CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3116 |
1.3206 |
0.0090 |
0.7% |
1.3266 |
| High |
1.3238 |
1.3428 |
0.0190 |
1.4% |
1.3428 |
| Low |
1.3054 |
1.3185 |
0.0131 |
1.0% |
1.2963 |
| Close |
1.3194 |
1.3369 |
0.0175 |
1.3% |
1.3369 |
| Range |
0.0184 |
0.0243 |
0.0059 |
32.1% |
0.0465 |
| ATR |
0.0178 |
0.0183 |
0.0005 |
2.6% |
0.0000 |
| Volume |
13,723 |
10,038 |
-3,685 |
-26.9% |
41,137 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4056 |
1.3956 |
1.3503 |
|
| R3 |
1.3813 |
1.3713 |
1.3436 |
|
| R2 |
1.3570 |
1.3570 |
1.3414 |
|
| R1 |
1.3470 |
1.3470 |
1.3391 |
1.3520 |
| PP |
1.3327 |
1.3327 |
1.3327 |
1.3353 |
| S1 |
1.3227 |
1.3227 |
1.3347 |
1.3277 |
| S2 |
1.3084 |
1.3084 |
1.3324 |
|
| S3 |
1.2841 |
1.2984 |
1.3302 |
|
| S4 |
1.2598 |
1.2741 |
1.3235 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4648 |
1.4474 |
1.3625 |
|
| R3 |
1.4183 |
1.4009 |
1.3497 |
|
| R2 |
1.3718 |
1.3718 |
1.3454 |
|
| R1 |
1.3544 |
1.3544 |
1.3412 |
1.3631 |
| PP |
1.3253 |
1.3253 |
1.3253 |
1.3297 |
| S1 |
1.3079 |
1.3079 |
1.3326 |
1.3166 |
| S2 |
1.2788 |
1.2788 |
1.3284 |
|
| S3 |
1.2323 |
1.2614 |
1.3241 |
|
| S4 |
1.1858 |
1.2149 |
1.3113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3428 |
1.2963 |
0.0465 |
3.5% |
0.0209 |
1.6% |
87% |
True |
False |
8,227 |
| 10 |
1.3767 |
1.2963 |
0.0804 |
6.0% |
0.0194 |
1.4% |
50% |
False |
False |
5,109 |
| 20 |
1.4222 |
1.2963 |
0.1259 |
9.4% |
0.0186 |
1.4% |
32% |
False |
False |
3,237 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.6% |
0.0175 |
1.3% |
32% |
False |
False |
1,885 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
12.0% |
0.0162 |
1.2% |
45% |
False |
False |
1,386 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.0% |
0.0128 |
1.0% |
45% |
False |
False |
1,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4461 |
|
2.618 |
1.4064 |
|
1.618 |
1.3821 |
|
1.000 |
1.3671 |
|
0.618 |
1.3578 |
|
HIGH |
1.3428 |
|
0.618 |
1.3335 |
|
0.500 |
1.3307 |
|
0.382 |
1.3278 |
|
LOW |
1.3185 |
|
0.618 |
1.3035 |
|
1.000 |
1.2942 |
|
1.618 |
1.2792 |
|
2.618 |
1.2549 |
|
4.250 |
1.2152 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3348 |
1.3312 |
| PP |
1.3327 |
1.3254 |
| S1 |
1.3307 |
1.3197 |
|