CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2985 |
1.3124 |
0.0139 |
1.1% |
1.3735 |
| High |
1.3182 |
1.3247 |
0.0065 |
0.5% |
1.3785 |
| Low |
1.2969 |
1.3059 |
0.0090 |
0.7% |
1.3200 |
| Close |
1.3132 |
1.3202 |
0.0070 |
0.5% |
1.3242 |
| Range |
0.0213 |
0.0188 |
-0.0025 |
-11.7% |
0.0585 |
| ATR |
0.0185 |
0.0185 |
0.0000 |
0.1% |
0.0000 |
| Volume |
493,449 |
482,409 |
-11,040 |
-2.2% |
1,539,796 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3733 |
1.3656 |
1.3305 |
|
| R3 |
1.3545 |
1.3468 |
1.3254 |
|
| R2 |
1.3357 |
1.3357 |
1.3236 |
|
| R1 |
1.3280 |
1.3280 |
1.3219 |
1.3319 |
| PP |
1.3169 |
1.3169 |
1.3169 |
1.3189 |
| S1 |
1.3092 |
1.3092 |
1.3185 |
1.3131 |
| S2 |
1.2981 |
1.2981 |
1.3168 |
|
| S3 |
1.2793 |
1.2904 |
1.3150 |
|
| S4 |
1.2605 |
1.2716 |
1.3099 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5164 |
1.4788 |
1.3564 |
|
| R3 |
1.4579 |
1.4203 |
1.3403 |
|
| R2 |
1.3994 |
1.3994 |
1.3349 |
|
| R1 |
1.3618 |
1.3618 |
1.3296 |
1.3514 |
| PP |
1.3409 |
1.3409 |
1.3409 |
1.3357 |
| S1 |
1.3033 |
1.3033 |
1.3188 |
1.2929 |
| S2 |
1.2824 |
1.2824 |
1.3135 |
|
| S3 |
1.2239 |
1.2448 |
1.3081 |
|
| S4 |
1.1654 |
1.1863 |
1.2920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3388 |
1.2968 |
0.0420 |
3.2% |
0.0202 |
1.5% |
56% |
False |
False |
457,482 |
| 10 |
1.3785 |
1.2968 |
0.0817 |
6.2% |
0.0190 |
1.4% |
29% |
False |
False |
402,857 |
| 20 |
1.4276 |
1.2968 |
0.1308 |
9.9% |
0.0189 |
1.4% |
18% |
False |
False |
403,412 |
| 40 |
1.4276 |
1.2968 |
0.1308 |
9.9% |
0.0181 |
1.4% |
18% |
False |
False |
381,439 |
| 60 |
1.4276 |
1.2640 |
0.1636 |
12.4% |
0.0170 |
1.3% |
34% |
False |
False |
361,132 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.8% |
0.0158 |
1.2% |
36% |
False |
False |
273,023 |
| 100 |
1.4276 |
1.2587 |
0.1689 |
12.8% |
0.0154 |
1.2% |
36% |
False |
False |
218,601 |
| 120 |
1.4276 |
1.2170 |
0.2106 |
16.0% |
0.0150 |
1.1% |
49% |
False |
False |
182,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4046 |
|
2.618 |
1.3739 |
|
1.618 |
1.3551 |
|
1.000 |
1.3435 |
|
0.618 |
1.3363 |
|
HIGH |
1.3247 |
|
0.618 |
1.3175 |
|
0.500 |
1.3153 |
|
0.382 |
1.3131 |
|
LOW |
1.3059 |
|
0.618 |
1.2943 |
|
1.000 |
1.2871 |
|
1.618 |
1.2755 |
|
2.618 |
1.2567 |
|
4.250 |
1.2260 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3186 |
1.3171 |
| PP |
1.3169 |
1.3139 |
| S1 |
1.3153 |
1.3108 |
|