CME Euro FX (E) Future March 2011
| 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 |
1.3260 |
1.3234 |
-0.0026 |
-0.2% |
1.3400 |
| High |
1.3317 |
1.3278 |
-0.0039 |
-0.3% |
1.3413 |
| Low |
1.3157 |
1.3172 |
0.0015 |
0.1% |
1.3157 |
| Close |
1.3229 |
1.3224 |
-0.0005 |
0.0% |
1.3224 |
| Range |
0.0160 |
0.0106 |
-0.0054 |
-33.8% |
0.0256 |
| ATR |
0.0174 |
0.0169 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
172,898 |
218,079 |
45,181 |
26.1% |
552,783 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3543 |
1.3489 |
1.3282 |
|
| R3 |
1.3437 |
1.3383 |
1.3253 |
|
| R2 |
1.3331 |
1.3331 |
1.3243 |
|
| R1 |
1.3277 |
1.3277 |
1.3234 |
1.3251 |
| PP |
1.3225 |
1.3225 |
1.3225 |
1.3212 |
| S1 |
1.3171 |
1.3171 |
1.3214 |
1.3145 |
| S2 |
1.3119 |
1.3119 |
1.3205 |
|
| S3 |
1.3013 |
1.3065 |
1.3195 |
|
| S4 |
1.2907 |
1.2959 |
1.3166 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4033 |
1.3884 |
1.3365 |
|
| R3 |
1.3777 |
1.3628 |
1.3294 |
|
| R2 |
1.3521 |
1.3521 |
1.3271 |
|
| R1 |
1.3372 |
1.3372 |
1.3247 |
1.3319 |
| PP |
1.3265 |
1.3265 |
1.3265 |
1.3238 |
| S1 |
1.3116 |
1.3116 |
1.3201 |
1.3063 |
| S2 |
1.3009 |
1.3009 |
1.3177 |
|
| S3 |
1.2753 |
1.2860 |
1.3154 |
|
| S4 |
1.2497 |
1.2604 |
1.3083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3413 |
1.3157 |
0.0256 |
1.9% |
0.0138 |
1.0% |
26% |
False |
False |
110,556 |
| 10 |
1.3428 |
1.2963 |
0.0465 |
3.5% |
0.0174 |
1.3% |
56% |
False |
False |
59,392 |
| 20 |
1.3767 |
1.2963 |
0.0804 |
6.1% |
0.0172 |
1.3% |
32% |
False |
False |
30,615 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0176 |
1.3% |
20% |
False |
False |
15,650 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0164 |
1.2% |
20% |
False |
False |
10,590 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.2% |
0.0136 |
1.0% |
36% |
False |
False |
7,954 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.2% |
0.0111 |
0.8% |
36% |
False |
False |
6,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3729 |
|
2.618 |
1.3556 |
|
1.618 |
1.3450 |
|
1.000 |
1.3384 |
|
0.618 |
1.3344 |
|
HIGH |
1.3278 |
|
0.618 |
1.3238 |
|
0.500 |
1.3225 |
|
0.382 |
1.3212 |
|
LOW |
1.3172 |
|
0.618 |
1.3106 |
|
1.000 |
1.3066 |
|
1.618 |
1.3000 |
|
2.618 |
1.2894 |
|
4.250 |
1.2722 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3225 |
1.3237 |
| PP |
1.3225 |
1.3233 |
| S1 |
1.3224 |
1.3228 |
|