CME Euro FX (E) Future June 2011
Trading Metrics calculated at close of trading on 22-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.3165 |
1.3070 |
-0.0095 |
-0.7% |
1.3200 |
High |
1.3180 |
1.3162 |
-0.0018 |
-0.1% |
1.3484 |
Low |
1.3064 |
1.3067 |
0.0003 |
0.0% |
1.3129 |
Close |
1.3079 |
1.3075 |
-0.0004 |
0.0% |
1.3166 |
Range |
0.0116 |
0.0095 |
-0.0021 |
-18.1% |
0.0355 |
ATR |
0.0118 |
0.0117 |
-0.0002 |
-1.4% |
0.0000 |
Volume |
112 |
287 |
175 |
156.3% |
683 |
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3386 |
1.3326 |
1.3127 |
|
R3 |
1.3291 |
1.3231 |
1.3101 |
|
R2 |
1.3196 |
1.3196 |
1.3092 |
|
R1 |
1.3136 |
1.3136 |
1.3084 |
1.3166 |
PP |
1.3101 |
1.3101 |
1.3101 |
1.3117 |
S1 |
1.3041 |
1.3041 |
1.3066 |
1.3071 |
S2 |
1.3006 |
1.3006 |
1.3058 |
|
S3 |
1.2911 |
1.2946 |
1.3049 |
|
S4 |
1.2816 |
1.2851 |
1.3023 |
|
|
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 |
1.3566 |
2.618 |
1.3411 |
1.618 |
1.3316 |
1.000 |
1.3257 |
0.618 |
1.3221 |
HIGH |
1.3162 |
0.618 |
1.3126 |
0.500 |
1.3115 |
0.382 |
1.3103 |
LOW |
1.3067 |
0.618 |
1.3008 |
1.000 |
1.2972 |
1.618 |
1.2913 |
2.618 |
1.2818 |
4.250 |
1.2663 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3115 |
1.3122 |
PP |
1.3101 |
1.3106 |
S1 |
1.3088 |
1.3091 |
|