CME Euro FX (E) Future March 2011
| 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 |
|
|
|
| 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 |
|