CME Euro FX (E) Future September 2011
Trading Metrics calculated at close of trading on 20-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.3300 |
1.3061 |
-0.0239 |
-1.8% |
1.3240 |
High |
1.3300 |
1.3083 |
-0.0217 |
-1.6% |
1.3465 |
Low |
1.3260 |
1.3061 |
-0.0199 |
-1.5% |
1.3196 |
Close |
1.3156 |
1.3096 |
-0.0060 |
-0.5% |
1.3156 |
Range |
0.0040 |
0.0022 |
-0.0018 |
-45.0% |
0.0269 |
ATR |
0.0071 |
0.0073 |
0.0002 |
2.4% |
0.0000 |
Volume |
7 |
2 |
-5 |
-71.4% |
23 |
|
Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3146 |
1.3143 |
1.3108 |
|
R3 |
1.3124 |
1.3121 |
1.3102 |
|
R2 |
1.3102 |
1.3102 |
1.3100 |
|
R1 |
1.3099 |
1.3099 |
1.3098 |
1.3101 |
PP |
1.3080 |
1.3080 |
1.3080 |
1.3081 |
S1 |
1.3077 |
1.3077 |
1.3094 |
1.3079 |
S2 |
1.3058 |
1.3058 |
1.3092 |
|
S3 |
1.3036 |
1.3055 |
1.3090 |
|
S4 |
1.3014 |
1.3033 |
1.3084 |
|
|
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 |
1.3177 |
2.618 |
1.3141 |
1.618 |
1.3119 |
1.000 |
1.3105 |
0.618 |
1.3097 |
HIGH |
1.3083 |
0.618 |
1.3075 |
0.500 |
1.3072 |
0.382 |
1.3069 |
LOW |
1.3061 |
0.618 |
1.3047 |
1.000 |
1.3039 |
1.618 |
1.3025 |
2.618 |
1.3003 |
4.250 |
1.2968 |
|
|
Fisher Pivots for day following 20-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3088 |
1.3181 |
PP |
1.3080 |
1.3152 |
S1 |
1.3072 |
1.3124 |
|