CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3179 |
1.3090 |
-0.0089 |
-0.7% |
1.3156 |
| High |
1.3254 |
1.3233 |
-0.0021 |
-0.2% |
1.3180 |
| Low |
1.3096 |
1.3081 |
-0.0015 |
-0.1% |
1.3045 |
| Close |
1.3108 |
1.3205 |
0.0097 |
0.7% |
1.3104 |
| Range |
0.0158 |
0.0152 |
-0.0006 |
-3.8% |
0.0135 |
| ATR |
0.0114 |
0.0117 |
0.0003 |
2.4% |
0.0000 |
| Volume |
41 |
81 |
40 |
97.6% |
904 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3629 |
1.3569 |
1.3289 |
|
| R3 |
1.3477 |
1.3417 |
1.3247 |
|
| R2 |
1.3325 |
1.3325 |
1.3233 |
|
| R1 |
1.3265 |
1.3265 |
1.3219 |
1.3295 |
| PP |
1.3173 |
1.3173 |
1.3173 |
1.3188 |
| S1 |
1.3113 |
1.3113 |
1.3191 |
1.3143 |
| S2 |
1.3021 |
1.3021 |
1.3177 |
|
| S3 |
1.2869 |
1.2961 |
1.3163 |
|
| S4 |
1.2717 |
1.2809 |
1.3121 |
|
|
| 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% |
0.0110 |
0.8% |
77% |
False |
False |
239 |
| 10 |
1.3366 |
1.3045 |
0.0321 |
2.4% |
0.0117 |
0.9% |
50% |
False |
False |
195 |
| 20 |
1.3484 |
1.2975 |
0.0509 |
3.9% |
0.0112 |
0.8% |
45% |
False |
False |
113 |
| 40 |
1.4180 |
1.2960 |
0.1220 |
9.2% |
0.0074 |
0.6% |
20% |
False |
False |
61 |
| 60 |
1.4180 |
1.2960 |
0.1220 |
9.2% |
0.0051 |
0.4% |
20% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3879 |
|
2.618 |
1.3631 |
|
1.618 |
1.3479 |
|
1.000 |
1.3385 |
|
0.618 |
1.3327 |
|
HIGH |
1.3233 |
|
0.618 |
1.3175 |
|
0.500 |
1.3157 |
|
0.382 |
1.3139 |
|
LOW |
1.3081 |
|
0.618 |
1.2987 |
|
1.000 |
1.2929 |
|
1.618 |
1.2835 |
|
2.618 |
1.2683 |
|
4.250 |
1.2435 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3189 |
1.3193 |
| PP |
1.3173 |
1.3180 |
| S1 |
1.3157 |
1.3168 |
|