CME Euro FX (E) Future March 2011


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Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 1.3287 1.3344 0.0057 0.4% 1.3109
High 1.3423 1.3394 -0.0029 -0.2% 1.3423
Low 1.3284 1.3248 -0.0036 -0.3% 1.3068
Close 1.3364 1.3362 -0.0002 0.0% 1.3364
Range 0.0139 0.0146 0.0007 5.0% 0.0355
ATR 0.0149 0.0148 0.0000 -0.1% 0.0000
Volume 88,355 227,842 139,487 157.9% 621,074
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3773 1.3713 1.3442
R3 1.3627 1.3567 1.3402
R2 1.3481 1.3481 1.3389
R1 1.3421 1.3421 1.3375 1.3451
PP 1.3335 1.3335 1.3335 1.3350
S1 1.3275 1.3275 1.3349 1.3305
S2 1.3189 1.3189 1.3335
S3 1.3043 1.3129 1.3322
S4 1.2897 1.2983 1.3282
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 1.3080 0.0343 2.6% 0.0145 1.1% 82% False False 169,783
10 1.3423 1.3050 0.0373 2.8% 0.0125 0.9% 84% False False 170,388
20 1.3493 1.3050 0.0443 3.3% 0.0141 1.1% 70% False False 194,240
40 1.4222 1.2963 0.1259 9.4% 0.0163 1.2% 32% False False 98,739
60 1.4250 1.2963 0.1287 9.6% 0.0164 1.2% 31% False False 66,003
80 1.4250 1.2650 0.1600 12.0% 0.0156 1.2% 45% False False 49,599
100 1.4250 1.2642 0.1608 12.0% 0.0130 1.0% 45% False False 39,684
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 0.0032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4015
2.618 1.3776
1.618 1.3630
1.000 1.3540
0.618 1.3484
HIGH 1.3394
0.618 1.3338
0.500 1.3321
0.382 1.3304
LOW 1.3248
0.618 1.3158
1.000 1.3102
1.618 1.3012
2.618 1.2866
4.250 1.2628
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 1.3348 1.3348
PP 1.3335 1.3333
S1 1.3321 1.3319

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

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