CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3407 |
1.3307 |
-0.0100 |
-0.7% |
1.3273 |
| High |
1.3421 |
1.3400 |
-0.0021 |
-0.2% |
1.3438 |
| Low |
1.3244 |
1.3257 |
0.0013 |
0.1% |
1.2968 |
| Close |
1.3320 |
1.3286 |
-0.0034 |
-0.3% |
1.3378 |
| Range |
0.0177 |
0.0143 |
-0.0034 |
-19.2% |
0.0470 |
| ATR |
0.0189 |
0.0185 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
347,934 |
355,030 |
7,096 |
2.0% |
2,294,655 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3743 |
1.3658 |
1.3365 |
|
| R3 |
1.3600 |
1.3515 |
1.3325 |
|
| R2 |
1.3457 |
1.3457 |
1.3312 |
|
| R1 |
1.3372 |
1.3372 |
1.3299 |
1.3343 |
| PP |
1.3314 |
1.3314 |
1.3314 |
1.3300 |
| S1 |
1.3229 |
1.3229 |
1.3273 |
1.3200 |
| S2 |
1.3171 |
1.3171 |
1.3260 |
|
| S3 |
1.3028 |
1.3086 |
1.3247 |
|
| S4 |
1.2885 |
1.2943 |
1.3207 |
|
|
| 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 |
1.2969 |
0.0469 |
3.5% |
0.0193 |
1.5% |
68% |
False |
False |
414,316 |
| 10 |
1.3629 |
1.2968 |
0.0661 |
5.0% |
0.0199 |
1.5% |
48% |
False |
False |
420,433 |
| 20 |
1.3970 |
1.2968 |
0.1002 |
7.5% |
0.0187 |
1.4% |
32% |
False |
False |
401,579 |
| 40 |
1.4276 |
1.2968 |
0.1308 |
9.8% |
0.0183 |
1.4% |
24% |
False |
False |
382,555 |
| 60 |
1.4276 |
1.2825 |
0.1451 |
10.9% |
0.0173 |
1.3% |
32% |
False |
False |
367,768 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.7% |
0.0159 |
1.2% |
41% |
False |
False |
286,655 |
| 100 |
1.4276 |
1.2587 |
0.1689 |
12.7% |
0.0155 |
1.2% |
41% |
False |
False |
229,530 |
| 120 |
1.4276 |
1.2170 |
0.2106 |
15.9% |
0.0152 |
1.1% |
53% |
False |
False |
191,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4008 |
|
2.618 |
1.3774 |
|
1.618 |
1.3631 |
|
1.000 |
1.3543 |
|
0.618 |
1.3488 |
|
HIGH |
1.3400 |
|
0.618 |
1.3345 |
|
0.500 |
1.3329 |
|
0.382 |
1.3312 |
|
LOW |
1.3257 |
|
0.618 |
1.3169 |
|
1.000 |
1.3114 |
|
1.618 |
1.3026 |
|
2.618 |
1.2883 |
|
4.250 |
1.2649 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3329 |
1.3315 |
| PP |
1.3314 |
1.3305 |
| S1 |
1.3300 |
1.3296 |
|