CME Euro FX (E) Future September 2011
Trading Metrics calculated at close of trading on 04-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.3240 |
1.3347 |
0.0107 |
0.8% |
1.3126 |
High |
1.3338 |
1.3347 |
0.0009 |
0.1% |
1.3385 |
Low |
1.3240 |
1.3347 |
0.0107 |
0.8% |
1.3101 |
Close |
1.3349 |
1.3286 |
-0.0063 |
-0.5% |
1.3350 |
Range |
0.0098 |
0.0000 |
-0.0098 |
-100.0% |
0.0284 |
ATR |
0.0070 |
0.0065 |
-0.0005 |
-6.9% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
11 |
|
Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3327 |
1.3306 |
1.3286 |
|
R3 |
1.3327 |
1.3306 |
1.3286 |
|
R2 |
1.3327 |
1.3327 |
1.3286 |
|
R1 |
1.3306 |
1.3306 |
1.3286 |
1.3317 |
PP |
1.3327 |
1.3327 |
1.3327 |
1.3332 |
S1 |
1.3306 |
1.3306 |
1.3286 |
1.3317 |
S2 |
1.3327 |
1.3327 |
1.3286 |
|
S3 |
1.3327 |
1.3306 |
1.3286 |
|
S4 |
1.3327 |
1.3306 |
1.3286 |
|
|
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 |
1.3347 |
2.618 |
1.3347 |
1.618 |
1.3347 |
1.000 |
1.3347 |
0.618 |
1.3347 |
HIGH |
1.3347 |
0.618 |
1.3347 |
0.500 |
1.3347 |
0.382 |
1.3347 |
LOW |
1.3347 |
0.618 |
1.3347 |
1.000 |
1.3347 |
1.618 |
1.3347 |
2.618 |
1.3347 |
4.250 |
1.3347 |
|
|
Fisher Pivots for day following 04-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3347 |
1.3313 |
PP |
1.3327 |
1.3304 |
S1 |
1.3306 |
1.3295 |
|