CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3215 |
1.3275 |
0.0060 |
0.5% |
1.3269 |
| High |
1.3234 |
1.3275 |
0.0041 |
0.3% |
1.3369 |
| Low |
1.3176 |
1.3170 |
-0.0006 |
0.0% |
1.3170 |
| Close |
1.3220 |
1.3214 |
-0.0006 |
0.0% |
1.3214 |
| Range |
0.0058 |
0.0105 |
0.0047 |
81.0% |
0.0199 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.0% |
0.0000 |
| Volume |
35 |
41 |
6 |
17.1% |
95 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3535 |
1.3479 |
1.3272 |
|
| R3 |
1.3430 |
1.3374 |
1.3243 |
|
| R2 |
1.3325 |
1.3325 |
1.3233 |
|
| R1 |
1.3269 |
1.3269 |
1.3224 |
1.3245 |
| PP |
1.3220 |
1.3220 |
1.3220 |
1.3207 |
| S1 |
1.3164 |
1.3164 |
1.3204 |
1.3140 |
| S2 |
1.3115 |
1.3115 |
1.3195 |
|
| S3 |
1.3010 |
1.3059 |
1.3185 |
|
| S4 |
1.2905 |
1.2954 |
1.3156 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3848 |
1.3730 |
1.3323 |
|
| R3 |
1.3649 |
1.3531 |
1.3269 |
|
| R2 |
1.3450 |
1.3450 |
1.3250 |
|
| R1 |
1.3332 |
1.3332 |
1.3232 |
1.3292 |
| PP |
1.3251 |
1.3251 |
1.3251 |
1.3231 |
| S1 |
1.3133 |
1.3133 |
1.3196 |
1.3093 |
| S2 |
1.3052 |
1.3052 |
1.3178 |
|
| S3 |
1.2853 |
1.2934 |
1.3159 |
|
| S4 |
1.2654 |
1.2735 |
1.3105 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3721 |
|
2.618 |
1.3550 |
|
1.618 |
1.3445 |
|
1.000 |
1.3380 |
|
0.618 |
1.3340 |
|
HIGH |
1.3275 |
|
0.618 |
1.3235 |
|
0.500 |
1.3223 |
|
0.382 |
1.3210 |
|
LOW |
1.3170 |
|
0.618 |
1.3105 |
|
1.000 |
1.3065 |
|
1.618 |
1.3000 |
|
2.618 |
1.2895 |
|
4.250 |
1.2724 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3223 |
1.3223 |
| PP |
1.3220 |
1.3220 |
| S1 |
1.3217 |
1.3217 |
|