CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3224 |
1.3229 |
0.0005 |
0.0% |
1.3200 |
| High |
1.3246 |
1.3333 |
0.0087 |
0.7% |
1.3484 |
| Low |
1.3178 |
1.3129 |
-0.0049 |
-0.4% |
1.3129 |
| Close |
1.3204 |
1.3166 |
-0.0038 |
-0.3% |
1.3166 |
| Range |
0.0068 |
0.0204 |
0.0136 |
200.0% |
0.0355 |
| ATR |
0.0115 |
0.0122 |
0.0006 |
5.5% |
0.0000 |
| Volume |
272 |
135 |
-137 |
-50.4% |
683 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3821 |
1.3698 |
1.3278 |
|
| R3 |
1.3617 |
1.3494 |
1.3222 |
|
| R2 |
1.3413 |
1.3413 |
1.3203 |
|
| R1 |
1.3290 |
1.3290 |
1.3185 |
1.3250 |
| PP |
1.3209 |
1.3209 |
1.3209 |
1.3189 |
| S1 |
1.3086 |
1.3086 |
1.3147 |
1.3046 |
| S2 |
1.3005 |
1.3005 |
1.3129 |
|
| S3 |
1.2801 |
1.2882 |
1.3110 |
|
| S4 |
1.2597 |
1.2678 |
1.3054 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4325 |
1.4100 |
1.3361 |
|
| R3 |
1.3970 |
1.3745 |
1.3264 |
|
| R2 |
1.3615 |
1.3615 |
1.3231 |
|
| R1 |
1.3390 |
1.3390 |
1.3199 |
1.3325 |
| PP |
1.3260 |
1.3260 |
1.3260 |
1.3227 |
| S1 |
1.3035 |
1.3035 |
1.3133 |
1.2970 |
| S2 |
1.2905 |
1.2905 |
1.3101 |
|
| S3 |
1.2550 |
1.2680 |
1.3068 |
|
| S4 |
1.2195 |
1.2325 |
1.2971 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4200 |
|
2.618 |
1.3867 |
|
1.618 |
1.3663 |
|
1.000 |
1.3537 |
|
0.618 |
1.3459 |
|
HIGH |
1.3333 |
|
0.618 |
1.3255 |
|
0.500 |
1.3231 |
|
0.382 |
1.3207 |
|
LOW |
1.3129 |
|
0.618 |
1.3003 |
|
1.000 |
1.2925 |
|
1.618 |
1.2799 |
|
2.618 |
1.2595 |
|
4.250 |
1.2262 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3231 |
1.3248 |
| PP |
1.3209 |
1.3220 |
| S1 |
1.3188 |
1.3193 |
|