CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3240 |
1.3410 |
0.0170 |
1.3% |
1.3288 |
| High |
1.3240 |
1.3465 |
0.0225 |
1.7% |
1.3288 |
| Low |
1.3240 |
1.3369 |
0.0129 |
1.0% |
1.3185 |
| Close |
1.3375 |
1.3365 |
-0.0010 |
-0.1% |
1.3203 |
| Range |
0.0000 |
0.0096 |
0.0096 |
|
0.0103 |
| ATR |
0.0063 |
0.0066 |
0.0002 |
3.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3688 |
1.3622 |
1.3418 |
|
| R3 |
1.3592 |
1.3526 |
1.3391 |
|
| R2 |
1.3496 |
1.3496 |
1.3383 |
|
| R1 |
1.3430 |
1.3430 |
1.3374 |
1.3415 |
| PP |
1.3400 |
1.3400 |
1.3400 |
1.3392 |
| S1 |
1.3334 |
1.3334 |
1.3356 |
1.3319 |
| S2 |
1.3304 |
1.3304 |
1.3347 |
|
| S3 |
1.3208 |
1.3238 |
1.3339 |
|
| S4 |
1.3112 |
1.3142 |
1.3312 |
|
|
| 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 |
1.3873 |
|
2.618 |
1.3716 |
|
1.618 |
1.3620 |
|
1.000 |
1.3561 |
|
0.618 |
1.3524 |
|
HIGH |
1.3465 |
|
0.618 |
1.3428 |
|
0.500 |
1.3417 |
|
0.382 |
1.3406 |
|
LOW |
1.3369 |
|
0.618 |
1.3310 |
|
1.000 |
1.3273 |
|
1.618 |
1.3214 |
|
2.618 |
1.3118 |
|
4.250 |
1.2961 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3417 |
1.3352 |
| PP |
1.3400 |
1.3338 |
| S1 |
1.3382 |
1.3325 |
|