CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3156 |
1.3104 |
-0.0052 |
-0.4% |
1.3163 |
| High |
1.3272 |
1.3239 |
-0.0033 |
-0.2% |
1.3199 |
| Low |
1.3091 |
1.3080 |
-0.0011 |
-0.1% |
1.3050 |
| Close |
1.3114 |
1.3211 |
0.0097 |
0.7% |
1.3111 |
| Range |
0.0181 |
0.0159 |
-0.0022 |
-12.2% |
0.0149 |
| ATR |
0.0152 |
0.0153 |
0.0000 |
0.3% |
0.0000 |
| Volume |
202,216 |
154,208 |
-48,008 |
-23.7% |
854,969 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3654 |
1.3591 |
1.3298 |
|
| R3 |
1.3495 |
1.3432 |
1.3255 |
|
| R2 |
1.3336 |
1.3336 |
1.3240 |
|
| R1 |
1.3273 |
1.3273 |
1.3226 |
1.3305 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3192 |
| S1 |
1.3114 |
1.3114 |
1.3196 |
1.3146 |
| S2 |
1.3018 |
1.3018 |
1.3182 |
|
| S3 |
1.2859 |
1.2955 |
1.3167 |
|
| S4 |
1.2700 |
1.2796 |
1.3124 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3567 |
1.3488 |
1.3193 |
|
| R3 |
1.3418 |
1.3339 |
1.3152 |
|
| R2 |
1.3269 |
1.3269 |
1.3138 |
|
| R1 |
1.3190 |
1.3190 |
1.3125 |
1.3155 |
| PP |
1.3120 |
1.3120 |
1.3120 |
1.3103 |
| S1 |
1.3041 |
1.3041 |
1.3097 |
1.3006 |
| S2 |
1.2971 |
1.2971 |
1.3084 |
|
| S3 |
1.2822 |
1.2892 |
1.3070 |
|
| S4 |
1.2673 |
1.2743 |
1.3029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3272 |
1.3050 |
0.0222 |
1.7% |
0.0129 |
1.0% |
73% |
False |
False |
154,132 |
| 10 |
1.3378 |
1.3050 |
0.0328 |
2.5% |
0.0135 |
1.0% |
49% |
False |
False |
215,116 |
| 20 |
1.3493 |
1.2965 |
0.0528 |
4.0% |
0.0153 |
1.2% |
47% |
False |
False |
171,286 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0167 |
1.3% |
19% |
False |
False |
86,486 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0166 |
1.3% |
19% |
False |
False |
57,818 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.1% |
0.0155 |
1.2% |
35% |
False |
False |
43,446 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.2% |
0.0128 |
1.0% |
35% |
False |
False |
34,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3915 |
|
2.618 |
1.3655 |
|
1.618 |
1.3496 |
|
1.000 |
1.3398 |
|
0.618 |
1.3337 |
|
HIGH |
1.3239 |
|
0.618 |
1.3178 |
|
0.500 |
1.3160 |
|
0.382 |
1.3141 |
|
LOW |
1.3080 |
|
0.618 |
1.2982 |
|
1.000 |
1.2921 |
|
1.618 |
1.2823 |
|
2.618 |
1.2664 |
|
4.250 |
1.2404 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3194 |
1.3197 |
| PP |
1.3177 |
1.3184 |
| S1 |
1.3160 |
1.3170 |
|