CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3200 |
1.3369 |
0.0169 |
1.3% |
1.3269 |
| High |
1.3418 |
1.3484 |
0.0066 |
0.5% |
1.3369 |
| Low |
1.3199 |
1.3356 |
0.0157 |
1.2% |
1.3170 |
| Close |
1.3386 |
1.3375 |
-0.0011 |
-0.1% |
1.3214 |
| Range |
0.0219 |
0.0128 |
-0.0091 |
-41.6% |
0.0199 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
0.9% |
0.0000 |
| Volume |
71 |
68 |
-3 |
-4.2% |
95 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3789 |
1.3710 |
1.3445 |
|
| R3 |
1.3661 |
1.3582 |
1.3410 |
|
| R2 |
1.3533 |
1.3533 |
1.3398 |
|
| R1 |
1.3454 |
1.3454 |
1.3387 |
1.3494 |
| PP |
1.3405 |
1.3405 |
1.3405 |
1.3425 |
| S1 |
1.3326 |
1.3326 |
1.3363 |
1.3366 |
| S2 |
1.3277 |
1.3277 |
1.3352 |
|
| S3 |
1.3149 |
1.3198 |
1.3340 |
|
| S4 |
1.3021 |
1.3070 |
1.3305 |
|
|
| 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 |
1.4028 |
|
2.618 |
1.3819 |
|
1.618 |
1.3691 |
|
1.000 |
1.3612 |
|
0.618 |
1.3563 |
|
HIGH |
1.3484 |
|
0.618 |
1.3435 |
|
0.500 |
1.3420 |
|
0.382 |
1.3405 |
|
LOW |
1.3356 |
|
0.618 |
1.3277 |
|
1.000 |
1.3228 |
|
1.618 |
1.3149 |
|
2.618 |
1.3021 |
|
4.250 |
1.2812 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3420 |
1.3359 |
| PP |
1.3405 |
1.3343 |
| S1 |
1.3390 |
1.3327 |
|