CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3209 |
1.3185 |
-0.0024 |
-0.2% |
1.3288 |
| High |
1.3209 |
1.3185 |
-0.0024 |
-0.2% |
1.3288 |
| Low |
1.3209 |
1.3185 |
-0.0024 |
-0.2% |
1.3185 |
| Close |
1.3209 |
1.3203 |
-0.0006 |
0.0% |
1.3203 |
| Range |
|
|
|
|
|
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3191 |
1.3197 |
1.3203 |
|
| R3 |
1.3191 |
1.3197 |
1.3203 |
|
| R2 |
1.3191 |
1.3191 |
1.3203 |
|
| R1 |
1.3197 |
1.3197 |
1.3203 |
1.3194 |
| PP |
1.3191 |
1.3191 |
1.3191 |
1.3190 |
| S1 |
1.3197 |
1.3197 |
1.3203 |
1.3194 |
| S2 |
1.3191 |
1.3191 |
1.3203 |
|
| S3 |
1.3191 |
1.3197 |
1.3203 |
|
| S4 |
1.3191 |
1.3197 |
1.3203 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3534 |
1.3472 |
1.3260 |
|
| R3 |
1.3431 |
1.3369 |
1.3231 |
|
| R2 |
1.3328 |
1.3328 |
1.3222 |
|
| R1 |
1.3266 |
1.3266 |
1.3212 |
1.3246 |
| PP |
1.3225 |
1.3225 |
1.3225 |
1.3215 |
| S1 |
1.3163 |
1.3163 |
1.3194 |
1.3143 |
| S2 |
1.3122 |
1.3122 |
1.3184 |
|
| S3 |
1.3019 |
1.3060 |
1.3175 |
|
| S4 |
1.2916 |
1.2957 |
1.3146 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3185 |
|
2.618 |
1.3185 |
|
1.618 |
1.3185 |
|
1.000 |
1.3185 |
|
0.618 |
1.3185 |
|
HIGH |
1.3185 |
|
0.618 |
1.3185 |
|
0.500 |
1.3185 |
|
0.382 |
1.3185 |
|
LOW |
1.3185 |
|
0.618 |
1.3185 |
|
1.000 |
1.3185 |
|
1.618 |
1.3185 |
|
2.618 |
1.3185 |
|
4.250 |
1.3185 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3197 |
1.3209 |
| PP |
1.3191 |
1.3207 |
| S1 |
1.3185 |
1.3205 |
|