CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3099 |
1.3106 |
0.0007 |
0.1% |
1.3156 |
| High |
1.3136 |
1.3161 |
0.0025 |
0.2% |
1.3180 |
| Low |
1.3045 |
1.3106 |
0.0061 |
0.5% |
1.3045 |
| Close |
1.3104 |
1.3133 |
0.0029 |
0.2% |
1.3104 |
| Range |
0.0091 |
0.0055 |
-0.0036 |
-39.6% |
0.0135 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
404 |
386 |
-18 |
-4.5% |
904 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3298 |
1.3271 |
1.3163 |
|
| R3 |
1.3243 |
1.3216 |
1.3148 |
|
| R2 |
1.3188 |
1.3188 |
1.3143 |
|
| R1 |
1.3161 |
1.3161 |
1.3138 |
1.3175 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3140 |
| S1 |
1.3106 |
1.3106 |
1.3128 |
1.3120 |
| S2 |
1.3078 |
1.3078 |
1.3123 |
|
| S3 |
1.3023 |
1.3051 |
1.3118 |
|
| S4 |
1.2968 |
1.2996 |
1.3103 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3515 |
1.3444 |
1.3178 |
|
| R3 |
1.3380 |
1.3309 |
1.3141 |
|
| R2 |
1.3245 |
1.3245 |
1.3129 |
|
| R1 |
1.3174 |
1.3174 |
1.3116 |
1.3142 |
| PP |
1.3110 |
1.3110 |
1.3110 |
1.3094 |
| S1 |
1.3039 |
1.3039 |
1.3092 |
1.3007 |
| S2 |
1.2975 |
1.2975 |
1.3079 |
|
| S3 |
1.2840 |
1.2904 |
1.3067 |
|
| S4 |
1.2705 |
1.2769 |
1.3030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3180 |
1.3045 |
0.0135 |
1.0% |
0.0085 |
0.6% |
65% |
False |
False |
258 |
| 10 |
1.3484 |
1.3045 |
0.0439 |
3.3% |
0.0121 |
0.9% |
20% |
False |
False |
197 |
| 20 |
1.3484 |
1.2960 |
0.0524 |
4.0% |
0.0109 |
0.8% |
33% |
False |
False |
109 |
| 40 |
1.4180 |
1.2960 |
0.1220 |
9.3% |
0.0066 |
0.5% |
14% |
False |
False |
58 |
| 60 |
1.4180 |
1.2960 |
0.1220 |
9.3% |
0.0046 |
0.4% |
14% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3395 |
|
2.618 |
1.3305 |
|
1.618 |
1.3250 |
|
1.000 |
1.3216 |
|
0.618 |
1.3195 |
|
HIGH |
1.3161 |
|
0.618 |
1.3140 |
|
0.500 |
1.3134 |
|
0.382 |
1.3127 |
|
LOW |
1.3106 |
|
0.618 |
1.3072 |
|
1.000 |
1.3051 |
|
1.618 |
1.3017 |
|
2.618 |
1.2962 |
|
4.250 |
1.2872 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3134 |
1.3123 |
| PP |
1.3133 |
1.3113 |
| S1 |
1.3133 |
1.3104 |
|