CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3109 |
1.3156 |
0.0047 |
0.4% |
1.3163 |
| High |
1.3168 |
1.3272 |
0.0104 |
0.8% |
1.3199 |
| Low |
1.3068 |
1.3091 |
0.0023 |
0.2% |
1.3050 |
| Close |
1.3140 |
1.3114 |
-0.0026 |
-0.2% |
1.3111 |
| Range |
0.0100 |
0.0181 |
0.0081 |
81.0% |
0.0149 |
| ATR |
0.0150 |
0.0152 |
0.0002 |
1.5% |
0.0000 |
| Volume |
0 |
202,216 |
202,216 |
|
854,969 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3702 |
1.3589 |
1.3214 |
|
| R3 |
1.3521 |
1.3408 |
1.3164 |
|
| R2 |
1.3340 |
1.3340 |
1.3147 |
|
| R1 |
1.3227 |
1.3227 |
1.3131 |
1.3193 |
| PP |
1.3159 |
1.3159 |
1.3159 |
1.3142 |
| S1 |
1.3046 |
1.3046 |
1.3097 |
1.3012 |
| S2 |
1.2978 |
1.2978 |
1.3081 |
|
| S3 |
1.2797 |
1.2865 |
1.3064 |
|
| S4 |
1.2616 |
1.2684 |
1.3014 |
|
|
| 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 |
1.3272 |
1.3050 |
0.0222 |
1.7% |
0.0123 |
0.9% |
29% |
True |
False |
168,244 |
| 10 |
1.3493 |
1.3050 |
0.0443 |
3.4% |
0.0133 |
1.0% |
14% |
False |
False |
236,957 |
| 20 |
1.3493 |
1.2963 |
0.0530 |
4.0% |
0.0154 |
1.2% |
28% |
False |
False |
163,757 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0166 |
1.3% |
12% |
False |
False |
82,638 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0165 |
1.3% |
12% |
False |
False |
55,275 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.2% |
0.0154 |
1.2% |
29% |
False |
False |
41,519 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.3% |
0.0126 |
1.0% |
29% |
False |
False |
33,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4041 |
|
2.618 |
1.3746 |
|
1.618 |
1.3565 |
|
1.000 |
1.3453 |
|
0.618 |
1.3384 |
|
HIGH |
1.3272 |
|
0.618 |
1.3203 |
|
0.500 |
1.3182 |
|
0.382 |
1.3160 |
|
LOW |
1.3091 |
|
0.618 |
1.2979 |
|
1.000 |
1.2910 |
|
1.618 |
1.2798 |
|
2.618 |
1.2617 |
|
4.250 |
1.2322 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3182 |
1.3161 |
| PP |
1.3159 |
1.3145 |
| S1 |
1.3137 |
1.3130 |
|