CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3385 |
1.3240 |
-0.0145 |
-1.1% |
1.3126 |
| High |
1.3385 |
1.3338 |
-0.0047 |
-0.4% |
1.3385 |
| Low |
1.3385 |
1.3240 |
-0.0145 |
-1.1% |
1.3101 |
| Close |
1.3350 |
1.3349 |
-0.0001 |
0.0% |
1.3350 |
| Range |
0.0000 |
0.0098 |
0.0098 |
|
0.0284 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.6% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
11 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3603 |
1.3574 |
1.3403 |
|
| R3 |
1.3505 |
1.3476 |
1.3376 |
|
| R2 |
1.3407 |
1.3407 |
1.3367 |
|
| R1 |
1.3378 |
1.3378 |
1.3358 |
1.3393 |
| PP |
1.3309 |
1.3309 |
1.3309 |
1.3316 |
| S1 |
1.3280 |
1.3280 |
1.3340 |
1.3295 |
| S2 |
1.3211 |
1.3211 |
1.3331 |
|
| S3 |
1.3113 |
1.3182 |
1.3322 |
|
| S4 |
1.3015 |
1.3084 |
1.3295 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4131 |
1.4024 |
1.3506 |
|
| R3 |
1.3847 |
1.3740 |
1.3428 |
|
| R2 |
1.3563 |
1.3563 |
1.3402 |
|
| R1 |
1.3456 |
1.3456 |
1.3376 |
1.3510 |
| PP |
1.3279 |
1.3279 |
1.3279 |
1.3305 |
| S1 |
1.3172 |
1.3172 |
1.3324 |
1.3226 |
| S2 |
1.2995 |
1.2995 |
1.3298 |
|
| S3 |
1.2711 |
1.2888 |
1.3272 |
|
| S4 |
1.2427 |
1.2604 |
1.3194 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3755 |
|
2.618 |
1.3595 |
|
1.618 |
1.3497 |
|
1.000 |
1.3436 |
|
0.618 |
1.3399 |
|
HIGH |
1.3338 |
|
0.618 |
1.3301 |
|
0.500 |
1.3289 |
|
0.382 |
1.3277 |
|
LOW |
1.3240 |
|
0.618 |
1.3179 |
|
1.000 |
1.3142 |
|
1.618 |
1.3081 |
|
2.618 |
1.2983 |
|
4.250 |
1.2824 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3329 |
1.3337 |
| PP |
1.3309 |
1.3325 |
| S1 |
1.3289 |
1.3313 |
|