CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3677 |
1.3703 |
0.0026 |
0.2% |
1.3593 |
| High |
1.3735 |
1.3720 |
-0.0015 |
-0.1% |
1.3735 |
| Low |
1.3620 |
1.3526 |
-0.0094 |
-0.7% |
1.3526 |
| Close |
1.3705 |
1.3592 |
-0.0113 |
-0.8% |
1.3592 |
| Range |
0.0115 |
0.0194 |
0.0079 |
68.7% |
0.0209 |
| ATR |
0.0134 |
0.0138 |
0.0004 |
3.2% |
0.0000 |
| Volume |
377 |
1,351 |
974 |
258.4% |
3,651 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4195 |
1.4087 |
1.3699 |
|
| R3 |
1.4001 |
1.3893 |
1.3645 |
|
| R2 |
1.3807 |
1.3807 |
1.3628 |
|
| R1 |
1.3699 |
1.3699 |
1.3610 |
1.3656 |
| PP |
1.3613 |
1.3613 |
1.3613 |
1.3591 |
| S1 |
1.3505 |
1.3505 |
1.3574 |
1.3462 |
| S2 |
1.3419 |
1.3419 |
1.3556 |
|
| S3 |
1.3225 |
1.3311 |
1.3539 |
|
| S4 |
1.3031 |
1.3117 |
1.3485 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4245 |
1.4127 |
1.3707 |
|
| R3 |
1.4036 |
1.3918 |
1.3649 |
|
| R2 |
1.3827 |
1.3827 |
1.3630 |
|
| R1 |
1.3709 |
1.3709 |
1.3611 |
1.3664 |
| PP |
1.3618 |
1.3618 |
1.3618 |
1.3595 |
| S1 |
1.3500 |
1.3500 |
1.3573 |
1.3455 |
| S2 |
1.3409 |
1.3409 |
1.3554 |
|
| S3 |
1.3200 |
1.3291 |
1.3535 |
|
| S4 |
1.2991 |
1.3082 |
1.3477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3735 |
1.3526 |
0.0209 |
1.5% |
0.0129 |
0.9% |
32% |
False |
True |
730 |
| 10 |
1.3735 |
1.3217 |
0.0518 |
3.8% |
0.0143 |
1.1% |
72% |
False |
False |
883 |
| 20 |
1.3735 |
1.2864 |
0.0871 |
6.4% |
0.0142 |
1.0% |
84% |
False |
False |
656 |
| 40 |
1.3735 |
1.2864 |
0.0871 |
6.4% |
0.0125 |
0.9% |
84% |
False |
False |
388 |
| 60 |
1.4180 |
1.2864 |
0.1316 |
9.7% |
0.0098 |
0.7% |
55% |
False |
False |
262 |
| 80 |
1.4180 |
1.2864 |
0.1316 |
9.7% |
0.0075 |
0.6% |
55% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4545 |
|
2.618 |
1.4228 |
|
1.618 |
1.4034 |
|
1.000 |
1.3914 |
|
0.618 |
1.3840 |
|
HIGH |
1.3720 |
|
0.618 |
1.3646 |
|
0.500 |
1.3623 |
|
0.382 |
1.3600 |
|
LOW |
1.3526 |
|
0.618 |
1.3406 |
|
1.000 |
1.3332 |
|
1.618 |
1.3212 |
|
2.618 |
1.3018 |
|
4.250 |
1.2702 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3623 |
1.3631 |
| PP |
1.3613 |
1.3618 |
| S1 |
1.3602 |
1.3605 |
|