CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2944 |
1.2970 |
0.0026 |
0.2% |
1.3350 |
| High |
1.2981 |
1.3129 |
0.0148 |
1.1% |
1.3421 |
| Low |
1.2900 |
1.2952 |
0.0052 |
0.4% |
1.2899 |
| Close |
1.2958 |
1.3119 |
0.0161 |
1.2% |
1.2921 |
| Range |
0.0081 |
0.0177 |
0.0096 |
118.5% |
0.0522 |
| ATR |
0.0118 |
0.0123 |
0.0004 |
3.5% |
0.0000 |
| Volume |
375 |
458 |
83 |
22.1% |
1,564 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3598 |
1.3535 |
1.3216 |
|
| R3 |
1.3421 |
1.3358 |
1.3168 |
|
| R2 |
1.3244 |
1.3244 |
1.3151 |
|
| R1 |
1.3181 |
1.3181 |
1.3135 |
1.3213 |
| PP |
1.3067 |
1.3067 |
1.3067 |
1.3082 |
| S1 |
1.3004 |
1.3004 |
1.3103 |
1.3036 |
| S2 |
1.2890 |
1.2890 |
1.3087 |
|
| S3 |
1.2713 |
1.2827 |
1.3070 |
|
| S4 |
1.2536 |
1.2650 |
1.3022 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4646 |
1.4306 |
1.3208 |
|
| R3 |
1.4124 |
1.3784 |
1.3065 |
|
| R2 |
1.3602 |
1.3602 |
1.3017 |
|
| R1 |
1.3262 |
1.3262 |
1.2969 |
1.3171 |
| PP |
1.3080 |
1.3080 |
1.3080 |
1.3035 |
| S1 |
1.2740 |
1.2740 |
1.2873 |
1.2649 |
| S2 |
1.2558 |
1.2558 |
1.2825 |
|
| S3 |
1.2036 |
1.2218 |
1.2777 |
|
| S4 |
1.1514 |
1.1696 |
1.2634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3129 |
1.2864 |
0.0265 |
2.0% |
0.0118 |
0.9% |
96% |
True |
False |
406 |
| 10 |
1.3421 |
1.2864 |
0.0557 |
4.2% |
0.0121 |
0.9% |
46% |
False |
False |
327 |
| 20 |
1.3421 |
1.2864 |
0.0557 |
4.2% |
0.0119 |
0.9% |
46% |
False |
False |
261 |
| 40 |
1.3640 |
1.2864 |
0.0776 |
5.9% |
0.0097 |
0.7% |
33% |
False |
False |
141 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
10.0% |
0.0069 |
0.5% |
19% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3881 |
|
2.618 |
1.3592 |
|
1.618 |
1.3415 |
|
1.000 |
1.3306 |
|
0.618 |
1.3238 |
|
HIGH |
1.3129 |
|
0.618 |
1.3061 |
|
0.500 |
1.3041 |
|
0.382 |
1.3020 |
|
LOW |
1.2952 |
|
0.618 |
1.2843 |
|
1.000 |
1.2775 |
|
1.618 |
1.2666 |
|
2.618 |
1.2489 |
|
4.250 |
1.2200 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3093 |
1.3078 |
| PP |
1.3067 |
1.3037 |
| S1 |
1.3041 |
1.2997 |
|