CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3234 |
1.3200 |
-0.0034 |
-0.3% |
1.3400 |
| High |
1.3278 |
1.3430 |
0.0152 |
1.1% |
1.3413 |
| Low |
1.3172 |
1.3176 |
0.0004 |
0.0% |
1.3157 |
| Close |
1.3224 |
1.3395 |
0.0171 |
1.3% |
1.3224 |
| Range |
0.0106 |
0.0254 |
0.0148 |
139.6% |
0.0256 |
| ATR |
0.0169 |
0.0175 |
0.0006 |
3.6% |
0.0000 |
| Volume |
218,079 |
315,757 |
97,678 |
44.8% |
552,783 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4096 |
1.3999 |
1.3535 |
|
| R3 |
1.3842 |
1.3745 |
1.3465 |
|
| R2 |
1.3588 |
1.3588 |
1.3442 |
|
| R1 |
1.3491 |
1.3491 |
1.3418 |
1.3540 |
| PP |
1.3334 |
1.3334 |
1.3334 |
1.3358 |
| S1 |
1.3237 |
1.3237 |
1.3372 |
1.3286 |
| S2 |
1.3080 |
1.3080 |
1.3348 |
|
| S3 |
1.2826 |
1.2983 |
1.3325 |
|
| S4 |
1.2572 |
1.2729 |
1.3255 |
|
|
| 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 |
1.3430 |
1.3157 |
0.0273 |
2.0% |
0.0153 |
1.1% |
87% |
True |
False |
168,820 |
| 10 |
1.3430 |
1.2963 |
0.0467 |
3.5% |
0.0176 |
1.3% |
93% |
True |
False |
90,557 |
| 20 |
1.3767 |
1.2963 |
0.0804 |
6.0% |
0.0175 |
1.3% |
54% |
False |
False |
46,363 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.6% |
0.0176 |
1.3% |
34% |
False |
False |
23,530 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.6% |
0.0167 |
1.2% |
34% |
False |
False |
15,850 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.0% |
0.0139 |
1.0% |
47% |
False |
False |
11,901 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.0% |
0.0114 |
0.8% |
47% |
False |
False |
9,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4510 |
|
2.618 |
1.4095 |
|
1.618 |
1.3841 |
|
1.000 |
1.3684 |
|
0.618 |
1.3587 |
|
HIGH |
1.3430 |
|
0.618 |
1.3333 |
|
0.500 |
1.3303 |
|
0.382 |
1.3273 |
|
LOW |
1.3176 |
|
0.618 |
1.3019 |
|
1.000 |
1.2922 |
|
1.618 |
1.2765 |
|
2.618 |
1.2511 |
|
4.250 |
1.2097 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3364 |
1.3361 |
| PP |
1.3334 |
1.3327 |
| S1 |
1.3303 |
1.3294 |
|