CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3758 |
1.3771 |
0.0013 |
0.1% |
1.3961 |
| High |
1.3820 |
1.3817 |
-0.0003 |
0.0% |
1.4276 |
| Low |
1.3665 |
1.3632 |
-0.0033 |
-0.2% |
1.3856 |
| Close |
1.3773 |
1.3649 |
-0.0124 |
-0.9% |
1.4038 |
| Range |
0.0155 |
0.0185 |
0.0030 |
19.4% |
0.0420 |
| ATR |
0.0177 |
0.0178 |
0.0001 |
0.3% |
0.0000 |
| Volume |
487,198 |
360,176 |
-127,022 |
-26.1% |
1,860,684 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4254 |
1.4137 |
1.3751 |
|
| R3 |
1.4069 |
1.3952 |
1.3700 |
|
| R2 |
1.3884 |
1.3884 |
1.3683 |
|
| R1 |
1.3767 |
1.3767 |
1.3666 |
1.3733 |
| PP |
1.3699 |
1.3699 |
1.3699 |
1.3683 |
| S1 |
1.3582 |
1.3582 |
1.3632 |
1.3548 |
| S2 |
1.3514 |
1.3514 |
1.3615 |
|
| S3 |
1.3329 |
1.3397 |
1.3598 |
|
| S4 |
1.3144 |
1.3212 |
1.3547 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5317 |
1.5097 |
1.4269 |
|
| R3 |
1.4897 |
1.4677 |
1.4154 |
|
| R2 |
1.4477 |
1.4477 |
1.4115 |
|
| R1 |
1.4257 |
1.4257 |
1.4077 |
1.4367 |
| PP |
1.4057 |
1.4057 |
1.4057 |
1.4112 |
| S1 |
1.3837 |
1.3837 |
1.4000 |
1.3947 |
| S2 |
1.3637 |
1.3637 |
1.3961 |
|
| S3 |
1.3217 |
1.3417 |
1.3923 |
|
| S4 |
1.2797 |
1.2997 |
1.3807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4245 |
1.3632 |
0.0613 |
4.5% |
0.0198 |
1.5% |
3% |
False |
True |
402,459 |
| 10 |
1.4276 |
1.3632 |
0.0644 |
4.7% |
0.0186 |
1.4% |
3% |
False |
True |
382,380 |
| 20 |
1.4276 |
1.3632 |
0.0644 |
4.7% |
0.0187 |
1.4% |
3% |
False |
True |
376,802 |
| 40 |
1.4276 |
1.3016 |
0.1260 |
9.2% |
0.0169 |
1.2% |
50% |
False |
False |
355,840 |
| 60 |
1.4276 |
1.2587 |
0.1689 |
12.4% |
0.0154 |
1.1% |
63% |
False |
False |
269,784 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.4% |
0.0148 |
1.1% |
63% |
False |
False |
202,606 |
| 100 |
1.4276 |
1.2170 |
0.2106 |
15.4% |
0.0147 |
1.1% |
70% |
False |
False |
162,165 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
17.2% |
0.0140 |
1.0% |
73% |
False |
False |
135,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4603 |
|
2.618 |
1.4301 |
|
1.618 |
1.4116 |
|
1.000 |
1.4002 |
|
0.618 |
1.3931 |
|
HIGH |
1.3817 |
|
0.618 |
1.3746 |
|
0.500 |
1.3725 |
|
0.382 |
1.3703 |
|
LOW |
1.3632 |
|
0.618 |
1.3518 |
|
1.000 |
1.3447 |
|
1.618 |
1.3333 |
|
2.618 |
1.3148 |
|
4.250 |
1.2846 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3725 |
1.3801 |
| PP |
1.3699 |
1.3750 |
| S1 |
1.3674 |
1.3700 |
|