CME Euro FX (E) Future September 2011
Trading Metrics calculated at close of trading on 27-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.3640 |
1.3681 |
0.0041 |
0.3% |
1.3236 |
High |
1.3640 |
1.3681 |
0.0041 |
0.3% |
1.3575 |
Low |
1.3622 |
1.3681 |
0.0059 |
0.4% |
1.3236 |
Close |
1.3637 |
1.3681 |
0.0044 |
0.3% |
1.3552 |
Range |
0.0018 |
0.0000 |
-0.0018 |
-100.0% |
0.0339 |
ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
3 |
5 |
2 |
66.7% |
9 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3681 |
1.3681 |
1.3681 |
|
R3 |
1.3681 |
1.3681 |
1.3681 |
|
R2 |
1.3681 |
1.3681 |
1.3681 |
|
R1 |
1.3681 |
1.3681 |
1.3681 |
1.3681 |
PP |
1.3681 |
1.3681 |
1.3681 |
1.3681 |
S1 |
1.3681 |
1.3681 |
1.3681 |
1.3681 |
S2 |
1.3681 |
1.3681 |
1.3681 |
|
S3 |
1.3681 |
1.3681 |
1.3681 |
|
S4 |
1.3681 |
1.3681 |
1.3681 |
|
|
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 |
1.3681 |
2.618 |
1.3681 |
1.618 |
1.3681 |
1.000 |
1.3681 |
0.618 |
1.3681 |
HIGH |
1.3681 |
0.618 |
1.3681 |
0.500 |
1.3681 |
0.382 |
1.3681 |
LOW |
1.3681 |
0.618 |
1.3681 |
1.000 |
1.3681 |
1.618 |
1.3681 |
2.618 |
1.3681 |
4.250 |
1.3681 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3681 |
1.3671 |
PP |
1.3681 |
1.3661 |
S1 |
1.3681 |
1.3652 |
|