CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3296 |
1.3255 |
-0.0041 |
-0.3% |
1.3266 |
| High |
1.3393 |
1.3272 |
-0.0121 |
-0.9% |
1.3428 |
| Low |
1.3249 |
1.3172 |
-0.0077 |
-0.6% |
1.2963 |
| Close |
1.3278 |
1.3252 |
-0.0026 |
-0.2% |
1.3369 |
| Range |
0.0144 |
0.0100 |
-0.0044 |
-30.6% |
0.0465 |
| ATR |
0.0180 |
0.0175 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
48,984 |
88,386 |
39,402 |
80.4% |
41,137 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3532 |
1.3492 |
1.3307 |
|
| R3 |
1.3432 |
1.3392 |
1.3280 |
|
| R2 |
1.3332 |
1.3332 |
1.3270 |
|
| R1 |
1.3292 |
1.3292 |
1.3261 |
1.3262 |
| PP |
1.3232 |
1.3232 |
1.3232 |
1.3217 |
| S1 |
1.3192 |
1.3192 |
1.3243 |
1.3162 |
| S2 |
1.3132 |
1.3132 |
1.3234 |
|
| S3 |
1.3032 |
1.3092 |
1.3225 |
|
| S4 |
1.2932 |
1.2992 |
1.3197 |
|
|
| 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 |
1.3054 |
0.0374 |
2.8% |
0.0170 |
1.3% |
53% |
False |
False |
37,113 |
| 10 |
1.3428 |
1.2963 |
0.0465 |
3.5% |
0.0178 |
1.3% |
62% |
False |
False |
20,908 |
| 20 |
1.3799 |
1.2963 |
0.0836 |
6.3% |
0.0176 |
1.3% |
35% |
False |
False |
11,194 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.7% |
0.0175 |
1.3% |
22% |
False |
False |
5,889 |
| 60 |
1.4250 |
1.2954 |
0.1296 |
9.8% |
0.0163 |
1.2% |
23% |
False |
False |
4,080 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.1% |
0.0133 |
1.0% |
38% |
False |
False |
3,067 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.1% |
0.0109 |
0.8% |
38% |
False |
False |
2,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3697 |
|
2.618 |
1.3534 |
|
1.618 |
1.3434 |
|
1.000 |
1.3372 |
|
0.618 |
1.3334 |
|
HIGH |
1.3272 |
|
0.618 |
1.3234 |
|
0.500 |
1.3222 |
|
0.382 |
1.3210 |
|
LOW |
1.3172 |
|
0.618 |
1.3110 |
|
1.000 |
1.3072 |
|
1.618 |
1.3010 |
|
2.618 |
1.2910 |
|
4.250 |
1.2747 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3242 |
1.3293 |
| PP |
1.3232 |
1.3279 |
| S1 |
1.3222 |
1.3266 |
|