CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3104 |
1.3216 |
0.0112 |
0.9% |
1.3163 |
| High |
1.3239 |
1.3313 |
0.0074 |
0.6% |
1.3199 |
| Low |
1.3080 |
1.3215 |
0.0135 |
1.0% |
1.3050 |
| Close |
1.3211 |
1.3282 |
0.0071 |
0.5% |
1.3111 |
| Range |
0.0159 |
0.0098 |
-0.0061 |
-38.4% |
0.0149 |
| ATR |
0.0153 |
0.0149 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
154,208 |
176,295 |
22,087 |
14.3% |
854,969 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3564 |
1.3521 |
1.3336 |
|
| R3 |
1.3466 |
1.3423 |
1.3309 |
|
| R2 |
1.3368 |
1.3368 |
1.3300 |
|
| R1 |
1.3325 |
1.3325 |
1.3291 |
1.3347 |
| PP |
1.3270 |
1.3270 |
1.3270 |
1.3281 |
| S1 |
1.3227 |
1.3227 |
1.3273 |
1.3249 |
| S2 |
1.3172 |
1.3172 |
1.3264 |
|
| S3 |
1.3074 |
1.3129 |
1.3255 |
|
| S4 |
1.2976 |
1.3031 |
1.3228 |
|
|
| 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 |
1.3313 |
1.3050 |
0.0263 |
2.0% |
0.0127 |
1.0% |
88% |
True |
False |
146,478 |
| 10 |
1.3358 |
1.3050 |
0.0308 |
2.3% |
0.0128 |
1.0% |
75% |
False |
False |
199,136 |
| 20 |
1.3493 |
1.3050 |
0.0443 |
3.3% |
0.0148 |
1.1% |
52% |
False |
False |
179,618 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0166 |
1.2% |
25% |
False |
False |
90,870 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0164 |
1.2% |
25% |
False |
False |
60,752 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.0% |
0.0154 |
1.2% |
40% |
False |
False |
45,650 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.1% |
0.0128 |
1.0% |
40% |
False |
False |
36,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3730 |
|
2.618 |
1.3570 |
|
1.618 |
1.3472 |
|
1.000 |
1.3411 |
|
0.618 |
1.3374 |
|
HIGH |
1.3313 |
|
0.618 |
1.3276 |
|
0.500 |
1.3264 |
|
0.382 |
1.3252 |
|
LOW |
1.3215 |
|
0.618 |
1.3154 |
|
1.000 |
1.3117 |
|
1.618 |
1.3056 |
|
2.618 |
1.2958 |
|
4.250 |
1.2799 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3276 |
1.3254 |
| PP |
1.3270 |
1.3225 |
| S1 |
1.3264 |
1.3197 |
|