CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3093 |
1.3097 |
0.0004 |
0.0% |
1.3200 |
| High |
1.3179 |
1.3148 |
-0.0031 |
-0.2% |
1.3493 |
| Low |
1.3073 |
1.3050 |
-0.0023 |
-0.2% |
1.3129 |
| Close |
1.3083 |
1.3111 |
0.0028 |
0.2% |
1.3173 |
| Range |
0.0106 |
0.0098 |
-0.0008 |
-7.5% |
0.0364 |
| ATR |
0.0158 |
0.0154 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
214,566 |
199,672 |
-14,894 |
-6.9% |
1,628,145 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3397 |
1.3352 |
1.3165 |
|
| R3 |
1.3299 |
1.3254 |
1.3138 |
|
| R2 |
1.3201 |
1.3201 |
1.3129 |
|
| R1 |
1.3156 |
1.3156 |
1.3120 |
1.3179 |
| PP |
1.3103 |
1.3103 |
1.3103 |
1.3114 |
| S1 |
1.3058 |
1.3058 |
1.3102 |
1.3081 |
| S2 |
1.3005 |
1.3005 |
1.3093 |
|
| S3 |
1.2907 |
1.2960 |
1.3084 |
|
| S4 |
1.2809 |
1.2862 |
1.3057 |
|
|
| 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 |
1.3050 |
0.0308 |
2.3% |
0.0130 |
1.0% |
20% |
False |
True |
238,085 |
| 10 |
1.3493 |
1.3050 |
0.0443 |
3.4% |
0.0141 |
1.1% |
14% |
False |
True |
270,119 |
| 20 |
1.3493 |
1.2963 |
0.0530 |
4.0% |
0.0161 |
1.2% |
28% |
False |
False |
154,013 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0167 |
1.3% |
11% |
False |
False |
77,606 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0165 |
1.3% |
11% |
False |
False |
51,927 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.2% |
0.0151 |
1.1% |
29% |
False |
False |
38,991 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.3% |
0.0124 |
0.9% |
29% |
False |
False |
31,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3565 |
|
2.618 |
1.3405 |
|
1.618 |
1.3307 |
|
1.000 |
1.3246 |
|
0.618 |
1.3209 |
|
HIGH |
1.3148 |
|
0.618 |
1.3111 |
|
0.500 |
1.3099 |
|
0.382 |
1.3087 |
|
LOW |
1.3050 |
|
0.618 |
1.2989 |
|
1.000 |
1.2952 |
|
1.618 |
1.2891 |
|
2.618 |
1.2793 |
|
4.250 |
1.2634 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3107 |
1.3125 |
| PP |
1.3103 |
1.3120 |
| S1 |
1.3099 |
1.3116 |
|