CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3238 |
1.3207 |
-0.0031 |
-0.2% |
1.3407 |
| High |
1.3284 |
1.3340 |
0.0056 |
0.4% |
1.3421 |
| Low |
1.3178 |
1.3183 |
0.0005 |
0.0% |
1.3163 |
| Close |
1.3230 |
1.3331 |
0.0101 |
0.8% |
1.3230 |
| Range |
0.0106 |
0.0157 |
0.0051 |
48.1% |
0.0258 |
| ATR |
0.0174 |
0.0172 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
97,336 |
9,354 |
-87,982 |
-90.4% |
1,479,625 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3756 |
1.3700 |
1.3417 |
|
| R3 |
1.3599 |
1.3543 |
1.3374 |
|
| R2 |
1.3442 |
1.3442 |
1.3360 |
|
| R1 |
1.3386 |
1.3386 |
1.3345 |
1.3414 |
| PP |
1.3285 |
1.3285 |
1.3285 |
1.3299 |
| S1 |
1.3229 |
1.3229 |
1.3317 |
1.3257 |
| S2 |
1.3128 |
1.3128 |
1.3302 |
|
| S3 |
1.2971 |
1.3072 |
1.3288 |
|
| S4 |
1.2814 |
1.2915 |
1.3245 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4045 |
1.3896 |
1.3372 |
|
| R3 |
1.3787 |
1.3638 |
1.3301 |
|
| R2 |
1.3529 |
1.3529 |
1.3277 |
|
| R1 |
1.3380 |
1.3380 |
1.3254 |
1.3326 |
| PP |
1.3271 |
1.3271 |
1.3271 |
1.3244 |
| S1 |
1.3122 |
1.3122 |
1.3206 |
1.3068 |
| S2 |
1.3013 |
1.3013 |
1.3183 |
|
| S3 |
1.2755 |
1.2864 |
1.3159 |
|
| S4 |
1.2497 |
1.2606 |
1.3088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3400 |
1.3163 |
0.0237 |
1.8% |
0.0134 |
1.0% |
71% |
False |
False |
228,209 |
| 10 |
1.3438 |
1.2968 |
0.0470 |
3.5% |
0.0168 |
1.3% |
77% |
False |
False |
335,689 |
| 20 |
1.3785 |
1.2968 |
0.0817 |
6.1% |
0.0175 |
1.3% |
44% |
False |
False |
352,378 |
| 40 |
1.4276 |
1.2968 |
0.1308 |
9.8% |
0.0181 |
1.4% |
28% |
False |
False |
365,166 |
| 60 |
1.4276 |
1.2968 |
0.1308 |
9.8% |
0.0172 |
1.3% |
28% |
False |
False |
357,274 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.7% |
0.0160 |
1.2% |
44% |
False |
False |
296,434 |
| 100 |
1.4276 |
1.2587 |
0.1689 |
12.7% |
0.0154 |
1.2% |
44% |
False |
False |
237,373 |
| 120 |
1.4276 |
1.2170 |
0.2106 |
15.8% |
0.0152 |
1.1% |
55% |
False |
False |
197,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4007 |
|
2.618 |
1.3751 |
|
1.618 |
1.3594 |
|
1.000 |
1.3497 |
|
0.618 |
1.3437 |
|
HIGH |
1.3340 |
|
0.618 |
1.3280 |
|
0.500 |
1.3262 |
|
0.382 |
1.3243 |
|
LOW |
1.3183 |
|
0.618 |
1.3086 |
|
1.000 |
1.3026 |
|
1.618 |
1.2929 |
|
2.618 |
1.2772 |
|
4.250 |
1.2516 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3308 |
1.3305 |
| PP |
1.3285 |
1.3278 |
| S1 |
1.3262 |
1.3252 |
|