CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3106 |
1.3179 |
0.0073 |
0.6% |
1.3156 |
| High |
1.3161 |
1.3254 |
0.0093 |
0.7% |
1.3180 |
| Low |
1.3106 |
1.3096 |
-0.0010 |
-0.1% |
1.3045 |
| Close |
1.3133 |
1.3108 |
-0.0025 |
-0.2% |
1.3104 |
| Range |
0.0055 |
0.0158 |
0.0103 |
187.3% |
0.0135 |
| ATR |
0.0111 |
0.0114 |
0.0003 |
3.1% |
0.0000 |
| Volume |
386 |
41 |
-345 |
-89.4% |
904 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3627 |
1.3525 |
1.3195 |
|
| R3 |
1.3469 |
1.3367 |
1.3151 |
|
| R2 |
1.3311 |
1.3311 |
1.3137 |
|
| R1 |
1.3209 |
1.3209 |
1.3122 |
1.3181 |
| PP |
1.3153 |
1.3153 |
1.3153 |
1.3139 |
| S1 |
1.3051 |
1.3051 |
1.3094 |
1.3023 |
| S2 |
1.2995 |
1.2995 |
1.3079 |
|
| S3 |
1.2837 |
1.2893 |
1.3065 |
|
| S4 |
1.2679 |
1.2735 |
1.3021 |
|
|
| 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 |
1.3254 |
1.3045 |
0.0209 |
1.6% |
0.0103 |
0.8% |
30% |
True |
False |
246 |
| 10 |
1.3484 |
1.3045 |
0.0439 |
3.3% |
0.0115 |
0.9% |
14% |
False |
False |
194 |
| 20 |
1.3484 |
1.2960 |
0.0524 |
4.0% |
0.0107 |
0.8% |
28% |
False |
False |
110 |
| 40 |
1.4180 |
1.2960 |
0.1220 |
9.3% |
0.0070 |
0.5% |
12% |
False |
False |
59 |
| 60 |
1.4180 |
1.2960 |
0.1220 |
9.3% |
0.0049 |
0.4% |
12% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3926 |
|
2.618 |
1.3668 |
|
1.618 |
1.3510 |
|
1.000 |
1.3412 |
|
0.618 |
1.3352 |
|
HIGH |
1.3254 |
|
0.618 |
1.3194 |
|
0.500 |
1.3175 |
|
0.382 |
1.3156 |
|
LOW |
1.3096 |
|
0.618 |
1.2998 |
|
1.000 |
1.2938 |
|
1.618 |
1.2840 |
|
2.618 |
1.2682 |
|
4.250 |
1.2425 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3175 |
1.3150 |
| PP |
1.3153 |
1.3136 |
| S1 |
1.3130 |
1.3122 |
|