CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3020 |
1.3153 |
0.0133 |
1.0% |
1.3240 |
| High |
1.3119 |
1.3236 |
0.0117 |
0.9% |
1.3347 |
| Low |
1.3020 |
1.3153 |
0.0133 |
1.0% |
1.2950 |
| Close |
1.3107 |
1.3315 |
0.0208 |
1.6% |
1.2913 |
| Range |
0.0099 |
0.0083 |
-0.0016 |
-16.2% |
0.0397 |
| ATR |
0.0071 |
0.0075 |
0.0004 |
5.9% |
0.0000 |
| Volume |
2 |
14 |
12 |
600.0% |
11 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3484 |
1.3482 |
1.3361 |
|
| R3 |
1.3401 |
1.3399 |
1.3338 |
|
| R2 |
1.3318 |
1.3318 |
1.3330 |
|
| R1 |
1.3316 |
1.3316 |
1.3323 |
1.3317 |
| PP |
1.3235 |
1.3235 |
1.3235 |
1.3235 |
| S1 |
1.3233 |
1.3233 |
1.3307 |
1.3234 |
| S2 |
1.3152 |
1.3152 |
1.3300 |
|
| S3 |
1.3069 |
1.3150 |
1.3292 |
|
| S4 |
1.2986 |
1.3067 |
1.3269 |
|
|
| 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 |
1.3589 |
|
2.618 |
1.3453 |
|
1.618 |
1.3370 |
|
1.000 |
1.3319 |
|
0.618 |
1.3287 |
|
HIGH |
1.3236 |
|
0.618 |
1.3204 |
|
0.500 |
1.3195 |
|
0.382 |
1.3185 |
|
LOW |
1.3153 |
|
0.618 |
1.3102 |
|
1.000 |
1.3070 |
|
1.618 |
1.3019 |
|
2.618 |
1.2936 |
|
4.250 |
1.2800 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3275 |
1.3238 |
| PP |
1.3235 |
1.3160 |
| S1 |
1.3195 |
1.3083 |
|