CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3216 |
1.3287 |
0.0071 |
0.5% |
1.3109 |
| High |
1.3313 |
1.3423 |
0.0110 |
0.8% |
1.3423 |
| Low |
1.3215 |
1.3284 |
0.0069 |
0.5% |
1.3068 |
| Close |
1.3282 |
1.3364 |
0.0082 |
0.6% |
1.3364 |
| Range |
0.0098 |
0.0139 |
0.0041 |
41.8% |
0.0355 |
| ATR |
0.0149 |
0.0149 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
176,295 |
88,355 |
-87,940 |
-49.9% |
621,074 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3774 |
1.3708 |
1.3440 |
|
| R3 |
1.3635 |
1.3569 |
1.3402 |
|
| R2 |
1.3496 |
1.3496 |
1.3389 |
|
| R1 |
1.3430 |
1.3430 |
1.3377 |
1.3463 |
| PP |
1.3357 |
1.3357 |
1.3357 |
1.3374 |
| S1 |
1.3291 |
1.3291 |
1.3351 |
1.3324 |
| S2 |
1.3218 |
1.3218 |
1.3339 |
|
| S3 |
1.3079 |
1.3152 |
1.3326 |
|
| S4 |
1.2940 |
1.3013 |
1.3288 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4350 |
1.4212 |
1.3559 |
|
| R3 |
1.3995 |
1.3857 |
1.3462 |
|
| R2 |
1.3640 |
1.3640 |
1.3429 |
|
| R1 |
1.3502 |
1.3502 |
1.3397 |
1.3571 |
| PP |
1.3285 |
1.3285 |
1.3285 |
1.3320 |
| S1 |
1.3147 |
1.3147 |
1.3331 |
1.3216 |
| S2 |
1.2930 |
1.2930 |
1.3299 |
|
| S3 |
1.2575 |
1.2792 |
1.3266 |
|
| S4 |
1.2220 |
1.2437 |
1.3169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3423 |
1.3068 |
0.0355 |
2.7% |
0.0135 |
1.0% |
83% |
True |
False |
124,214 |
| 10 |
1.3423 |
1.3050 |
0.0373 |
2.8% |
0.0133 |
1.0% |
84% |
True |
False |
181,150 |
| 20 |
1.3493 |
1.3050 |
0.0443 |
3.3% |
0.0145 |
1.1% |
71% |
False |
False |
183,350 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.6% |
0.0164 |
1.2% |
31% |
False |
False |
93,072 |
| 60 |
1.4250 |
1.2963 |
0.1287 |
9.6% |
0.0164 |
1.2% |
31% |
False |
False |
62,212 |
| 80 |
1.4250 |
1.2650 |
0.1600 |
12.0% |
0.0155 |
1.2% |
45% |
False |
False |
46,752 |
| 100 |
1.4250 |
1.2642 |
0.1608 |
12.0% |
0.0130 |
1.0% |
45% |
False |
False |
37,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4014 |
|
2.618 |
1.3787 |
|
1.618 |
1.3648 |
|
1.000 |
1.3562 |
|
0.618 |
1.3509 |
|
HIGH |
1.3423 |
|
0.618 |
1.3370 |
|
0.500 |
1.3354 |
|
0.382 |
1.3337 |
|
LOW |
1.3284 |
|
0.618 |
1.3198 |
|
1.000 |
1.3145 |
|
1.618 |
1.3059 |
|
2.618 |
1.2920 |
|
4.250 |
1.2693 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3361 |
1.3327 |
| PP |
1.3357 |
1.3289 |
| S1 |
1.3354 |
1.3252 |
|