CME Euro FX (E) Future March 2011


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Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 1.3216 1.3287 0.0071 0.5% 1.3109
High 1.3313 1.3423 0.0110 0.8% 1.3423
Low 1.3215 1.3284 0.0069 0.5% 1.3068
Close 1.3282 1.3364 0.0082 0.6% 1.3364
Range 0.0098 0.0139 0.0041 41.8% 0.0355
ATR 0.0149 0.0149 -0.0001 -0.4% 0.0000
Volume 176,295 88,355 -87,940 -49.9% 621,074
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3774 1.3708 1.3440
R3 1.3635 1.3569 1.3402
R2 1.3496 1.3496 1.3389
R1 1.3430 1.3430 1.3377 1.3463
PP 1.3357 1.3357 1.3357 1.3374
S1 1.3291 1.3291 1.3351 1.3324
S2 1.3218 1.3218 1.3339
S3 1.3079 1.3152 1.3326
S4 1.2940 1.3013 1.3288
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4350 1.4212 1.3559
R3 1.3995 1.3857 1.3462
R2 1.3640 1.3640 1.3429
R1 1.3502 1.3502 1.3397 1.3571
PP 1.3285 1.3285 1.3285 1.3320
S1 1.3147 1.3147 1.3331 1.3216
S2 1.2930 1.2930 1.3299
S3 1.2575 1.2792 1.3266
S4 1.2220 1.2437 1.3169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3423 1.3068 0.0355 2.7% 0.0135 1.0% 83% True False 124,214
10 1.3423 1.3050 0.0373 2.8% 0.0133 1.0% 84% True False 181,150
20 1.3493 1.3050 0.0443 3.3% 0.0145 1.1% 71% False False 183,350
40 1.4250 1.2963 0.1287 9.6% 0.0164 1.2% 31% False False 93,072
60 1.4250 1.2963 0.1287 9.6% 0.0164 1.2% 31% False False 62,212
80 1.4250 1.2650 0.1600 12.0% 0.0155 1.2% 45% False False 46,752
100 1.4250 1.2642 0.1608 12.0% 0.0130 1.0% 45% False False 37,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4014
2.618 1.3787
1.618 1.3648
1.000 1.3562
0.618 1.3509
HIGH 1.3423
0.618 1.3370
0.500 1.3354
0.382 1.3337
LOW 1.3284
0.618 1.3198
1.000 1.3145
1.618 1.3059
2.618 1.2920
4.250 1.2693
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 1.3361 1.3327
PP 1.3357 1.3289
S1 1.3354 1.3252

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

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