CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3200 |
1.3379 |
0.0179 |
1.4% |
1.3400 |
| High |
1.3430 |
1.3493 |
0.0063 |
0.5% |
1.3413 |
| Low |
1.3176 |
1.3358 |
0.0182 |
1.4% |
1.3157 |
| Close |
1.3395 |
1.3383 |
-0.0012 |
-0.1% |
1.3224 |
| Range |
0.0254 |
0.0135 |
-0.0119 |
-46.9% |
0.0256 |
| ATR |
0.0175 |
0.0172 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
315,757 |
372,616 |
56,859 |
18.0% |
552,783 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3816 |
1.3735 |
1.3457 |
|
| R3 |
1.3681 |
1.3600 |
1.3420 |
|
| R2 |
1.3546 |
1.3546 |
1.3408 |
|
| R1 |
1.3465 |
1.3465 |
1.3395 |
1.3506 |
| PP |
1.3411 |
1.3411 |
1.3411 |
1.3432 |
| S1 |
1.3330 |
1.3330 |
1.3371 |
1.3371 |
| S2 |
1.3276 |
1.3276 |
1.3358 |
|
| S3 |
1.3141 |
1.3195 |
1.3346 |
|
| S4 |
1.3006 |
1.3060 |
1.3309 |
|
|
| 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 |
1.3493 |
1.3157 |
0.0336 |
2.5% |
0.0151 |
1.1% |
67% |
True |
False |
233,547 |
| 10 |
1.3493 |
1.2965 |
0.0528 |
3.9% |
0.0171 |
1.3% |
79% |
True |
False |
127,456 |
| 20 |
1.3767 |
1.2963 |
0.0804 |
6.0% |
0.0173 |
1.3% |
52% |
False |
False |
64,909 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.6% |
0.0176 |
1.3% |
33% |
False |
False |
32,833 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.6% |
0.0167 |
1.3% |
33% |
False |
False |
22,058 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.0% |
0.0141 |
1.1% |
46% |
False |
False |
16,558 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.0% |
0.0115 |
0.9% |
46% |
False |
False |
13,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4067 |
|
2.618 |
1.3846 |
|
1.618 |
1.3711 |
|
1.000 |
1.3628 |
|
0.618 |
1.3576 |
|
HIGH |
1.3493 |
|
0.618 |
1.3441 |
|
0.500 |
1.3426 |
|
0.382 |
1.3410 |
|
LOW |
1.3358 |
|
0.618 |
1.3275 |
|
1.000 |
1.3223 |
|
1.618 |
1.3140 |
|
2.618 |
1.3005 |
|
4.250 |
1.2784 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3426 |
1.3366 |
| PP |
1.3411 |
1.3349 |
| S1 |
1.3397 |
1.3333 |
|