CME Euro FX (E) Future March 2011


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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 1.3255 1.3260 0.0005 0.0% 1.3266
High 1.3272 1.3317 0.0045 0.3% 1.3428
Low 1.3172 1.3157 -0.0015 -0.1% 1.2963
Close 1.3252 1.3229 -0.0023 -0.2% 1.3369
Range 0.0100 0.0160 0.0060 60.0% 0.0465
ATR 0.0175 0.0174 -0.0001 -0.6% 0.0000
Volume 88,386 172,898 84,512 95.6% 41,137
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3714 1.3632 1.3317
R3 1.3554 1.3472 1.3273
R2 1.3394 1.3394 1.3258
R1 1.3312 1.3312 1.3244 1.3273
PP 1.3234 1.3234 1.3234 1.3215
S1 1.3152 1.3152 1.3214 1.3113
S2 1.3074 1.3074 1.3200
S3 1.2914 1.2992 1.3185
S4 1.2754 1.2832 1.3141
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4648 1.4474 1.3625
R3 1.4183 1.4009 1.3497
R2 1.3718 1.3718 1.3454
R1 1.3544 1.3544 1.3412 1.3631
PP 1.3253 1.3253 1.3253 1.3297
S1 1.3079 1.3079 1.3326 1.3166
S2 1.2788 1.2788 1.3284
S3 1.2323 1.2614 1.3241
S4 1.1858 1.2149 1.3113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3428 1.3157 0.0271 2.0% 0.0165 1.2% 27% False True 68,948
10 1.3428 1.2963 0.0465 3.5% 0.0181 1.4% 57% False False 37,907
20 1.3798 1.2963 0.0835 6.3% 0.0176 1.3% 32% False False 19,779
40 1.4250 1.2963 0.1287 9.7% 0.0177 1.3% 21% False False 10,202
60 1.4250 1.2963 0.1287 9.7% 0.0164 1.2% 21% False False 6,960
80 1.4250 1.2642 0.1608 12.2% 0.0135 1.0% 37% False False 5,228
100 1.4250 1.2642 0.1608 12.2% 0.0110 0.8% 37% False False 4,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3997
2.618 1.3736
1.618 1.3576
1.000 1.3477
0.618 1.3416
HIGH 1.3317
0.618 1.3256
0.500 1.3237
0.382 1.3218
LOW 1.3157
0.618 1.3058
1.000 1.2997
1.618 1.2898
2.618 1.2738
4.250 1.2477
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 1.3237 1.3275
PP 1.3234 1.3260
S1 1.3232 1.3244

These figures are updated between 7pm and 10pm EST after a trading day.

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