CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3124 |
1.3213 |
0.0089 |
0.7% |
1.3273 |
| High |
1.3247 |
1.3438 |
0.0191 |
1.4% |
1.3438 |
| Low |
1.3059 |
1.3192 |
0.0133 |
1.0% |
1.2968 |
| Close |
1.3202 |
1.3378 |
0.0176 |
1.3% |
1.3378 |
| Range |
0.0188 |
0.0246 |
0.0058 |
30.9% |
0.0470 |
| ATR |
0.0185 |
0.0190 |
0.0004 |
2.3% |
0.0000 |
| Volume |
482,409 |
392,762 |
-89,647 |
-18.6% |
2,294,655 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4074 |
1.3972 |
1.3513 |
|
| R3 |
1.3828 |
1.3726 |
1.3446 |
|
| R2 |
1.3582 |
1.3582 |
1.3423 |
|
| R1 |
1.3480 |
1.3480 |
1.3401 |
1.3531 |
| PP |
1.3336 |
1.3336 |
1.3336 |
1.3362 |
| S1 |
1.3234 |
1.3234 |
1.3355 |
1.3285 |
| S2 |
1.3090 |
1.3090 |
1.3333 |
|
| S3 |
1.2844 |
1.2988 |
1.3310 |
|
| S4 |
1.2598 |
1.2742 |
1.3243 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4671 |
1.4495 |
1.3637 |
|
| R3 |
1.4201 |
1.4025 |
1.3507 |
|
| R2 |
1.3731 |
1.3731 |
1.3464 |
|
| R1 |
1.3555 |
1.3555 |
1.3421 |
1.3643 |
| PP |
1.3261 |
1.3261 |
1.3261 |
1.3306 |
| S1 |
1.3085 |
1.3085 |
1.3335 |
1.3173 |
| S2 |
1.2791 |
1.2791 |
1.3292 |
|
| S3 |
1.2321 |
1.2615 |
1.3249 |
|
| S4 |
1.1851 |
1.2145 |
1.3120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3438 |
1.2968 |
0.0470 |
3.5% |
0.0214 |
1.6% |
87% |
True |
False |
458,931 |
| 10 |
1.3785 |
1.2968 |
0.0817 |
6.1% |
0.0200 |
1.5% |
50% |
False |
False |
409,381 |
| 20 |
1.4245 |
1.2968 |
0.1277 |
9.5% |
0.0192 |
1.4% |
32% |
False |
False |
402,629 |
| 40 |
1.4276 |
1.2968 |
0.1308 |
9.8% |
0.0183 |
1.4% |
31% |
False |
False |
380,029 |
| 60 |
1.4276 |
1.2640 |
0.1636 |
12.2% |
0.0172 |
1.3% |
45% |
False |
False |
365,291 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.6% |
0.0159 |
1.2% |
47% |
False |
False |
277,905 |
| 100 |
1.4276 |
1.2587 |
0.1689 |
12.6% |
0.0154 |
1.2% |
47% |
False |
False |
222,525 |
| 120 |
1.4276 |
1.2170 |
0.2106 |
15.7% |
0.0151 |
1.1% |
57% |
False |
False |
185,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4484 |
|
2.618 |
1.4082 |
|
1.618 |
1.3836 |
|
1.000 |
1.3684 |
|
0.618 |
1.3590 |
|
HIGH |
1.3438 |
|
0.618 |
1.3344 |
|
0.500 |
1.3315 |
|
0.382 |
1.3286 |
|
LOW |
1.3192 |
|
0.618 |
1.3040 |
|
1.000 |
1.2946 |
|
1.618 |
1.2794 |
|
2.618 |
1.2548 |
|
4.250 |
1.2147 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3357 |
1.3320 |
| PP |
1.3336 |
1.3262 |
| S1 |
1.3315 |
1.3204 |
|