CME Euro FX (E) Future June 2011
Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.3189 |
1.3215 |
0.0026 |
0.2% |
1.3151 |
High |
1.3258 |
1.3234 |
-0.0024 |
-0.2% |
1.3372 |
Low |
1.3189 |
1.3176 |
-0.0013 |
-0.1% |
1.2960 |
Close |
1.3243 |
1.3220 |
-0.0023 |
-0.2% |
1.3359 |
Range |
0.0069 |
0.0058 |
-0.0011 |
-15.9% |
0.0412 |
ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.7% |
0.0000 |
Volume |
7 |
35 |
28 |
400.0% |
116 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3384 |
1.3360 |
1.3252 |
|
R3 |
1.3326 |
1.3302 |
1.3236 |
|
R2 |
1.3268 |
1.3268 |
1.3231 |
|
R1 |
1.3244 |
1.3244 |
1.3225 |
1.3256 |
PP |
1.3210 |
1.3210 |
1.3210 |
1.3216 |
S1 |
1.3186 |
1.3186 |
1.3215 |
1.3198 |
S2 |
1.3152 |
1.3152 |
1.3209 |
|
S3 |
1.3094 |
1.3128 |
1.3204 |
|
S4 |
1.3036 |
1.3070 |
1.3188 |
|
|
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 |
1.3481 |
2.618 |
1.3386 |
1.618 |
1.3328 |
1.000 |
1.3292 |
0.618 |
1.3270 |
HIGH |
1.3234 |
0.618 |
1.3212 |
0.500 |
1.3205 |
0.382 |
1.3198 |
LOW |
1.3176 |
0.618 |
1.3140 |
1.000 |
1.3118 |
1.618 |
1.3082 |
2.618 |
1.3024 |
4.250 |
1.2930 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3215 |
1.3273 |
PP |
1.3210 |
1.3255 |
S1 |
1.3205 |
1.3238 |
|