CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3214 |
1.3308 |
0.0094 |
0.7% |
1.3106 |
| High |
1.3302 |
1.3410 |
0.0108 |
0.8% |
1.3410 |
| Low |
1.3214 |
1.3308 |
0.0094 |
0.7% |
1.3081 |
| Close |
1.3276 |
1.3357 |
0.0081 |
0.6% |
1.3357 |
| Range |
0.0088 |
0.0102 |
0.0014 |
15.9% |
0.0329 |
| ATR |
0.0115 |
0.0117 |
0.0001 |
1.2% |
0.0000 |
| Volume |
167 |
189 |
22 |
13.2% |
864 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3664 |
1.3613 |
1.3413 |
|
| R3 |
1.3562 |
1.3511 |
1.3385 |
|
| R2 |
1.3460 |
1.3460 |
1.3376 |
|
| R1 |
1.3409 |
1.3409 |
1.3366 |
1.3435 |
| PP |
1.3358 |
1.3358 |
1.3358 |
1.3371 |
| S1 |
1.3307 |
1.3307 |
1.3348 |
1.3333 |
| S2 |
1.3256 |
1.3256 |
1.3338 |
|
| S3 |
1.3154 |
1.3205 |
1.3329 |
|
| S4 |
1.3052 |
1.3103 |
1.3301 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4270 |
1.4142 |
1.3538 |
|
| R3 |
1.3941 |
1.3813 |
1.3447 |
|
| R2 |
1.3612 |
1.3612 |
1.3417 |
|
| R1 |
1.3484 |
1.3484 |
1.3387 |
1.3548 |
| PP |
1.3283 |
1.3283 |
1.3283 |
1.3315 |
| S1 |
1.3155 |
1.3155 |
1.3327 |
1.3219 |
| S2 |
1.2954 |
1.2954 |
1.3297 |
|
| S3 |
1.2625 |
1.2826 |
1.3267 |
|
| S4 |
1.2296 |
1.2497 |
1.3176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3410 |
1.3081 |
0.0329 |
2.5% |
0.0111 |
0.8% |
84% |
True |
False |
172 |
| 10 |
1.3410 |
1.3045 |
0.0365 |
2.7% |
0.0113 |
0.8% |
85% |
True |
False |
190 |
| 20 |
1.3484 |
1.3045 |
0.0439 |
3.3% |
0.0112 |
0.8% |
71% |
False |
False |
127 |
| 40 |
1.4180 |
1.2960 |
0.1220 |
9.1% |
0.0078 |
0.6% |
33% |
False |
False |
70 |
| 60 |
1.4180 |
1.2960 |
0.1220 |
9.1% |
0.0054 |
0.4% |
33% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3844 |
|
2.618 |
1.3677 |
|
1.618 |
1.3575 |
|
1.000 |
1.3512 |
|
0.618 |
1.3473 |
|
HIGH |
1.3410 |
|
0.618 |
1.3371 |
|
0.500 |
1.3359 |
|
0.382 |
1.3347 |
|
LOW |
1.3308 |
|
0.618 |
1.3245 |
|
1.000 |
1.3206 |
|
1.618 |
1.3143 |
|
2.618 |
1.3041 |
|
4.250 |
1.2875 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3359 |
1.3320 |
| PP |
1.3358 |
1.3283 |
| S1 |
1.3358 |
1.3246 |
|