CME Euro FX (E) Future September 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 |
1.3200 |
1.3300 |
0.0100 |
0.8% |
1.3240 |
| High |
1.3200 |
1.3300 |
0.0100 |
0.8% |
1.3465 |
| Low |
1.3200 |
1.3260 |
0.0060 |
0.5% |
1.3196 |
| Close |
1.3196 |
1.3156 |
-0.0040 |
-0.3% |
1.3156 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0269 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
3.7% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
23 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3359 |
1.3297 |
1.3178 |
|
| R3 |
1.3319 |
1.3257 |
1.3167 |
|
| R2 |
1.3279 |
1.3279 |
1.3163 |
|
| R1 |
1.3217 |
1.3217 |
1.3160 |
1.3228 |
| PP |
1.3239 |
1.3239 |
1.3239 |
1.3244 |
| S1 |
1.3177 |
1.3177 |
1.3152 |
1.3188 |
| S2 |
1.3199 |
1.3199 |
1.3149 |
|
| S3 |
1.3159 |
1.3137 |
1.3145 |
|
| S4 |
1.3119 |
1.3097 |
1.3134 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4079 |
1.3887 |
1.3304 |
|
| R3 |
1.3810 |
1.3618 |
1.3230 |
|
| R2 |
1.3541 |
1.3541 |
1.3205 |
|
| R1 |
1.3349 |
1.3349 |
1.3181 |
1.3311 |
| PP |
1.3272 |
1.3272 |
1.3272 |
1.3253 |
| S1 |
1.3080 |
1.3080 |
1.3131 |
1.3042 |
| S2 |
1.3003 |
1.3003 |
1.3107 |
|
| S3 |
1.2734 |
1.2811 |
1.3082 |
|
| S4 |
1.2465 |
1.2542 |
1.3008 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3470 |
|
2.618 |
1.3405 |
|
1.618 |
1.3365 |
|
1.000 |
1.3340 |
|
0.618 |
1.3325 |
|
HIGH |
1.3300 |
|
0.618 |
1.3285 |
|
0.500 |
1.3280 |
|
0.382 |
1.3275 |
|
LOW |
1.3260 |
|
0.618 |
1.3235 |
|
1.000 |
1.3220 |
|
1.618 |
1.3195 |
|
2.618 |
1.3155 |
|
4.250 |
1.3090 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3280 |
1.3248 |
| PP |
1.3239 |
1.3217 |
| S1 |
1.3197 |
1.3187 |
|