CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3400 |
1.3296 |
-0.0104 |
-0.8% |
1.3266 |
| High |
1.3413 |
1.3393 |
-0.0020 |
-0.1% |
1.3428 |
| Low |
1.3235 |
1.3249 |
0.0014 |
0.1% |
1.2963 |
| Close |
1.3311 |
1.3278 |
-0.0033 |
-0.2% |
1.3369 |
| Range |
0.0178 |
0.0144 |
-0.0034 |
-19.1% |
0.0465 |
| ATR |
0.0183 |
0.0180 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
24,436 |
48,984 |
24,548 |
100.5% |
41,137 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3739 |
1.3652 |
1.3357 |
|
| R3 |
1.3595 |
1.3508 |
1.3318 |
|
| R2 |
1.3451 |
1.3451 |
1.3304 |
|
| R1 |
1.3364 |
1.3364 |
1.3291 |
1.3336 |
| PP |
1.3307 |
1.3307 |
1.3307 |
1.3292 |
| S1 |
1.3220 |
1.3220 |
1.3265 |
1.3192 |
| S2 |
1.3163 |
1.3163 |
1.3252 |
|
| S3 |
1.3019 |
1.3076 |
1.3238 |
|
| S4 |
1.2875 |
1.2932 |
1.3199 |
|
|
| 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 |
1.2965 |
0.0463 |
3.5% |
0.0192 |
1.4% |
68% |
False |
False |
21,365 |
| 10 |
1.3604 |
1.2963 |
0.0641 |
4.8% |
0.0194 |
1.5% |
49% |
False |
False |
12,221 |
| 20 |
1.3950 |
1.2963 |
0.0987 |
7.4% |
0.0182 |
1.4% |
32% |
False |
False |
6,810 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0176 |
1.3% |
24% |
False |
False |
3,685 |
| 60 |
1.4250 |
1.2825 |
0.1425 |
10.7% |
0.0164 |
1.2% |
32% |
False |
False |
2,608 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.1% |
0.0132 |
1.0% |
40% |
False |
False |
1,962 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.1% |
0.0108 |
0.8% |
40% |
False |
False |
1,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4005 |
|
2.618 |
1.3770 |
|
1.618 |
1.3626 |
|
1.000 |
1.3537 |
|
0.618 |
1.3482 |
|
HIGH |
1.3393 |
|
0.618 |
1.3338 |
|
0.500 |
1.3321 |
|
0.382 |
1.3304 |
|
LOW |
1.3249 |
|
0.618 |
1.3160 |
|
1.000 |
1.3105 |
|
1.618 |
1.3016 |
|
2.618 |
1.2872 |
|
4.250 |
1.2637 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3321 |
1.3307 |
| PP |
1.3307 |
1.3297 |
| S1 |
1.3292 |
1.3288 |
|