CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3112 |
1.2985 |
-0.0127 |
-1.0% |
1.3735 |
| High |
1.3150 |
1.3182 |
0.0032 |
0.2% |
1.3785 |
| Low |
1.2968 |
1.2969 |
0.0001 |
0.0% |
1.3200 |
| Close |
1.3009 |
1.3132 |
0.0123 |
0.9% |
1.3242 |
| Range |
0.0182 |
0.0213 |
0.0031 |
17.0% |
0.0585 |
| ATR |
0.0183 |
0.0185 |
0.0002 |
1.2% |
0.0000 |
| Volume |
499,300 |
493,449 |
-5,851 |
-1.2% |
1,539,796 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3733 |
1.3646 |
1.3249 |
|
| R3 |
1.3520 |
1.3433 |
1.3191 |
|
| R2 |
1.3307 |
1.3307 |
1.3171 |
|
| R1 |
1.3220 |
1.3220 |
1.3152 |
1.3264 |
| PP |
1.3094 |
1.3094 |
1.3094 |
1.3116 |
| S1 |
1.3007 |
1.3007 |
1.3112 |
1.3051 |
| S2 |
1.2881 |
1.2881 |
1.3093 |
|
| S3 |
1.2668 |
1.2794 |
1.3073 |
|
| S4 |
1.2455 |
1.2581 |
1.3015 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5164 |
1.4788 |
1.3564 |
|
| R3 |
1.4579 |
1.4203 |
1.3403 |
|
| R2 |
1.3994 |
1.3994 |
1.3349 |
|
| R1 |
1.3618 |
1.3618 |
1.3296 |
1.3514 |
| PP |
1.3409 |
1.3409 |
1.3409 |
1.3357 |
| S1 |
1.3033 |
1.3033 |
1.3188 |
1.2929 |
| S2 |
1.2824 |
1.2824 |
1.3135 |
|
| S3 |
1.2239 |
1.2448 |
1.3081 |
|
| S4 |
1.1654 |
1.1863 |
1.2920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3421 |
1.2968 |
0.0453 |
3.4% |
0.0192 |
1.5% |
36% |
False |
False |
435,154 |
| 10 |
1.3785 |
1.2968 |
0.0817 |
6.2% |
0.0182 |
1.4% |
20% |
False |
False |
386,269 |
| 20 |
1.4276 |
1.2968 |
0.1308 |
10.0% |
0.0190 |
1.4% |
13% |
False |
False |
401,091 |
| 40 |
1.4276 |
1.2968 |
0.1308 |
10.0% |
0.0180 |
1.4% |
13% |
False |
False |
377,891 |
| 60 |
1.4276 |
1.2640 |
0.1636 |
12.5% |
0.0169 |
1.3% |
30% |
False |
False |
354,747 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.9% |
0.0159 |
1.2% |
32% |
False |
False |
267,031 |
| 100 |
1.4276 |
1.2587 |
0.1689 |
12.9% |
0.0153 |
1.2% |
32% |
False |
False |
213,782 |
| 120 |
1.4276 |
1.2170 |
0.2106 |
16.0% |
0.0149 |
1.1% |
46% |
False |
False |
178,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4087 |
|
2.618 |
1.3740 |
|
1.618 |
1.3527 |
|
1.000 |
1.3395 |
|
0.618 |
1.3314 |
|
HIGH |
1.3182 |
|
0.618 |
1.3101 |
|
0.500 |
1.3076 |
|
0.382 |
1.3050 |
|
LOW |
1.2969 |
|
0.618 |
1.2837 |
|
1.000 |
1.2756 |
|
1.618 |
1.2624 |
|
2.618 |
1.2411 |
|
4.250 |
1.2064 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3113 |
1.3135 |
| PP |
1.3094 |
1.3134 |
| S1 |
1.3076 |
1.3133 |
|