CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3097 |
1.3109 |
0.0012 |
0.1% |
1.3163 |
| High |
1.3148 |
1.3168 |
0.0020 |
0.2% |
1.3199 |
| Low |
1.3050 |
1.3068 |
0.0018 |
0.1% |
1.3050 |
| Close |
1.3111 |
1.3140 |
0.0029 |
0.2% |
1.3111 |
| Range |
0.0098 |
0.0100 |
0.0002 |
2.0% |
0.0149 |
| ATR |
0.0154 |
0.0150 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
199,672 |
0 |
-199,672 |
-100.0% |
854,969 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3425 |
1.3383 |
1.3195 |
|
| R3 |
1.3325 |
1.3283 |
1.3168 |
|
| R2 |
1.3225 |
1.3225 |
1.3158 |
|
| R1 |
1.3183 |
1.3183 |
1.3149 |
1.3204 |
| PP |
1.3125 |
1.3125 |
1.3125 |
1.3136 |
| S1 |
1.3083 |
1.3083 |
1.3131 |
1.3104 |
| S2 |
1.3025 |
1.3025 |
1.3122 |
|
| S3 |
1.2925 |
1.2983 |
1.3113 |
|
| S4 |
1.2825 |
1.2883 |
1.3085 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3567 |
1.3488 |
1.3193 |
|
| R3 |
1.3418 |
1.3339 |
1.3152 |
|
| R2 |
1.3269 |
1.3269 |
1.3138 |
|
| R1 |
1.3190 |
1.3190 |
1.3125 |
1.3155 |
| PP |
1.3120 |
1.3120 |
1.3120 |
1.3103 |
| S1 |
1.3041 |
1.3041 |
1.3097 |
1.3006 |
| S2 |
1.2971 |
1.2971 |
1.3084 |
|
| S3 |
1.2822 |
1.2892 |
1.3070 |
|
| S4 |
1.2673 |
1.2743 |
1.3029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3199 |
1.3050 |
0.0149 |
1.1% |
0.0105 |
0.8% |
60% |
False |
False |
170,993 |
| 10 |
1.3493 |
1.3050 |
0.0443 |
3.4% |
0.0140 |
1.1% |
20% |
False |
False |
248,311 |
| 20 |
1.3493 |
1.2963 |
0.0530 |
4.0% |
0.0157 |
1.2% |
33% |
False |
False |
153,851 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0165 |
1.3% |
14% |
False |
False |
77,592 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0165 |
1.3% |
14% |
False |
False |
51,917 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.2% |
0.0152 |
1.2% |
31% |
False |
False |
38,991 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.2% |
0.0124 |
0.9% |
31% |
False |
False |
31,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3593 |
|
2.618 |
1.3430 |
|
1.618 |
1.3330 |
|
1.000 |
1.3268 |
|
0.618 |
1.3230 |
|
HIGH |
1.3168 |
|
0.618 |
1.3130 |
|
0.500 |
1.3118 |
|
0.382 |
1.3106 |
|
LOW |
1.3068 |
|
0.618 |
1.3006 |
|
1.000 |
1.2968 |
|
1.618 |
1.2906 |
|
2.618 |
1.2806 |
|
4.250 |
1.2643 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3133 |
1.3132 |
| PP |
1.3125 |
1.3123 |
| S1 |
1.3118 |
1.3115 |
|