CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3771 |
1.3659 |
-0.0112 |
-0.8% |
1.4050 |
| High |
1.3817 |
1.3774 |
-0.0043 |
-0.3% |
1.4079 |
| Low |
1.3632 |
1.3569 |
-0.0063 |
-0.5% |
1.3569 |
| Close |
1.3649 |
1.3690 |
0.0041 |
0.3% |
1.3690 |
| Range |
0.0185 |
0.0205 |
0.0020 |
10.8% |
0.0510 |
| ATR |
0.0178 |
0.0180 |
0.0002 |
1.1% |
0.0000 |
| Volume |
360,176 |
481,691 |
121,515 |
33.7% |
2,095,282 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4293 |
1.4196 |
1.3803 |
|
| R3 |
1.4088 |
1.3991 |
1.3746 |
|
| R2 |
1.3883 |
1.3883 |
1.3728 |
|
| R1 |
1.3786 |
1.3786 |
1.3709 |
1.3835 |
| PP |
1.3678 |
1.3678 |
1.3678 |
1.3702 |
| S1 |
1.3581 |
1.3581 |
1.3671 |
1.3630 |
| S2 |
1.3473 |
1.3473 |
1.3652 |
|
| S3 |
1.3268 |
1.3376 |
1.3634 |
|
| S4 |
1.3063 |
1.3171 |
1.3577 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5309 |
1.5010 |
1.3971 |
|
| R3 |
1.4799 |
1.4500 |
1.3830 |
|
| R2 |
1.4289 |
1.4289 |
1.3784 |
|
| R1 |
1.3990 |
1.3990 |
1.3737 |
1.3885 |
| PP |
1.3779 |
1.3779 |
1.3779 |
1.3727 |
| S1 |
1.3480 |
1.3480 |
1.3643 |
1.3375 |
| S2 |
1.3269 |
1.3269 |
1.3597 |
|
| S3 |
1.2759 |
1.2970 |
1.3550 |
|
| S4 |
1.2249 |
1.2460 |
1.3410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4079 |
1.3569 |
0.0510 |
3.7% |
0.0194 |
1.4% |
24% |
False |
True |
419,056 |
| 10 |
1.4276 |
1.3569 |
0.0707 |
5.2% |
0.0192 |
1.4% |
17% |
False |
True |
395,596 |
| 20 |
1.4276 |
1.3569 |
0.0707 |
5.2% |
0.0187 |
1.4% |
17% |
False |
True |
377,953 |
| 40 |
1.4276 |
1.3025 |
0.1251 |
9.1% |
0.0171 |
1.3% |
53% |
False |
False |
359,722 |
| 60 |
1.4276 |
1.2587 |
0.1689 |
12.3% |
0.0155 |
1.1% |
65% |
False |
False |
277,786 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.3% |
0.0149 |
1.1% |
65% |
False |
False |
208,621 |
| 100 |
1.4276 |
1.2170 |
0.2106 |
15.4% |
0.0148 |
1.1% |
72% |
False |
False |
166,981 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
17.2% |
0.0141 |
1.0% |
75% |
False |
False |
139,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4645 |
|
2.618 |
1.4311 |
|
1.618 |
1.4106 |
|
1.000 |
1.3979 |
|
0.618 |
1.3901 |
|
HIGH |
1.3774 |
|
0.618 |
1.3696 |
|
0.500 |
1.3672 |
|
0.382 |
1.3647 |
|
LOW |
1.3569 |
|
0.618 |
1.3442 |
|
1.000 |
1.3364 |
|
1.618 |
1.3237 |
|
2.618 |
1.3032 |
|
4.250 |
1.2698 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3684 |
1.3695 |
| PP |
1.3678 |
1.3693 |
| S1 |
1.3672 |
1.3692 |
|