CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3644 |
1.3677 |
0.0033 |
0.2% |
1.3319 |
| High |
1.3695 |
1.3735 |
0.0040 |
0.3% |
1.3604 |
| Low |
1.3615 |
1.3620 |
0.0005 |
0.0% |
1.3217 |
| Close |
1.3660 |
1.3705 |
0.0045 |
0.3% |
1.3575 |
| Range |
0.0080 |
0.0115 |
0.0035 |
43.8% |
0.0387 |
| ATR |
0.0135 |
0.0134 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
397 |
377 |
-20 |
-5.0% |
4,074 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4032 |
1.3983 |
1.3768 |
|
| R3 |
1.3917 |
1.3868 |
1.3737 |
|
| R2 |
1.3802 |
1.3802 |
1.3726 |
|
| R1 |
1.3753 |
1.3753 |
1.3716 |
1.3778 |
| PP |
1.3687 |
1.3687 |
1.3687 |
1.3699 |
| S1 |
1.3638 |
1.3638 |
1.3694 |
1.3663 |
| S2 |
1.3572 |
1.3572 |
1.3684 |
|
| S3 |
1.3457 |
1.3523 |
1.3673 |
|
| S4 |
1.3342 |
1.3408 |
1.3642 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4626 |
1.4488 |
1.3788 |
|
| R3 |
1.4239 |
1.4101 |
1.3681 |
|
| R2 |
1.3852 |
1.3852 |
1.3646 |
|
| R1 |
1.3714 |
1.3714 |
1.3610 |
1.3783 |
| PP |
1.3465 |
1.3465 |
1.3465 |
1.3500 |
| S1 |
1.3327 |
1.3327 |
1.3540 |
1.3396 |
| S2 |
1.3078 |
1.3078 |
1.3504 |
|
| S3 |
1.2691 |
1.2940 |
1.3469 |
|
| S4 |
1.2304 |
1.2553 |
1.3362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3735 |
1.3444 |
0.0291 |
2.1% |
0.0122 |
0.9% |
90% |
True |
False |
703 |
| 10 |
1.3735 |
1.3083 |
0.0652 |
4.8% |
0.0152 |
1.1% |
95% |
True |
False |
867 |
| 20 |
1.3735 |
1.2864 |
0.0871 |
6.4% |
0.0136 |
1.0% |
97% |
True |
False |
597 |
| 40 |
1.3735 |
1.2864 |
0.0871 |
6.4% |
0.0124 |
0.9% |
97% |
True |
False |
355 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0094 |
0.7% |
64% |
False |
False |
240 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.6% |
0.0073 |
0.5% |
64% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4224 |
|
2.618 |
1.4036 |
|
1.618 |
1.3921 |
|
1.000 |
1.3850 |
|
0.618 |
1.3806 |
|
HIGH |
1.3735 |
|
0.618 |
1.3691 |
|
0.500 |
1.3678 |
|
0.382 |
1.3664 |
|
LOW |
1.3620 |
|
0.618 |
1.3549 |
|
1.000 |
1.3505 |
|
1.618 |
1.3434 |
|
2.618 |
1.3319 |
|
4.250 |
1.3131 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3696 |
1.3685 |
| PP |
1.3687 |
1.3665 |
| S1 |
1.3678 |
1.3645 |
|