CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3213 |
1.3407 |
0.0194 |
1.5% |
1.3273 |
| High |
1.3438 |
1.3421 |
-0.0017 |
-0.1% |
1.3438 |
| Low |
1.3192 |
1.3244 |
0.0052 |
0.4% |
1.2968 |
| Close |
1.3378 |
1.3320 |
-0.0058 |
-0.4% |
1.3378 |
| Range |
0.0246 |
0.0177 |
-0.0069 |
-28.0% |
0.0470 |
| ATR |
0.0190 |
0.0189 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
392,762 |
347,934 |
-44,828 |
-11.4% |
2,294,655 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3859 |
1.3767 |
1.3417 |
|
| R3 |
1.3682 |
1.3590 |
1.3369 |
|
| R2 |
1.3505 |
1.3505 |
1.3352 |
|
| R1 |
1.3413 |
1.3413 |
1.3336 |
1.3371 |
| PP |
1.3328 |
1.3328 |
1.3328 |
1.3307 |
| S1 |
1.3236 |
1.3236 |
1.3304 |
1.3194 |
| S2 |
1.3151 |
1.3151 |
1.3288 |
|
| S3 |
1.2974 |
1.3059 |
1.3271 |
|
| S4 |
1.2797 |
1.2882 |
1.3223 |
|
|
| 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% |
0.0201 |
1.5% |
75% |
False |
False |
443,170 |
| 10 |
1.3785 |
1.2968 |
0.0817 |
6.1% |
0.0205 |
1.5% |
43% |
False |
False |
418,238 |
| 20 |
1.4079 |
1.2968 |
0.1111 |
8.3% |
0.0189 |
1.4% |
32% |
False |
False |
400,090 |
| 40 |
1.4276 |
1.2968 |
0.1308 |
9.8% |
0.0183 |
1.4% |
27% |
False |
False |
378,469 |
| 60 |
1.4276 |
1.2700 |
0.1576 |
11.8% |
0.0174 |
1.3% |
39% |
False |
False |
366,659 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.7% |
0.0159 |
1.2% |
43% |
False |
False |
282,229 |
| 100 |
1.4276 |
1.2587 |
0.1689 |
12.7% |
0.0155 |
1.2% |
43% |
False |
False |
225,993 |
| 120 |
1.4276 |
1.2170 |
0.2106 |
15.8% |
0.0151 |
1.1% |
55% |
False |
False |
188,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4173 |
|
2.618 |
1.3884 |
|
1.618 |
1.3707 |
|
1.000 |
1.3598 |
|
0.618 |
1.3530 |
|
HIGH |
1.3421 |
|
0.618 |
1.3353 |
|
0.500 |
1.3333 |
|
0.382 |
1.3312 |
|
LOW |
1.3244 |
|
0.618 |
1.3135 |
|
1.000 |
1.3067 |
|
1.618 |
1.2958 |
|
2.618 |
1.2781 |
|
4.250 |
1.2492 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3333 |
1.3296 |
| PP |
1.3328 |
1.3272 |
| S1 |
1.3324 |
1.3249 |
|