CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3156 |
1.3165 |
0.0009 |
0.1% |
1.3200 |
| High |
1.3156 |
1.3180 |
0.0024 |
0.2% |
1.3484 |
| Low |
1.3089 |
1.3064 |
-0.0025 |
-0.2% |
1.3129 |
| Close |
1.3106 |
1.3079 |
-0.0027 |
-0.2% |
1.3166 |
| Range |
0.0067 |
0.0116 |
0.0049 |
73.1% |
0.0355 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
101 |
112 |
11 |
10.9% |
683 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3383 |
1.3143 |
|
| R3 |
1.3340 |
1.3267 |
1.3111 |
|
| R2 |
1.3224 |
1.3224 |
1.3100 |
|
| R1 |
1.3151 |
1.3151 |
1.3090 |
1.3130 |
| PP |
1.3108 |
1.3108 |
1.3108 |
1.3097 |
| S1 |
1.3035 |
1.3035 |
1.3068 |
1.3014 |
| S2 |
1.2992 |
1.2992 |
1.3058 |
|
| S3 |
1.2876 |
1.2919 |
1.3047 |
|
| S4 |
1.2760 |
1.2803 |
1.3015 |
|
|
| 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 |
1.3673 |
|
2.618 |
1.3484 |
|
1.618 |
1.3368 |
|
1.000 |
1.3296 |
|
0.618 |
1.3252 |
|
HIGH |
1.3180 |
|
0.618 |
1.3136 |
|
0.500 |
1.3122 |
|
0.382 |
1.3108 |
|
LOW |
1.3064 |
|
0.618 |
1.2992 |
|
1.000 |
1.2948 |
|
1.618 |
1.2876 |
|
2.618 |
1.2760 |
|
4.250 |
1.2571 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3122 |
1.3199 |
| PP |
1.3108 |
1.3159 |
| S1 |
1.3093 |
1.3119 |
|