CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3626 |
1.3640 |
0.0014 |
0.1% |
1.3236 |
| High |
1.3626 |
1.3640 |
0.0014 |
0.1% |
1.3575 |
| Low |
1.3626 |
1.3622 |
-0.0004 |
0.0% |
1.3236 |
| Close |
1.3626 |
1.3637 |
0.0011 |
0.1% |
1.3552 |
| Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0339 |
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3687 |
1.3680 |
1.3647 |
|
| R3 |
1.3669 |
1.3662 |
1.3642 |
|
| R2 |
1.3651 |
1.3651 |
1.3640 |
|
| R1 |
1.3644 |
1.3644 |
1.3639 |
1.3639 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3630 |
| S1 |
1.3626 |
1.3626 |
1.3635 |
1.3621 |
| S2 |
1.3615 |
1.3615 |
1.3634 |
|
| S3 |
1.3597 |
1.3608 |
1.3632 |
|
| S4 |
1.3579 |
1.3590 |
1.3627 |
|
|
| 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 |
1.3717 |
|
2.618 |
1.3687 |
|
1.618 |
1.3669 |
|
1.000 |
1.3658 |
|
0.618 |
1.3651 |
|
HIGH |
1.3640 |
|
0.618 |
1.3633 |
|
0.500 |
1.3631 |
|
0.382 |
1.3629 |
|
LOW |
1.3622 |
|
0.618 |
1.3611 |
|
1.000 |
1.3604 |
|
1.618 |
1.3593 |
|
2.618 |
1.3575 |
|
4.250 |
1.3546 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3635 |
1.3623 |
| PP |
1.3633 |
1.3609 |
| S1 |
1.3631 |
1.3595 |
|