CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2970 |
1.3105 |
0.0135 |
1.0% |
1.3350 |
| High |
1.3129 |
1.3361 |
0.0232 |
1.8% |
1.3421 |
| Low |
1.2952 |
1.3083 |
0.0131 |
1.0% |
1.2899 |
| Close |
1.3119 |
1.3331 |
0.0212 |
1.6% |
1.2921 |
| Range |
0.0177 |
0.0278 |
0.0101 |
57.1% |
0.0522 |
| ATR |
0.0123 |
0.0134 |
0.0011 |
9.1% |
0.0000 |
| Volume |
458 |
1,193 |
735 |
160.5% |
1,564 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4092 |
1.3990 |
1.3484 |
|
| R3 |
1.3814 |
1.3712 |
1.3407 |
|
| R2 |
1.3536 |
1.3536 |
1.3382 |
|
| R1 |
1.3434 |
1.3434 |
1.3356 |
1.3485 |
| PP |
1.3258 |
1.3258 |
1.3258 |
1.3284 |
| S1 |
1.3156 |
1.3156 |
1.3306 |
1.3207 |
| S2 |
1.2980 |
1.2980 |
1.3280 |
|
| S3 |
1.2702 |
1.2878 |
1.3255 |
|
| S4 |
1.2424 |
1.2600 |
1.3178 |
|
|
| 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 |
1.3361 |
1.2864 |
0.0497 |
3.7% |
0.0147 |
1.1% |
94% |
True |
False |
592 |
| 10 |
1.3421 |
1.2864 |
0.0557 |
4.2% |
0.0140 |
1.0% |
84% |
False |
False |
430 |
| 20 |
1.3421 |
1.2864 |
0.0557 |
4.2% |
0.0125 |
0.9% |
84% |
False |
False |
314 |
| 40 |
1.3640 |
1.2864 |
0.0776 |
5.8% |
0.0104 |
0.8% |
60% |
False |
False |
171 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
9.9% |
0.0074 |
0.6% |
35% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4543 |
|
2.618 |
1.4089 |
|
1.618 |
1.3811 |
|
1.000 |
1.3639 |
|
0.618 |
1.3533 |
|
HIGH |
1.3361 |
|
0.618 |
1.3255 |
|
0.500 |
1.3222 |
|
0.382 |
1.3189 |
|
LOW |
1.3083 |
|
0.618 |
1.2911 |
|
1.000 |
1.2805 |
|
1.618 |
1.2633 |
|
2.618 |
1.2355 |
|
4.250 |
1.1902 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3295 |
1.3264 |
| PP |
1.3258 |
1.3197 |
| S1 |
1.3222 |
1.3131 |
|