CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3229 |
1.3156 |
-0.0073 |
-0.6% |
1.3200 |
| High |
1.3333 |
1.3156 |
-0.0177 |
-1.3% |
1.3484 |
| Low |
1.3129 |
1.3089 |
-0.0040 |
-0.3% |
1.3129 |
| Close |
1.3166 |
1.3106 |
-0.0060 |
-0.5% |
1.3166 |
| Range |
0.0204 |
0.0067 |
-0.0137 |
-67.2% |
0.0355 |
| ATR |
0.0122 |
0.0118 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
135 |
101 |
-34 |
-25.2% |
683 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3318 |
1.3279 |
1.3143 |
|
| R3 |
1.3251 |
1.3212 |
1.3124 |
|
| R2 |
1.3184 |
1.3184 |
1.3118 |
|
| R1 |
1.3145 |
1.3145 |
1.3112 |
1.3131 |
| PP |
1.3117 |
1.3117 |
1.3117 |
1.3110 |
| S1 |
1.3078 |
1.3078 |
1.3100 |
1.3064 |
| S2 |
1.3050 |
1.3050 |
1.3094 |
|
| S3 |
1.2983 |
1.3011 |
1.3088 |
|
| S4 |
1.2916 |
1.2944 |
1.3069 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4325 |
1.4100 |
1.3361 |
|
| R3 |
1.3970 |
1.3745 |
1.3264 |
|
| R2 |
1.3615 |
1.3615 |
1.3231 |
|
| R1 |
1.3390 |
1.3390 |
1.3199 |
1.3325 |
| PP |
1.3260 |
1.3260 |
1.3260 |
1.3227 |
| S1 |
1.3035 |
1.3035 |
1.3133 |
1.2970 |
| S2 |
1.2905 |
1.2905 |
1.3101 |
|
| S3 |
1.2550 |
1.2680 |
1.3068 |
|
| S4 |
1.2195 |
1.2325 |
1.2971 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3441 |
|
2.618 |
1.3331 |
|
1.618 |
1.3264 |
|
1.000 |
1.3223 |
|
0.618 |
1.3197 |
|
HIGH |
1.3156 |
|
0.618 |
1.3130 |
|
0.500 |
1.3123 |
|
0.382 |
1.3115 |
|
LOW |
1.3089 |
|
0.618 |
1.3048 |
|
1.000 |
1.3022 |
|
1.618 |
1.2981 |
|
2.618 |
1.2914 |
|
4.250 |
1.2804 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3123 |
1.3211 |
| PP |
1.3117 |
1.3176 |
| S1 |
1.3112 |
1.3141 |
|