CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3238 |
1.3163 |
-0.0075 |
-0.6% |
1.3200 |
| High |
1.3358 |
1.3180 |
-0.0178 |
-1.3% |
1.3493 |
| Low |
1.3129 |
1.3091 |
-0.0038 |
-0.3% |
1.3129 |
| Close |
1.3173 |
1.3114 |
-0.0059 |
-0.4% |
1.3173 |
| Range |
0.0229 |
0.0089 |
-0.0140 |
-61.1% |
0.0364 |
| ATR |
0.0171 |
0.0165 |
-0.0006 |
-3.4% |
0.0000 |
| Volume |
335,458 |
215,965 |
-119,493 |
-35.6% |
1,628,145 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3395 |
1.3344 |
1.3163 |
|
| R3 |
1.3306 |
1.3255 |
1.3138 |
|
| R2 |
1.3217 |
1.3217 |
1.3130 |
|
| R1 |
1.3166 |
1.3166 |
1.3122 |
1.3147 |
| PP |
1.3128 |
1.3128 |
1.3128 |
1.3119 |
| S1 |
1.3077 |
1.3077 |
1.3106 |
1.3058 |
| S2 |
1.3039 |
1.3039 |
1.3098 |
|
| S3 |
1.2950 |
1.2988 |
1.3090 |
|
| S4 |
1.2861 |
1.2899 |
1.3065 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4357 |
1.4129 |
1.3373 |
|
| R3 |
1.3993 |
1.3765 |
1.3273 |
|
| R2 |
1.3629 |
1.3629 |
1.3240 |
|
| R1 |
1.3401 |
1.3401 |
1.3206 |
1.3333 |
| PP |
1.3265 |
1.3265 |
1.3265 |
1.3231 |
| S1 |
1.3037 |
1.3037 |
1.3140 |
1.2969 |
| S2 |
1.2901 |
1.2901 |
1.3106 |
|
| S3 |
1.2537 |
1.2673 |
1.3073 |
|
| S4 |
1.2173 |
1.2309 |
1.2973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3493 |
1.3091 |
0.0402 |
3.1% |
0.0142 |
1.1% |
6% |
False |
True |
305,670 |
| 10 |
1.3493 |
1.3091 |
0.0402 |
3.1% |
0.0148 |
1.1% |
6% |
False |
True |
237,245 |
| 20 |
1.3767 |
1.2963 |
0.0804 |
6.1% |
0.0174 |
1.3% |
19% |
False |
False |
122,340 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0170 |
1.3% |
12% |
False |
False |
61,665 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0166 |
1.3% |
12% |
False |
False |
41,305 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.2% |
0.0147 |
1.1% |
29% |
False |
False |
31,004 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.3% |
0.0121 |
0.9% |
29% |
False |
False |
24,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3558 |
|
2.618 |
1.3413 |
|
1.618 |
1.3324 |
|
1.000 |
1.3269 |
|
0.618 |
1.3235 |
|
HIGH |
1.3180 |
|
0.618 |
1.3146 |
|
0.500 |
1.3136 |
|
0.382 |
1.3125 |
|
LOW |
1.3091 |
|
0.618 |
1.3036 |
|
1.000 |
1.3002 |
|
1.618 |
1.2947 |
|
2.618 |
1.2858 |
|
4.250 |
1.2713 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3136 |
1.3225 |
| PP |
1.3128 |
1.3188 |
| S1 |
1.3121 |
1.3151 |
|