CME Euro FX (E) Future June 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.3349 |
1.3224 |
-0.0125 |
-0.9% |
1.3269 |
High |
1.3366 |
1.3246 |
-0.0120 |
-0.9% |
1.3369 |
Low |
1.3202 |
1.3178 |
-0.0024 |
-0.2% |
1.3170 |
Close |
1.3203 |
1.3204 |
0.0001 |
0.0% |
1.3214 |
Range |
0.0164 |
0.0068 |
-0.0096 |
-58.5% |
0.0199 |
ATR |
0.0119 |
0.0115 |
-0.0004 |
-3.1% |
0.0000 |
Volume |
137 |
272 |
135 |
98.5% |
95 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3413 |
1.3377 |
1.3241 |
|
R3 |
1.3345 |
1.3309 |
1.3223 |
|
R2 |
1.3277 |
1.3277 |
1.3216 |
|
R1 |
1.3241 |
1.3241 |
1.3210 |
1.3225 |
PP |
1.3209 |
1.3209 |
1.3209 |
1.3202 |
S1 |
1.3173 |
1.3173 |
1.3198 |
1.3157 |
S2 |
1.3141 |
1.3141 |
1.3192 |
|
S3 |
1.3073 |
1.3105 |
1.3185 |
|
S4 |
1.3005 |
1.3037 |
1.3167 |
|
|
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 |
1.3535 |
2.618 |
1.3424 |
1.618 |
1.3356 |
1.000 |
1.3314 |
0.618 |
1.3288 |
HIGH |
1.3246 |
0.618 |
1.3220 |
0.500 |
1.3212 |
0.382 |
1.3204 |
LOW |
1.3178 |
0.618 |
1.3136 |
1.000 |
1.3110 |
1.618 |
1.3068 |
2.618 |
1.3000 |
4.250 |
1.2889 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3212 |
1.3331 |
PP |
1.3209 |
1.3289 |
S1 |
1.3207 |
1.3246 |
|