CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3216 |
1.3238 |
0.0022 |
0.2% |
1.3200 |
| High |
1.3263 |
1.3358 |
0.0095 |
0.7% |
1.3493 |
| Low |
1.3178 |
1.3129 |
-0.0049 |
-0.4% |
1.3129 |
| Close |
1.3210 |
1.3173 |
-0.0037 |
-0.3% |
1.3173 |
| Range |
0.0085 |
0.0229 |
0.0144 |
169.4% |
0.0364 |
| ATR |
0.0166 |
0.0171 |
0.0004 |
2.7% |
0.0000 |
| Volume |
268,217 |
335,458 |
67,241 |
25.1% |
1,628,145 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3907 |
1.3769 |
1.3299 |
|
| R3 |
1.3678 |
1.3540 |
1.3236 |
|
| R2 |
1.3449 |
1.3449 |
1.3215 |
|
| R1 |
1.3311 |
1.3311 |
1.3194 |
1.3266 |
| PP |
1.3220 |
1.3220 |
1.3220 |
1.3197 |
| S1 |
1.3082 |
1.3082 |
1.3152 |
1.3037 |
| S2 |
1.2991 |
1.2991 |
1.3131 |
|
| S3 |
1.2762 |
1.2853 |
1.3110 |
|
| S4 |
1.2533 |
1.2624 |
1.3047 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4357 |
1.4129 |
1.3373 |
|
| R3 |
1.3993 |
1.3765 |
1.3273 |
|
| R2 |
1.3629 |
1.3629 |
1.3240 |
|
| R1 |
1.3401 |
1.3401 |
1.3206 |
1.3333 |
| PP |
1.3265 |
1.3265 |
1.3265 |
1.3231 |
| S1 |
1.3037 |
1.3037 |
1.3140 |
1.2969 |
| S2 |
1.2901 |
1.2901 |
1.3106 |
|
| S3 |
1.2537 |
1.2673 |
1.3073 |
|
| S4 |
1.2173 |
1.2309 |
1.2973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3493 |
1.3129 |
0.0364 |
2.8% |
0.0175 |
1.3% |
12% |
False |
True |
325,629 |
| 10 |
1.3493 |
1.3129 |
0.0364 |
2.8% |
0.0157 |
1.2% |
12% |
False |
True |
218,092 |
| 20 |
1.3767 |
1.2963 |
0.0804 |
6.1% |
0.0175 |
1.3% |
26% |
False |
False |
111,601 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0170 |
1.3% |
16% |
False |
False |
56,276 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0167 |
1.3% |
16% |
False |
False |
37,710 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.1% |
0.0147 |
1.1% |
33% |
False |
False |
28,305 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.2% |
0.0120 |
0.9% |
33% |
False |
False |
22,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4331 |
|
2.618 |
1.3958 |
|
1.618 |
1.3729 |
|
1.000 |
1.3587 |
|
0.618 |
1.3500 |
|
HIGH |
1.3358 |
|
0.618 |
1.3271 |
|
0.500 |
1.3244 |
|
0.382 |
1.3216 |
|
LOW |
1.3129 |
|
0.618 |
1.2987 |
|
1.000 |
1.2900 |
|
1.618 |
1.2758 |
|
2.618 |
1.2529 |
|
4.250 |
1.2156 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3244 |
1.3254 |
| PP |
1.3220 |
1.3227 |
| S1 |
1.3197 |
1.3200 |
|