CME Euro FX (E) Future September 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.3410 |
1.3196 |
-0.0214 |
-1.6% |
1.3288 |
High |
1.3465 |
1.3196 |
-0.0269 |
-2.0% |
1.3288 |
Low |
1.3369 |
1.3196 |
-0.0173 |
-1.3% |
1.3185 |
Close |
1.3365 |
1.3196 |
-0.0169 |
-1.3% |
1.3203 |
Range |
0.0096 |
0.0000 |
-0.0096 |
-100.0% |
0.0103 |
ATR |
0.0066 |
0.0073 |
0.0007 |
11.2% |
0.0000 |
Volume |
1 |
7 |
6 |
600.0% |
5 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3196 |
1.3196 |
1.3196 |
|
R3 |
1.3196 |
1.3196 |
1.3196 |
|
R2 |
1.3196 |
1.3196 |
1.3196 |
|
R1 |
1.3196 |
1.3196 |
1.3196 |
1.3196 |
PP |
1.3196 |
1.3196 |
1.3196 |
1.3196 |
S1 |
1.3196 |
1.3196 |
1.3196 |
1.3196 |
S2 |
1.3196 |
1.3196 |
1.3196 |
|
S3 |
1.3196 |
1.3196 |
1.3196 |
|
S4 |
1.3196 |
1.3196 |
1.3196 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3534 |
1.3472 |
1.3260 |
|
R3 |
1.3431 |
1.3369 |
1.3231 |
|
R2 |
1.3328 |
1.3328 |
1.3222 |
|
R1 |
1.3266 |
1.3266 |
1.3212 |
1.3246 |
PP |
1.3225 |
1.3225 |
1.3225 |
1.3215 |
S1 |
1.3163 |
1.3163 |
1.3194 |
1.3143 |
S2 |
1.3122 |
1.3122 |
1.3184 |
|
S3 |
1.3019 |
1.3060 |
1.3175 |
|
S4 |
1.2916 |
1.2957 |
1.3146 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3196 |
2.618 |
1.3196 |
1.618 |
1.3196 |
1.000 |
1.3196 |
0.618 |
1.3196 |
HIGH |
1.3196 |
0.618 |
1.3196 |
0.500 |
1.3196 |
0.382 |
1.3196 |
LOW |
1.3196 |
0.618 |
1.3196 |
1.000 |
1.3196 |
1.618 |
1.3196 |
2.618 |
1.3196 |
4.250 |
1.3196 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3196 |
1.3331 |
PP |
1.3196 |
1.3286 |
S1 |
1.3196 |
1.3241 |
|