CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3206 |
1.3400 |
0.0194 |
1.5% |
1.3266 |
| High |
1.3428 |
1.3413 |
-0.0015 |
-0.1% |
1.3428 |
| Low |
1.3185 |
1.3235 |
0.0050 |
0.4% |
1.2963 |
| Close |
1.3369 |
1.3311 |
-0.0058 |
-0.4% |
1.3369 |
| Range |
0.0243 |
0.0178 |
-0.0065 |
-26.7% |
0.0465 |
| ATR |
0.0183 |
0.0183 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
10,038 |
24,436 |
14,398 |
143.4% |
41,137 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3854 |
1.3760 |
1.3409 |
|
| R3 |
1.3676 |
1.3582 |
1.3360 |
|
| R2 |
1.3498 |
1.3498 |
1.3344 |
|
| R1 |
1.3404 |
1.3404 |
1.3327 |
1.3362 |
| PP |
1.3320 |
1.3320 |
1.3320 |
1.3299 |
| S1 |
1.3226 |
1.3226 |
1.3295 |
1.3184 |
| S2 |
1.3142 |
1.3142 |
1.3278 |
|
| S3 |
1.2964 |
1.3048 |
1.3262 |
|
| S4 |
1.2786 |
1.2870 |
1.3213 |
|
|
| 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% |
0.0198 |
1.5% |
75% |
False |
False |
12,294 |
| 10 |
1.3767 |
1.2963 |
0.0804 |
6.0% |
0.0200 |
1.5% |
43% |
False |
False |
7,435 |
| 20 |
1.4055 |
1.2963 |
0.1092 |
8.2% |
0.0184 |
1.4% |
32% |
False |
False |
4,410 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0176 |
1.3% |
27% |
False |
False |
2,475 |
| 60 |
1.4250 |
1.2781 |
0.1469 |
11.0% |
0.0163 |
1.2% |
36% |
False |
False |
1,792 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.1% |
0.0130 |
1.0% |
42% |
False |
False |
1,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4170 |
|
2.618 |
1.3879 |
|
1.618 |
1.3701 |
|
1.000 |
1.3591 |
|
0.618 |
1.3523 |
|
HIGH |
1.3413 |
|
0.618 |
1.3345 |
|
0.500 |
1.3324 |
|
0.382 |
1.3303 |
|
LOW |
1.3235 |
|
0.618 |
1.3125 |
|
1.000 |
1.3057 |
|
1.618 |
1.2947 |
|
2.618 |
1.2769 |
|
4.250 |
1.2479 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3324 |
1.3288 |
| PP |
1.3320 |
1.3264 |
| S1 |
1.3315 |
1.3241 |
|