CME Euro FX (E) Future September 2011
Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.3600 |
1.3650 |
0.0050 |
0.4% |
1.3550 |
High |
1.3600 |
1.3650 |
0.0050 |
0.4% |
1.3681 |
Low |
1.3549 |
1.3650 |
0.0101 |
0.7% |
1.3549 |
Close |
1.3567 |
1.3645 |
0.0078 |
0.6% |
1.3567 |
Range |
0.0051 |
0.0000 |
-0.0051 |
-100.0% |
0.0132 |
ATR |
0.0065 |
0.0067 |
0.0001 |
1.9% |
0.0000 |
Volume |
5 |
2 |
-3 |
-60.0% |
24 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3648 |
1.3647 |
1.3645 |
|
R3 |
1.3648 |
1.3647 |
1.3645 |
|
R2 |
1.3648 |
1.3648 |
1.3645 |
|
R1 |
1.3647 |
1.3647 |
1.3645 |
1.3648 |
PP |
1.3648 |
1.3648 |
1.3648 |
1.3649 |
S1 |
1.3647 |
1.3647 |
1.3645 |
1.3648 |
S2 |
1.3648 |
1.3648 |
1.3645 |
|
S3 |
1.3648 |
1.3647 |
1.3645 |
|
S4 |
1.3648 |
1.3647 |
1.3645 |
|
|
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 |
1.3650 |
2.618 |
1.3650 |
1.618 |
1.3650 |
1.000 |
1.3650 |
0.618 |
1.3650 |
HIGH |
1.3650 |
0.618 |
1.3650 |
0.500 |
1.3650 |
0.382 |
1.3650 |
LOW |
1.3650 |
0.618 |
1.3650 |
1.000 |
1.3650 |
1.618 |
1.3650 |
2.618 |
1.3650 |
4.250 |
1.3650 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3650 |
1.3635 |
PP |
1.3648 |
1.3625 |
S1 |
1.3647 |
1.3615 |
|