CME Euro FX (E) Future March 2011


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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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0041
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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