CME Euro FX (E) Future June 2011
Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.3369 |
1.3189 |
-0.0180 |
-1.3% |
1.3151 |
High |
1.3369 |
1.3258 |
-0.0111 |
-0.8% |
1.3372 |
Low |
1.3251 |
1.3189 |
-0.0062 |
-0.5% |
1.2960 |
Close |
1.3268 |
1.3243 |
-0.0025 |
-0.2% |
1.3359 |
Range |
0.0118 |
0.0069 |
-0.0049 |
-41.5% |
0.0412 |
ATR |
0.0111 |
0.0109 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
3 |
7 |
4 |
133.3% |
116 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3437 |
1.3409 |
1.3281 |
|
R3 |
1.3368 |
1.3340 |
1.3262 |
|
R2 |
1.3299 |
1.3299 |
1.3256 |
|
R1 |
1.3271 |
1.3271 |
1.3249 |
1.3285 |
PP |
1.3230 |
1.3230 |
1.3230 |
1.3237 |
S1 |
1.3202 |
1.3202 |
1.3237 |
1.3216 |
S2 |
1.3161 |
1.3161 |
1.3230 |
|
S3 |
1.3092 |
1.3133 |
1.3224 |
|
S4 |
1.3023 |
1.3064 |
1.3205 |
|
|
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 |
1.3551 |
2.618 |
1.3439 |
1.618 |
1.3370 |
1.000 |
1.3327 |
0.618 |
1.3301 |
HIGH |
1.3258 |
0.618 |
1.3232 |
0.500 |
1.3224 |
0.382 |
1.3215 |
LOW |
1.3189 |
0.618 |
1.3146 |
1.000 |
1.3120 |
1.618 |
1.3077 |
2.618 |
1.3008 |
4.250 |
1.2896 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3237 |
1.3279 |
PP |
1.3230 |
1.3267 |
S1 |
1.3224 |
1.3255 |
|