CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3269 |
1.3369 |
0.0100 |
0.8% |
1.3151 |
| High |
1.3269 |
1.3369 |
0.0100 |
0.8% |
1.3372 |
| Low |
1.3269 |
1.3251 |
-0.0018 |
-0.1% |
1.2960 |
| Close |
1.3300 |
1.3268 |
-0.0032 |
-0.2% |
1.3359 |
| Range |
0.0000 |
0.0118 |
0.0118 |
|
0.0412 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
0.5% |
0.0000 |
| Volume |
9 |
3 |
-6 |
-66.7% |
116 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3650 |
1.3577 |
1.3333 |
|
| R3 |
1.3532 |
1.3459 |
1.3300 |
|
| R2 |
1.3414 |
1.3414 |
1.3290 |
|
| R1 |
1.3341 |
1.3341 |
1.3279 |
1.3319 |
| PP |
1.3296 |
1.3296 |
1.3296 |
1.3285 |
| S1 |
1.3223 |
1.3223 |
1.3257 |
1.3201 |
| S2 |
1.3178 |
1.3178 |
1.3246 |
|
| S3 |
1.3060 |
1.3105 |
1.3236 |
|
| S4 |
1.2942 |
1.2987 |
1.3203 |
|
|
| 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 |
1.3871 |
|
2.618 |
1.3678 |
|
1.618 |
1.3560 |
|
1.000 |
1.3487 |
|
0.618 |
1.3442 |
|
HIGH |
1.3369 |
|
0.618 |
1.3324 |
|
0.500 |
1.3310 |
|
0.382 |
1.3296 |
|
LOW |
1.3251 |
|
0.618 |
1.3178 |
|
1.000 |
1.3133 |
|
1.618 |
1.3060 |
|
2.618 |
1.2942 |
|
4.250 |
1.2750 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3310 |
1.3281 |
| PP |
1.3296 |
1.3276 |
| S1 |
1.3282 |
1.3272 |
|