CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3000 |
1.2950 |
-0.0050 |
-0.4% |
1.3240 |
| High |
1.3000 |
1.2988 |
-0.0012 |
-0.1% |
1.3347 |
| Low |
1.2975 |
1.2950 |
-0.0025 |
-0.2% |
1.2950 |
| Close |
1.2992 |
1.2913 |
-0.0079 |
-0.6% |
1.2913 |
| Range |
0.0025 |
0.0038 |
0.0013 |
52.0% |
0.0397 |
| ATR |
0.0067 |
0.0066 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
11 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3064 |
1.3027 |
1.2934 |
|
| R3 |
1.3026 |
1.2989 |
1.2923 |
|
| R2 |
1.2988 |
1.2988 |
1.2920 |
|
| R1 |
1.2951 |
1.2951 |
1.2916 |
1.2951 |
| PP |
1.2950 |
1.2950 |
1.2950 |
1.2950 |
| S1 |
1.2913 |
1.2913 |
1.2910 |
1.2913 |
| S2 |
1.2912 |
1.2912 |
1.2906 |
|
| S3 |
1.2874 |
1.2875 |
1.2903 |
|
| S4 |
1.2836 |
1.2837 |
1.2892 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4261 |
1.3984 |
1.3131 |
|
| R3 |
1.3864 |
1.3587 |
1.3022 |
|
| R2 |
1.3467 |
1.3467 |
1.2986 |
|
| R1 |
1.3190 |
1.3190 |
1.2949 |
1.3130 |
| PP |
1.3070 |
1.3070 |
1.3070 |
1.3040 |
| S1 |
1.2793 |
1.2793 |
1.2877 |
1.2733 |
| S2 |
1.2673 |
1.2673 |
1.2840 |
|
| S3 |
1.2276 |
1.2396 |
1.2804 |
|
| S4 |
1.1879 |
1.1999 |
1.2695 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3150 |
|
2.618 |
1.3087 |
|
1.618 |
1.3049 |
|
1.000 |
1.3026 |
|
0.618 |
1.3011 |
|
HIGH |
1.2988 |
|
0.618 |
1.2973 |
|
0.500 |
1.2969 |
|
0.382 |
1.2965 |
|
LOW |
1.2950 |
|
0.618 |
1.2927 |
|
1.000 |
1.2912 |
|
1.618 |
1.2889 |
|
2.618 |
1.2851 |
|
4.250 |
1.2789 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2969 |
1.3118 |
| PP |
1.2950 |
1.3050 |
| S1 |
1.2932 |
1.2981 |
|