CME Euro FX (E) Future June 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.3070 |
1.3099 |
0.0029 |
0.2% |
1.3200 |
High |
1.3162 |
1.3136 |
-0.0026 |
-0.2% |
1.3484 |
Low |
1.3067 |
1.3045 |
-0.0022 |
-0.2% |
1.3129 |
Close |
1.3075 |
1.3104 |
0.0029 |
0.2% |
1.3166 |
Range |
0.0095 |
0.0091 |
-0.0004 |
-4.2% |
0.0355 |
ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.6% |
0.0000 |
Volume |
287 |
404 |
117 |
40.8% |
683 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3368 |
1.3327 |
1.3154 |
|
R3 |
1.3277 |
1.3236 |
1.3129 |
|
R2 |
1.3186 |
1.3186 |
1.3121 |
|
R1 |
1.3145 |
1.3145 |
1.3112 |
1.3166 |
PP |
1.3095 |
1.3095 |
1.3095 |
1.3105 |
S1 |
1.3054 |
1.3054 |
1.3096 |
1.3075 |
S2 |
1.3004 |
1.3004 |
1.3087 |
|
S3 |
1.2913 |
1.2963 |
1.3079 |
|
S4 |
1.2822 |
1.2872 |
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 |
1.3523 |
2.618 |
1.3374 |
1.618 |
1.3283 |
1.000 |
1.3227 |
0.618 |
1.3192 |
HIGH |
1.3136 |
0.618 |
1.3101 |
0.500 |
1.3091 |
0.382 |
1.3080 |
LOW |
1.3045 |
0.618 |
1.2989 |
1.000 |
1.2954 |
1.618 |
1.2898 |
2.618 |
1.2807 |
4.250 |
1.2658 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3100 |
1.3113 |
PP |
1.3095 |
1.3110 |
S1 |
1.3091 |
1.3107 |
|