CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3126 |
1.3186 |
0.0060 |
0.5% |
1.3061 |
| High |
1.3126 |
1.3186 |
0.0060 |
0.5% |
1.3100 |
| Low |
1.3126 |
1.3101 |
-0.0025 |
-0.2% |
1.3061 |
| Close |
1.3126 |
1.3102 |
-0.0024 |
-0.2% |
1.3097 |
| Range |
0.0000 |
0.0085 |
0.0085 |
|
0.0039 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3385 |
1.3328 |
1.3149 |
|
| R3 |
1.3300 |
1.3243 |
1.3125 |
|
| R2 |
1.3215 |
1.3215 |
1.3118 |
|
| R1 |
1.3158 |
1.3158 |
1.3110 |
1.3144 |
| PP |
1.3130 |
1.3130 |
1.3130 |
1.3123 |
| S1 |
1.3073 |
1.3073 |
1.3094 |
1.3059 |
| S2 |
1.3045 |
1.3045 |
1.3086 |
|
| S3 |
1.2960 |
1.2988 |
1.3079 |
|
| S4 |
1.2875 |
1.2903 |
1.3055 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3203 |
1.3189 |
1.3118 |
|
| R3 |
1.3164 |
1.3150 |
1.3108 |
|
| R2 |
1.3125 |
1.3125 |
1.3104 |
|
| R1 |
1.3111 |
1.3111 |
1.3101 |
1.3118 |
| PP |
1.3086 |
1.3086 |
1.3086 |
1.3090 |
| S1 |
1.3072 |
1.3072 |
1.3093 |
1.3079 |
| S2 |
1.3047 |
1.3047 |
1.3090 |
|
| S3 |
1.3008 |
1.3033 |
1.3086 |
|
| S4 |
1.2969 |
1.2994 |
1.3076 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3547 |
|
2.618 |
1.3409 |
|
1.618 |
1.3324 |
|
1.000 |
1.3271 |
|
0.618 |
1.3239 |
|
HIGH |
1.3186 |
|
0.618 |
1.3154 |
|
0.500 |
1.3144 |
|
0.382 |
1.3133 |
|
LOW |
1.3101 |
|
0.618 |
1.3048 |
|
1.000 |
1.3016 |
|
1.618 |
1.2963 |
|
2.618 |
1.2878 |
|
4.250 |
1.2740 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3144 |
1.3142 |
| PP |
1.3130 |
1.3128 |
| S1 |
1.3116 |
1.3115 |
|