CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2929 |
1.3020 |
0.0091 |
0.7% |
1.3240 |
| High |
1.2950 |
1.3119 |
0.0169 |
1.3% |
1.3347 |
| Low |
1.2929 |
1.3020 |
0.0091 |
0.7% |
1.2950 |
| Close |
1.2949 |
1.3107 |
0.0158 |
1.2% |
1.2913 |
| Range |
0.0021 |
0.0099 |
0.0078 |
371.4% |
0.0397 |
| ATR |
0.0063 |
0.0071 |
0.0008 |
12.1% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
11 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3379 |
1.3342 |
1.3161 |
|
| R3 |
1.3280 |
1.3243 |
1.3134 |
|
| R2 |
1.3181 |
1.3181 |
1.3125 |
|
| R1 |
1.3144 |
1.3144 |
1.3116 |
1.3163 |
| PP |
1.3082 |
1.3082 |
1.3082 |
1.3091 |
| S1 |
1.3045 |
1.3045 |
1.3098 |
1.3064 |
| S2 |
1.2983 |
1.2983 |
1.3089 |
|
| S3 |
1.2884 |
1.2946 |
1.3080 |
|
| S4 |
1.2785 |
1.2847 |
1.3053 |
|
|
| 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 |
1.3540 |
|
2.618 |
1.3378 |
|
1.618 |
1.3279 |
|
1.000 |
1.3218 |
|
0.618 |
1.3180 |
|
HIGH |
1.3119 |
|
0.618 |
1.3081 |
|
0.500 |
1.3070 |
|
0.382 |
1.3058 |
|
LOW |
1.3020 |
|
0.618 |
1.2959 |
|
1.000 |
1.2921 |
|
1.618 |
1.2860 |
|
2.618 |
1.2761 |
|
4.250 |
1.2599 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3095 |
1.3064 |
| PP |
1.3082 |
1.3021 |
| S1 |
1.3070 |
1.2979 |
|