CME Euro FX (E) Future June 2011
Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.3189 |
1.3269 |
0.0080 |
0.6% |
1.3151 |
High |
1.3372 |
1.3269 |
-0.0103 |
-0.8% |
1.3372 |
Low |
1.3189 |
1.3269 |
0.0080 |
0.6% |
1.2960 |
Close |
1.3359 |
1.3300 |
-0.0059 |
-0.4% |
1.3359 |
Range |
0.0183 |
0.0000 |
-0.0183 |
-100.0% |
0.0412 |
ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.4% |
0.0000 |
Volume |
8 |
9 |
1 |
12.5% |
116 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3279 |
1.3290 |
1.3300 |
|
R3 |
1.3279 |
1.3290 |
1.3300 |
|
R2 |
1.3279 |
1.3279 |
1.3300 |
|
R1 |
1.3290 |
1.3290 |
1.3300 |
1.3285 |
PP |
1.3279 |
1.3279 |
1.3279 |
1.3277 |
S1 |
1.3290 |
1.3290 |
1.3300 |
1.3285 |
S2 |
1.3279 |
1.3279 |
1.3300 |
|
S3 |
1.3279 |
1.3290 |
1.3300 |
|
S4 |
1.3279 |
1.3290 |
1.3300 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4466 |
1.4325 |
1.3586 |
|
R3 |
1.4054 |
1.3913 |
1.3472 |
|
R2 |
1.3642 |
1.3642 |
1.3435 |
|
R1 |
1.3501 |
1.3501 |
1.3397 |
1.3572 |
PP |
1.3230 |
1.3230 |
1.3230 |
1.3266 |
S1 |
1.3089 |
1.3089 |
1.3321 |
1.3160 |
S2 |
1.2818 |
1.2818 |
1.3283 |
|
S3 |
1.2406 |
1.2677 |
1.3246 |
|
S4 |
1.1994 |
1.2265 |
1.3132 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3269 |
2.618 |
1.3269 |
1.618 |
1.3269 |
1.000 |
1.3269 |
0.618 |
1.3269 |
HIGH |
1.3269 |
0.618 |
1.3269 |
0.500 |
1.3269 |
0.382 |
1.3269 |
LOW |
1.3269 |
0.618 |
1.3269 |
1.000 |
1.3269 |
1.618 |
1.3269 |
2.618 |
1.3269 |
4.250 |
1.3269 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3290 |
1.3291 |
PP |
1.3279 |
1.3281 |
S1 |
1.3269 |
1.3272 |
|