CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3286 |
1.3000 |
-0.0286 |
-2.2% |
1.3126 |
| High |
1.3286 |
1.3000 |
-0.0286 |
-2.2% |
1.3385 |
| Low |
1.3286 |
1.2975 |
-0.0311 |
-2.3% |
1.3101 |
| Close |
1.3130 |
1.2992 |
-0.0138 |
-1.1% |
1.3350 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0284 |
| ATR |
0.0061 |
0.0067 |
0.0007 |
11.1% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
11 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3064 |
1.3053 |
1.3006 |
|
| R3 |
1.3039 |
1.3028 |
1.2999 |
|
| R2 |
1.3014 |
1.3014 |
1.2997 |
|
| R1 |
1.3003 |
1.3003 |
1.2994 |
1.2996 |
| PP |
1.2989 |
1.2989 |
1.2989 |
1.2986 |
| S1 |
1.2978 |
1.2978 |
1.2990 |
1.2971 |
| S2 |
1.2964 |
1.2964 |
1.2987 |
|
| S3 |
1.2939 |
1.2953 |
1.2985 |
|
| S4 |
1.2914 |
1.2928 |
1.2978 |
|
|
| 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 |
1.3106 |
|
2.618 |
1.3065 |
|
1.618 |
1.3040 |
|
1.000 |
1.3025 |
|
0.618 |
1.3015 |
|
HIGH |
1.3000 |
|
0.618 |
1.2990 |
|
0.500 |
1.2988 |
|
0.382 |
1.2985 |
|
LOW |
1.2975 |
|
0.618 |
1.2960 |
|
1.000 |
1.2950 |
|
1.618 |
1.2935 |
|
2.618 |
1.2910 |
|
4.250 |
1.2869 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2991 |
1.3161 |
| PP |
1.2989 |
1.3105 |
| S1 |
1.2988 |
1.3048 |
|