% |
0.0127 |
0.9% |
84% |
False |
False |
162 |
| 10 |
1.3410 |
1.3045 |
0.0365 |
2.7% |
0.0106 |
0.8% |
85% |
False |
False |
210 |
| 20 |
1.3484 |
1.3045 |
0.0439 |
3.3% |
0.0110 |
0.8% |
71% |
False |
False |
144 |
| 40 |
1.4088 |
1.2960 |
0.1128 |
8.4% |
0.0081 |
0.6% |
35% |
False |
False |
78 |
| 60 |
1.4180 |
1.2960 |
0.1220 |
9.1% |
0.0055 |
0.4% |
32% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3946 |
|
2.618 |
1.3729 |
|
1.618 |
1.3596 |
|
1.000 |
1.3514 |
|
0.618 |
1.3463 |
|
HIGH |
1.3381 |
|
0.618 |
1.3330 |
|
0.500 |
1.3315 |
|
0.382 |
1.3299 |
|
LOW |
1.3248 |
|
0.618 |
1.3166 |
|
1.000 |
1.3115 |
|
1.618 |
1.3033 |
|
2.618 |
1.2900 |
|
4.250 |
1.2683 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3342 |
1.3341 |
| PP |
1.3328 |
1.3327 |
| S1 |
1.3315 |
1.3312 |
|