CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3090 |
1.3214 |
0.0124 |
0.9% |
1.3156 |
| High |
1.3233 |
1.3302 |
0.0069 |
0.5% |
1.3180 |
| Low |
1.3081 |
1.3214 |
0.0133 |
1.0% |
1.3045 |
| Close |
1.3205 |
1.3276 |
0.0071 |
0.5% |
1.3104 |
| Range |
0.0152 |
0.0088 |
-0.0064 |
-42.1% |
0.0135 |
| ATR |
0.0117 |
0.0115 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
81 |
167 |
86 |
106.2% |
904 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3528 |
1.3490 |
1.3324 |
|
| R3 |
1.3440 |
1.3402 |
1.3300 |
|
| R2 |
1.3352 |
1.3352 |
1.3292 |
|
| R1 |
1.3314 |
1.3314 |
1.3284 |
1.3333 |
| PP |
1.3264 |
1.3264 |
1.3264 |
1.3274 |
| S1 |
1.3226 |
1.3226 |
1.3268 |
1.3245 |
| S2 |
1.3176 |
1.3176 |
1.3260 |
|
| S3 |
1.3088 |
1.3138 |
1.3252 |
|
| S4 |
1.3000 |
1.3050 |
1.3228 |
|
|
| 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 |
1.3302 |
1.3045 |
0.0257 |
1.9% |
0.0109 |
0.8% |
90% |
True |
False |
215 |
| 10 |
1.3333 |
1.3045 |
0.0288 |
2.2% |
0.0109 |
0.8% |
80% |
False |
False |
198 |
| 20 |
1.3484 |
1.3045 |
0.0439 |
3.3% |
0.0108 |
0.8% |
53% |
False |
False |
119 |
| 40 |
1.4180 |
1.2960 |
0.1220 |
9.2% |
0.0076 |
0.6% |
26% |
False |
False |
65 |
| 60 |
1.4180 |
1.2960 |
0.1220 |
9.2% |
0.0053 |
0.4% |
26% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3676 |
|
2.618 |
1.3532 |
|
1.618 |
1.3444 |
|
1.000 |
1.3390 |
|
0.618 |
1.3356 |
|
HIGH |
1.3302 |
|
0.618 |
1.3268 |
|
0.500 |
1.3258 |
|
0.382 |
1.3248 |
|
LOW |
1.3214 |
|
0.618 |
1.3160 |
|
1.000 |
1.3126 |
|
1.618 |
1.3072 |
|
2.618 |
1.2984 |
|
4.250 |
1.2840 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3270 |
1.3248 |
| PP |
1.3264 |
1.3220 |
| S1 |
1.3258 |
1.3192 |
|