CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3265 |
1.3238 |
-0.0027 |
-0.2% |
1.3407 |
| High |
1.3327 |
1.3284 |
-0.0043 |
-0.3% |
1.3421 |
| Low |
1.3163 |
1.3178 |
0.0015 |
0.1% |
1.3163 |
| Close |
1.3236 |
1.3230 |
-0.0006 |
0.0% |
1.3230 |
| Range |
0.0164 |
0.0106 |
-0.0058 |
-35.4% |
0.0258 |
| ATR |
0.0179 |
0.0174 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
312,515 |
97,336 |
-215,179 |
-68.9% |
1,479,625 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3549 |
1.3495 |
1.3288 |
|
| R3 |
1.3443 |
1.3389 |
1.3259 |
|
| R2 |
1.3337 |
1.3337 |
1.3249 |
|
| R1 |
1.3283 |
1.3283 |
1.3240 |
1.3257 |
| PP |
1.3231 |
1.3231 |
1.3231 |
1.3218 |
| S1 |
1.3177 |
1.3177 |
1.3220 |
1.3151 |
| S2 |
1.3125 |
1.3125 |
1.3211 |
|
| S3 |
1.3019 |
1.3071 |
1.3201 |
|
| S4 |
1.2913 |
1.2965 |
1.3172 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4045 |
1.3896 |
1.3372 |
|
| R3 |
1.3787 |
1.3638 |
1.3301 |
|
| R2 |
1.3529 |
1.3529 |
1.3277 |
|
| R1 |
1.3380 |
1.3380 |
1.3254 |
1.3326 |
| PP |
1.3271 |
1.3271 |
1.3271 |
1.3244 |
| S1 |
1.3122 |
1.3122 |
1.3206 |
1.3068 |
| S2 |
1.3013 |
1.3013 |
1.3183 |
|
| S3 |
1.2755 |
1.2864 |
1.3159 |
|
| S4 |
1.2497 |
1.2606 |
1.3088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3421 |
1.3163 |
0.0258 |
2.0% |
0.0138 |
1.0% |
26% |
False |
False |
295,925 |
| 10 |
1.3438 |
1.2968 |
0.0470 |
3.6% |
0.0176 |
1.3% |
56% |
False |
False |
377,428 |
| 20 |
1.3785 |
1.2968 |
0.0817 |
6.2% |
0.0177 |
1.3% |
32% |
False |
False |
375,995 |
| 40 |
1.4276 |
1.2968 |
0.1308 |
9.9% |
0.0182 |
1.4% |
20% |
False |
False |
376,399 |
| 60 |
1.4276 |
1.2968 |
0.1308 |
9.9% |
0.0172 |
1.3% |
20% |
False |
False |
362,558 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.8% |
0.0160 |
1.2% |
38% |
False |
False |
296,336 |
| 100 |
1.4276 |
1.2587 |
0.1689 |
12.8% |
0.0154 |
1.2% |
38% |
False |
False |
237,284 |
| 120 |
1.4276 |
1.2170 |
0.2106 |
15.9% |
0.0152 |
1.1% |
50% |
False |
False |
197,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3735 |
|
2.618 |
1.3562 |
|
1.618 |
1.3456 |
|
1.000 |
1.3390 |
|
0.618 |
1.3350 |
|
HIGH |
1.3284 |
|
0.618 |
1.3244 |
|
0.500 |
1.3231 |
|
0.382 |
1.3218 |
|
LOW |
1.3178 |
|
0.618 |
1.3112 |
|
1.000 |
1.3072 |
|
1.618 |
1.3006 |
|
2.618 |
1.2900 |
|
4.250 |
1.2728 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3231 |
1.3245 |
| PP |
1.3231 |
1.3240 |
| S1 |
1.3230 |
1.3235 |
|