CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3378 |
1.3216 |
-0.0162 |
-1.2% |
1.3400 |
| High |
1.3378 |
1.3263 |
-0.0115 |
-0.9% |
1.3413 |
| Low |
1.3204 |
1.3178 |
-0.0026 |
-0.2% |
1.3157 |
| Close |
1.3210 |
1.3210 |
0.0000 |
0.0% |
1.3224 |
| Range |
0.0174 |
0.0085 |
-0.0089 |
-51.1% |
0.0256 |
| ATR |
0.0173 |
0.0166 |
-0.0006 |
-3.6% |
0.0000 |
| Volume |
336,097 |
268,217 |
-67,880 |
-20.2% |
552,783 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3472 |
1.3426 |
1.3257 |
|
| R3 |
1.3387 |
1.3341 |
1.3233 |
|
| R2 |
1.3302 |
1.3302 |
1.3226 |
|
| R1 |
1.3256 |
1.3256 |
1.3218 |
1.3237 |
| PP |
1.3217 |
1.3217 |
1.3217 |
1.3207 |
| S1 |
1.3171 |
1.3171 |
1.3202 |
1.3152 |
| S2 |
1.3132 |
1.3132 |
1.3194 |
|
| S3 |
1.3047 |
1.3086 |
1.3187 |
|
| S4 |
1.2962 |
1.3001 |
1.3163 |
|
|
| 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 |
1.3172 |
0.0321 |
2.4% |
0.0151 |
1.1% |
12% |
False |
False |
302,153 |
| 10 |
1.3493 |
1.3157 |
0.0336 |
2.5% |
0.0158 |
1.2% |
16% |
False |
False |
185,550 |
| 20 |
1.3767 |
1.2963 |
0.0804 |
6.1% |
0.0171 |
1.3% |
31% |
False |
False |
94,869 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0168 |
1.3% |
19% |
False |
False |
47,906 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0165 |
1.3% |
19% |
False |
False |
32,123 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.1% |
0.0144 |
1.1% |
35% |
False |
False |
24,111 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.2% |
0.0118 |
0.9% |
35% |
False |
False |
19,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3624 |
|
2.618 |
1.3486 |
|
1.618 |
1.3401 |
|
1.000 |
1.3348 |
|
0.618 |
1.3316 |
|
HIGH |
1.3263 |
|
0.618 |
1.3231 |
|
0.500 |
1.3221 |
|
0.382 |
1.3210 |
|
LOW |
1.3178 |
|
0.618 |
1.3125 |
|
1.000 |
1.3093 |
|
1.618 |
1.3040 |
|
2.618 |
1.2955 |
|
4.250 |
1.2817 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3221 |
1.3336 |
| PP |
1.3217 |
1.3294 |
| S1 |
1.3214 |
1.3252 |
|