CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3307 |
1.3267 |
-0.0040 |
-0.3% |
1.3273 |
| High |
1.3400 |
1.3280 |
-0.0120 |
-0.9% |
1.3438 |
| Low |
1.3257 |
1.3179 |
-0.0078 |
-0.6% |
1.2968 |
| Close |
1.3286 |
1.3260 |
-0.0026 |
-0.2% |
1.3378 |
| Range |
0.0143 |
0.0101 |
-0.0042 |
-29.4% |
0.0470 |
| ATR |
0.0185 |
0.0180 |
-0.0006 |
-3.0% |
0.0000 |
| Volume |
355,030 |
366,810 |
11,780 |
3.3% |
2,294,655 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3543 |
1.3502 |
1.3316 |
|
| R3 |
1.3442 |
1.3401 |
1.3288 |
|
| R2 |
1.3341 |
1.3341 |
1.3279 |
|
| R1 |
1.3300 |
1.3300 |
1.3269 |
1.3270 |
| PP |
1.3240 |
1.3240 |
1.3240 |
1.3225 |
| S1 |
1.3199 |
1.3199 |
1.3251 |
1.3169 |
| S2 |
1.3139 |
1.3139 |
1.3241 |
|
| S3 |
1.3038 |
1.3098 |
1.3232 |
|
| S4 |
1.2937 |
1.2997 |
1.3204 |
|
|
| 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 |
1.3059 |
0.0379 |
2.9% |
0.0171 |
1.3% |
53% |
False |
False |
388,989 |
| 10 |
1.3438 |
1.2968 |
0.0470 |
3.5% |
0.0182 |
1.4% |
62% |
False |
False |
412,071 |
| 20 |
1.3820 |
1.2968 |
0.0852 |
6.4% |
0.0180 |
1.4% |
34% |
False |
False |
397,871 |
| 40 |
1.4276 |
1.2968 |
0.1308 |
9.9% |
0.0182 |
1.4% |
22% |
False |
False |
381,826 |
| 60 |
1.4276 |
1.2952 |
0.1324 |
10.0% |
0.0171 |
1.3% |
23% |
False |
False |
366,995 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.7% |
0.0159 |
1.2% |
40% |
False |
False |
291,228 |
| 100 |
1.4276 |
1.2587 |
0.1689 |
12.7% |
0.0155 |
1.2% |
40% |
False |
False |
233,194 |
| 120 |
1.4276 |
1.2170 |
0.2106 |
15.9% |
0.0152 |
1.1% |
52% |
False |
False |
194,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3709 |
|
2.618 |
1.3544 |
|
1.618 |
1.3443 |
|
1.000 |
1.3381 |
|
0.618 |
1.3342 |
|
HIGH |
1.3280 |
|
0.618 |
1.3241 |
|
0.500 |
1.3230 |
|
0.382 |
1.3218 |
|
LOW |
1.3179 |
|
0.618 |
1.3117 |
|
1.000 |
1.3078 |
|
1.618 |
1.3016 |
|
2.618 |
1.2915 |
|
4.250 |
1.2750 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3250 |
1.3300 |
| PP |
1.3240 |
1.3287 |
| S1 |
1.3230 |
1.3273 |
|