CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3118 |
1.3093 |
-0.0025 |
-0.2% |
1.3200 |
| High |
1.3199 |
1.3179 |
-0.0020 |
-0.2% |
1.3493 |
| Low |
1.3069 |
1.3073 |
0.0004 |
0.0% |
1.3129 |
| Close |
1.3088 |
1.3083 |
-0.0005 |
0.0% |
1.3173 |
| Range |
0.0130 |
0.0106 |
-0.0024 |
-18.5% |
0.0364 |
| ATR |
0.0162 |
0.0158 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
224,766 |
214,566 |
-10,200 |
-4.5% |
1,628,145 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3430 |
1.3362 |
1.3141 |
|
| R3 |
1.3324 |
1.3256 |
1.3112 |
|
| R2 |
1.3218 |
1.3218 |
1.3102 |
|
| R1 |
1.3150 |
1.3150 |
1.3093 |
1.3131 |
| PP |
1.3112 |
1.3112 |
1.3112 |
1.3102 |
| S1 |
1.3044 |
1.3044 |
1.3073 |
1.3025 |
| S2 |
1.3006 |
1.3006 |
1.3064 |
|
| S3 |
1.2900 |
1.2938 |
1.3054 |
|
| S4 |
1.2794 |
1.2832 |
1.3025 |
|
|
| 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 |
1.3358 |
1.3069 |
0.0289 |
2.2% |
0.0128 |
1.0% |
5% |
False |
False |
251,794 |
| 10 |
1.3493 |
1.3069 |
0.0424 |
3.2% |
0.0147 |
1.1% |
3% |
False |
False |
267,441 |
| 20 |
1.3493 |
1.2963 |
0.0530 |
4.1% |
0.0162 |
1.2% |
23% |
False |
False |
144,175 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0168 |
1.3% |
9% |
False |
False |
72,633 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0165 |
1.3% |
9% |
False |
False |
48,606 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.2% |
0.0150 |
1.1% |
27% |
False |
False |
36,496 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.3% |
0.0123 |
0.9% |
27% |
False |
False |
29,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3630 |
|
2.618 |
1.3457 |
|
1.618 |
1.3351 |
|
1.000 |
1.3285 |
|
0.618 |
1.3245 |
|
HIGH |
1.3179 |
|
0.618 |
1.3139 |
|
0.500 |
1.3126 |
|
0.382 |
1.3113 |
|
LOW |
1.3073 |
|
0.618 |
1.3007 |
|
1.000 |
1.2967 |
|
1.618 |
1.2901 |
|
2.618 |
1.2795 |
|
4.250 |
1.2623 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3126 |
1.3134 |
| PP |
1.3112 |
1.3117 |
| S1 |
1.3097 |
1.3100 |
|