CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3369 |
1.3349 |
-0.0020 |
-0.1% |
1.3269 |
| High |
1.3484 |
1.3366 |
-0.0118 |
-0.9% |
1.3369 |
| Low |
1.3356 |
1.3202 |
-0.0154 |
-1.2% |
1.3170 |
| Close |
1.3375 |
1.3203 |
-0.0172 |
-1.3% |
1.3214 |
| Range |
0.0128 |
0.0164 |
0.0036 |
28.1% |
0.0199 |
| ATR |
0.0115 |
0.0119 |
0.0004 |
3.6% |
0.0000 |
| Volume |
68 |
137 |
69 |
101.5% |
95 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3749 |
1.3640 |
1.3293 |
|
| R3 |
1.3585 |
1.3476 |
1.3248 |
|
| R2 |
1.3421 |
1.3421 |
1.3233 |
|
| R1 |
1.3312 |
1.3312 |
1.3218 |
1.3285 |
| PP |
1.3257 |
1.3257 |
1.3257 |
1.3243 |
| S1 |
1.3148 |
1.3148 |
1.3188 |
1.3121 |
| S2 |
1.3093 |
1.3093 |
1.3173 |
|
| S3 |
1.2929 |
1.2984 |
1.3158 |
|
| S4 |
1.2765 |
1.2820 |
1.3113 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3848 |
1.3730 |
1.3323 |
|
| R3 |
1.3649 |
1.3531 |
1.3269 |
|
| R2 |
1.3450 |
1.3450 |
1.3250 |
|
| R1 |
1.3332 |
1.3332 |
1.3232 |
1.3292 |
| PP |
1.3251 |
1.3251 |
1.3251 |
1.3231 |
| S1 |
1.3133 |
1.3133 |
1.3196 |
1.3093 |
| S2 |
1.3052 |
1.3052 |
1.3178 |
|
| S3 |
1.2853 |
1.2934 |
1.3159 |
|
| S4 |
1.2654 |
1.2735 |
1.3105 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4063 |
|
2.618 |
1.3795 |
|
1.618 |
1.3631 |
|
1.000 |
1.3530 |
|
0.618 |
1.3467 |
|
HIGH |
1.3366 |
|
0.618 |
1.3303 |
|
0.500 |
1.3284 |
|
0.382 |
1.3265 |
|
LOW |
1.3202 |
|
0.618 |
1.3101 |
|
1.000 |
1.3038 |
|
1.618 |
1.2937 |
|
2.618 |
1.2773 |
|
4.250 |
1.2505 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3284 |
1.3342 |
| PP |
1.3257 |
1.3295 |
| S1 |
1.3230 |
1.3249 |
|