CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3334 |
1.3266 |
-0.0068 |
-0.5% |
1.3106 |
| High |
1.3421 |
1.3278 |
-0.0143 |
-1.1% |
1.3410 |
| Low |
1.3282 |
1.3122 |
-0.0160 |
-1.2% |
1.3081 |
| Close |
1.3294 |
1.3138 |
-0.0156 |
-1.2% |
1.3357 |
| Range |
0.0139 |
0.0156 |
0.0017 |
12.2% |
0.0329 |
| ATR |
0.0119 |
0.0123 |
0.0004 |
3.2% |
0.0000 |
| Volume |
134 |
421 |
287 |
214.2% |
864 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3647 |
1.3549 |
1.3224 |
|
| R3 |
1.3491 |
1.3393 |
1.3181 |
|
| R2 |
1.3335 |
1.3335 |
1.3167 |
|
| R1 |
1.3237 |
1.3237 |
1.3152 |
1.3208 |
| PP |
1.3179 |
1.3179 |
1.3179 |
1.3165 |
| S1 |
1.3081 |
1.3081 |
1.3124 |
1.3052 |
| S2 |
1.3023 |
1.3023 |
1.3109 |
|
| S3 |
1.2867 |
1.2925 |
1.3095 |
|
| S4 |
1.2711 |
1.2769 |
1.3052 |
|
|
| 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 |
1.3421 |
1.3122 |
0.0299 |
2.3% |
0.0124 |
0.9% |
5% |
False |
True |
249 |
| 10 |
1.3421 |
1.3045 |
0.0376 |
2.9% |
0.0117 |
0.9% |
25% |
False |
False |
244 |
| 20 |
1.3484 |
1.3045 |
0.0439 |
3.3% |
0.0118 |
0.9% |
21% |
False |
False |
171 |
| 40 |
1.3834 |
1.2960 |
0.0874 |
6.7% |
0.0086 |
0.7% |
20% |
False |
False |
91 |
| 60 |
1.4180 |
1.2960 |
0.1220 |
9.3% |
0.0059 |
0.5% |
15% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3941 |
|
2.618 |
1.3686 |
|
1.618 |
1.3530 |
|
1.000 |
1.3434 |
|
0.618 |
1.3374 |
|
HIGH |
1.3278 |
|
0.618 |
1.3218 |
|
0.500 |
1.3200 |
|
0.382 |
1.3182 |
|
LOW |
1.3122 |
|
0.618 |
1.3026 |
|
1.000 |
1.2966 |
|
1.618 |
1.2870 |
|
2.618 |
1.2714 |
|
4.250 |
1.2459 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3200 |
1.3272 |
| PP |
1.3179 |
1.3227 |
| S1 |
1.3159 |
1.3183 |
|