CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3681 |
1.3600 |
-0.0081 |
-0.6% |
1.3550 |
| High |
1.3681 |
1.3600 |
-0.0081 |
-0.6% |
1.3681 |
| Low |
1.3681 |
1.3549 |
-0.0132 |
-1.0% |
1.3549 |
| Close |
1.3681 |
1.3567 |
-0.0114 |
-0.8% |
1.3567 |
| Range |
0.0000 |
0.0051 |
0.0051 |
|
0.0132 |
| ATR |
0.0060 |
0.0065 |
0.0005 |
8.5% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
24 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3725 |
1.3697 |
1.3595 |
|
| R3 |
1.3674 |
1.3646 |
1.3581 |
|
| R2 |
1.3623 |
1.3623 |
1.3576 |
|
| R1 |
1.3595 |
1.3595 |
1.3572 |
1.3584 |
| PP |
1.3572 |
1.3572 |
1.3572 |
1.3566 |
| S1 |
1.3544 |
1.3544 |
1.3562 |
1.3533 |
| S2 |
1.3521 |
1.3521 |
1.3558 |
|
| S3 |
1.3470 |
1.3493 |
1.3553 |
|
| S4 |
1.3419 |
1.3442 |
1.3539 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3995 |
1.3913 |
1.3640 |
|
| R3 |
1.3863 |
1.3781 |
1.3603 |
|
| R2 |
1.3731 |
1.3731 |
1.3591 |
|
| R1 |
1.3649 |
1.3649 |
1.3579 |
1.3690 |
| PP |
1.3599 |
1.3599 |
1.3599 |
1.3620 |
| S1 |
1.3517 |
1.3517 |
1.3555 |
1.3558 |
| S2 |
1.3467 |
1.3467 |
1.3543 |
|
| S3 |
1.3335 |
1.3385 |
1.3531 |
|
| S4 |
1.3203 |
1.3253 |
1.3494 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3817 |
|
2.618 |
1.3734 |
|
1.618 |
1.3683 |
|
1.000 |
1.3651 |
|
0.618 |
1.3632 |
|
HIGH |
1.3600 |
|
0.618 |
1.3581 |
|
0.500 |
1.3575 |
|
0.382 |
1.3568 |
|
LOW |
1.3549 |
|
0.618 |
1.3517 |
|
1.000 |
1.3498 |
|
1.618 |
1.3466 |
|
2.618 |
1.3415 |
|
4.250 |
1.3332 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3575 |
1.3615 |
| PP |
1.3572 |
1.3599 |
| S1 |
1.3570 |
1.3583 |
|