CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3434 |
1.3510 |
0.0076 |
0.6% |
1.3236 |
| High |
1.3434 |
1.3575 |
0.0141 |
1.0% |
1.3575 |
| Low |
1.3434 |
1.3500 |
0.0066 |
0.5% |
1.3236 |
| Close |
1.3434 |
1.3552 |
0.0118 |
0.9% |
1.3552 |
| Range |
0.0000 |
0.0075 |
0.0075 |
|
0.0339 |
| ATR |
0.0067 |
0.0072 |
0.0005 |
7.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3767 |
1.3735 |
1.3593 |
|
| R3 |
1.3692 |
1.3660 |
1.3573 |
|
| R2 |
1.3617 |
1.3617 |
1.3566 |
|
| R1 |
1.3585 |
1.3585 |
1.3559 |
1.3601 |
| PP |
1.3542 |
1.3542 |
1.3542 |
1.3551 |
| S1 |
1.3510 |
1.3510 |
1.3545 |
1.3526 |
| S2 |
1.3467 |
1.3467 |
1.3538 |
|
| S3 |
1.3392 |
1.3435 |
1.3531 |
|
| S4 |
1.3317 |
1.3360 |
1.3511 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4471 |
1.4351 |
1.3738 |
|
| R3 |
1.4132 |
1.4012 |
1.3645 |
|
| R2 |
1.3793 |
1.3793 |
1.3614 |
|
| R1 |
1.3673 |
1.3673 |
1.3583 |
1.3733 |
| PP |
1.3454 |
1.3454 |
1.3454 |
1.3485 |
| S1 |
1.3334 |
1.3334 |
1.3521 |
1.3394 |
| S2 |
1.3115 |
1.3115 |
1.3490 |
|
| S3 |
1.2776 |
1.2995 |
1.3459 |
|
| S4 |
1.2437 |
1.2656 |
1.3366 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3894 |
|
2.618 |
1.3771 |
|
1.618 |
1.3696 |
|
1.000 |
1.3650 |
|
0.618 |
1.3621 |
|
HIGH |
1.3575 |
|
0.618 |
1.3546 |
|
0.500 |
1.3538 |
|
0.382 |
1.3529 |
|
LOW |
1.3500 |
|
0.618 |
1.3454 |
|
1.000 |
1.3425 |
|
1.618 |
1.3379 |
|
2.618 |
1.3304 |
|
4.250 |
1.3181 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3547 |
1.3534 |
| PP |
1.3542 |
1.3517 |
| S1 |
1.3538 |
1.3499 |
|