CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3379 |
1.3378 |
-0.0001 |
0.0% |
1.3400 |
| High |
1.3493 |
1.3378 |
-0.0115 |
-0.9% |
1.3413 |
| Low |
1.3358 |
1.3204 |
-0.0154 |
-1.2% |
1.3157 |
| Close |
1.3383 |
1.3210 |
-0.0173 |
-1.3% |
1.3224 |
| Range |
0.0135 |
0.0174 |
0.0039 |
28.9% |
0.0256 |
| ATR |
0.0172 |
0.0173 |
0.0000 |
0.3% |
0.0000 |
| Volume |
372,616 |
336,097 |
-36,519 |
-9.8% |
552,783 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3786 |
1.3672 |
1.3306 |
|
| R3 |
1.3612 |
1.3498 |
1.3258 |
|
| R2 |
1.3438 |
1.3438 |
1.3242 |
|
| R1 |
1.3324 |
1.3324 |
1.3226 |
1.3294 |
| PP |
1.3264 |
1.3264 |
1.3264 |
1.3249 |
| S1 |
1.3150 |
1.3150 |
1.3194 |
1.3120 |
| S2 |
1.3090 |
1.3090 |
1.3178 |
|
| S3 |
1.2916 |
1.2976 |
1.3162 |
|
| S4 |
1.2742 |
1.2802 |
1.3114 |
|
|
| 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% |
0.0166 |
1.3% |
16% |
False |
False |
283,089 |
| 10 |
1.3493 |
1.3054 |
0.0439 |
3.3% |
0.0168 |
1.3% |
36% |
False |
False |
160,101 |
| 20 |
1.3767 |
1.2963 |
0.0804 |
6.1% |
0.0172 |
1.3% |
31% |
False |
False |
81,575 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0173 |
1.3% |
19% |
False |
False |
41,218 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0167 |
1.3% |
19% |
False |
False |
27,658 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.1% |
0.0143 |
1.1% |
35% |
False |
False |
20,759 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.2% |
0.0117 |
0.9% |
35% |
False |
False |
16,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4118 |
|
2.618 |
1.3834 |
|
1.618 |
1.3660 |
|
1.000 |
1.3552 |
|
0.618 |
1.3486 |
|
HIGH |
1.3378 |
|
0.618 |
1.3312 |
|
0.500 |
1.3291 |
|
0.382 |
1.3270 |
|
LOW |
1.3204 |
|
0.618 |
1.3096 |
|
1.000 |
1.3030 |
|
1.618 |
1.2922 |
|
2.618 |
1.2748 |
|
4.250 |
1.2465 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3291 |
1.3335 |
| PP |
1.3264 |
1.3293 |
| S1 |
1.3237 |
1.3252 |
|