CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3163 |
1.3118 |
-0.0045 |
-0.3% |
1.3200 |
| High |
1.3180 |
1.3199 |
0.0019 |
0.1% |
1.3493 |
| Low |
1.3091 |
1.3069 |
-0.0022 |
-0.2% |
1.3129 |
| Close |
1.3114 |
1.3088 |
-0.0026 |
-0.2% |
1.3173 |
| Range |
0.0089 |
0.0130 |
0.0041 |
46.1% |
0.0364 |
| ATR |
0.0165 |
0.0162 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
215,965 |
224,766 |
8,801 |
4.1% |
1,628,145 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3509 |
1.3428 |
1.3160 |
|
| R3 |
1.3379 |
1.3298 |
1.3124 |
|
| R2 |
1.3249 |
1.3249 |
1.3112 |
|
| R1 |
1.3168 |
1.3168 |
1.3100 |
1.3144 |
| PP |
1.3119 |
1.3119 |
1.3119 |
1.3106 |
| S1 |
1.3038 |
1.3038 |
1.3076 |
1.3014 |
| S2 |
1.2989 |
1.2989 |
1.3064 |
|
| S3 |
1.2859 |
1.2908 |
1.3052 |
|
| S4 |
1.2729 |
1.2778 |
1.3017 |
|
|
| 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 |
1.3378 |
1.3069 |
0.0309 |
2.4% |
0.0141 |
1.1% |
6% |
False |
True |
276,100 |
| 10 |
1.3493 |
1.3069 |
0.0424 |
3.2% |
0.0146 |
1.1% |
4% |
False |
True |
254,823 |
| 20 |
1.3604 |
1.2963 |
0.0641 |
4.9% |
0.0170 |
1.3% |
20% |
False |
False |
133,522 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0169 |
1.3% |
10% |
False |
False |
67,278 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0166 |
1.3% |
10% |
False |
False |
45,037 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.2% |
0.0148 |
1.1% |
27% |
False |
False |
33,814 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.3% |
0.0122 |
0.9% |
28% |
False |
False |
27,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3752 |
|
2.618 |
1.3539 |
|
1.618 |
1.3409 |
|
1.000 |
1.3329 |
|
0.618 |
1.3279 |
|
HIGH |
1.3199 |
|
0.618 |
1.3149 |
|
0.500 |
1.3134 |
|
0.382 |
1.3119 |
|
LOW |
1.3069 |
|
0.618 |
1.2989 |
|
1.000 |
1.2939 |
|
1.618 |
1.2859 |
|
2.618 |
1.2729 |
|
4.250 |
1.2517 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3134 |
1.3214 |
| PP |
1.3119 |
1.3172 |
| S1 |
1.3103 |
1.3130 |
|