CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3267 |
1.3265 |
-0.0002 |
0.0% |
1.3273 |
| High |
1.3280 |
1.3327 |
0.0047 |
0.4% |
1.3438 |
| Low |
1.3179 |
1.3163 |
-0.0016 |
-0.1% |
1.2968 |
| Close |
1.3260 |
1.3236 |
-0.0024 |
-0.2% |
1.3378 |
| Range |
0.0101 |
0.0164 |
0.0063 |
62.4% |
0.0470 |
| ATR |
0.0180 |
0.0179 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
366,810 |
312,515 |
-54,295 |
-14.8% |
2,294,655 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3734 |
1.3649 |
1.3326 |
|
| R3 |
1.3570 |
1.3485 |
1.3281 |
|
| R2 |
1.3406 |
1.3406 |
1.3266 |
|
| R1 |
1.3321 |
1.3321 |
1.3251 |
1.3282 |
| PP |
1.3242 |
1.3242 |
1.3242 |
1.3222 |
| S1 |
1.3157 |
1.3157 |
1.3221 |
1.3118 |
| S2 |
1.3078 |
1.3078 |
1.3206 |
|
| S3 |
1.2914 |
1.2993 |
1.3191 |
|
| S4 |
1.2750 |
1.2829 |
1.3146 |
|
|
| 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 |
1.3163 |
0.0275 |
2.1% |
0.0166 |
1.3% |
27% |
False |
True |
355,010 |
| 10 |
1.3438 |
1.2968 |
0.0470 |
3.6% |
0.0184 |
1.4% |
57% |
False |
False |
406,246 |
| 20 |
1.3817 |
1.2968 |
0.0849 |
6.4% |
0.0181 |
1.4% |
32% |
False |
False |
389,137 |
| 40 |
1.4276 |
1.2968 |
0.1308 |
9.9% |
0.0184 |
1.4% |
20% |
False |
False |
382,334 |
| 60 |
1.4276 |
1.2968 |
0.1308 |
9.9% |
0.0173 |
1.3% |
20% |
False |
False |
366,740 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.8% |
0.0160 |
1.2% |
38% |
False |
False |
295,125 |
| 100 |
1.4276 |
1.2587 |
0.1689 |
12.8% |
0.0155 |
1.2% |
38% |
False |
False |
236,315 |
| 120 |
1.4276 |
1.2170 |
0.2106 |
15.9% |
0.0152 |
1.1% |
51% |
False |
False |
196,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4024 |
|
2.618 |
1.3756 |
|
1.618 |
1.3592 |
|
1.000 |
1.3491 |
|
0.618 |
1.3428 |
|
HIGH |
1.3327 |
|
0.618 |
1.3264 |
|
0.500 |
1.3245 |
|
0.382 |
1.3226 |
|
LOW |
1.3163 |
|
0.618 |
1.3062 |
|
1.000 |
1.2999 |
|
1.618 |
1.2898 |
|
2.618 |
1.2734 |
|
4.250 |
1.2466 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3245 |
1.3282 |
| PP |
1.3242 |
1.3266 |
| S1 |
1.3239 |
1.3251 |
|