CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3659 |
1.3677 |
0.0018 |
0.1% |
1.4050 |
| High |
1.3774 |
1.3747 |
-0.0027 |
-0.2% |
1.4079 |
| Low |
1.3569 |
1.3561 |
-0.0008 |
-0.1% |
1.3569 |
| Close |
1.3690 |
1.3598 |
-0.0092 |
-0.7% |
1.3690 |
| Range |
0.0205 |
0.0186 |
-0.0019 |
-9.3% |
0.0510 |
| ATR |
0.0180 |
0.0180 |
0.0000 |
0.2% |
0.0000 |
| Volume |
481,691 |
369,122 |
-112,569 |
-23.4% |
2,095,282 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4193 |
1.4082 |
1.3700 |
|
| R3 |
1.4007 |
1.3896 |
1.3649 |
|
| R2 |
1.3821 |
1.3821 |
1.3632 |
|
| R1 |
1.3710 |
1.3710 |
1.3615 |
1.3673 |
| PP |
1.3635 |
1.3635 |
1.3635 |
1.3617 |
| S1 |
1.3524 |
1.3524 |
1.3581 |
1.3487 |
| S2 |
1.3449 |
1.3449 |
1.3564 |
|
| S3 |
1.3263 |
1.3338 |
1.3547 |
|
| S4 |
1.3077 |
1.3152 |
1.3496 |
|
|
| 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 |
1.3970 |
1.3561 |
0.0409 |
3.0% |
0.0191 |
1.4% |
9% |
False |
True |
427,830 |
| 10 |
1.4276 |
1.3561 |
0.0715 |
5.3% |
0.0196 |
1.4% |
5% |
False |
True |
403,723 |
| 20 |
1.4276 |
1.3561 |
0.0715 |
5.3% |
0.0188 |
1.4% |
5% |
False |
True |
380,627 |
| 40 |
1.4276 |
1.3054 |
0.1222 |
9.0% |
0.0173 |
1.3% |
45% |
False |
False |
363,212 |
| 60 |
1.4276 |
1.2587 |
0.1689 |
12.4% |
0.0157 |
1.2% |
60% |
False |
False |
283,909 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.4% |
0.0149 |
1.1% |
60% |
False |
False |
213,229 |
| 100 |
1.4276 |
1.2170 |
0.2106 |
15.5% |
0.0148 |
1.1% |
68% |
False |
False |
170,671 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
17.3% |
0.0142 |
1.0% |
71% |
False |
False |
142,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4538 |
|
2.618 |
1.4234 |
|
1.618 |
1.4048 |
|
1.000 |
1.3933 |
|
0.618 |
1.3862 |
|
HIGH |
1.3747 |
|
0.618 |
1.3676 |
|
0.500 |
1.3654 |
|
0.382 |
1.3632 |
|
LOW |
1.3561 |
|
0.618 |
1.3446 |
|
1.000 |
1.3375 |
|
1.618 |
1.3260 |
|
2.618 |
1.3074 |
|
4.250 |
1.2771 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3654 |
1.3689 |
| PP |
1.3635 |
1.3659 |
| S1 |
1.3617 |
1.3628 |
|