CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3677 |
1.3578 |
-0.0099 |
-0.7% |
1.4050 |
| High |
1.3747 |
1.3652 |
-0.0095 |
-0.7% |
1.4079 |
| Low |
1.3561 |
1.3444 |
-0.0117 |
-0.9% |
1.3569 |
| Close |
1.3598 |
1.3487 |
-0.0111 |
-0.8% |
1.3690 |
| Range |
0.0186 |
0.0208 |
0.0022 |
11.8% |
0.0510 |
| ATR |
0.0180 |
0.0182 |
0.0002 |
1.1% |
0.0000 |
| Volume |
369,122 |
451,608 |
82,486 |
22.3% |
2,095,282 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4152 |
1.4027 |
1.3601 |
|
| R3 |
1.3944 |
1.3819 |
1.3544 |
|
| R2 |
1.3736 |
1.3736 |
1.3525 |
|
| R1 |
1.3611 |
1.3611 |
1.3506 |
1.3570 |
| PP |
1.3528 |
1.3528 |
1.3528 |
1.3507 |
| S1 |
1.3403 |
1.3403 |
1.3468 |
1.3362 |
| S2 |
1.3320 |
1.3320 |
1.3449 |
|
| S3 |
1.3112 |
1.3195 |
1.3430 |
|
| S4 |
1.2904 |
1.2987 |
1.3373 |
|
|
| 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 |
1.3820 |
1.3444 |
0.0376 |
2.8% |
0.0188 |
1.4% |
11% |
False |
True |
429,959 |
| 10 |
1.4276 |
1.3444 |
0.0832 |
6.2% |
0.0199 |
1.5% |
5% |
False |
True |
415,913 |
| 20 |
1.4276 |
1.3444 |
0.0832 |
6.2% |
0.0184 |
1.4% |
5% |
False |
True |
379,172 |
| 40 |
1.4276 |
1.3244 |
0.1032 |
7.7% |
0.0173 |
1.3% |
24% |
False |
False |
366,378 |
| 60 |
1.4276 |
1.2610 |
0.1666 |
12.4% |
0.0158 |
1.2% |
53% |
False |
False |
291,414 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.5% |
0.0151 |
1.1% |
53% |
False |
False |
218,857 |
| 100 |
1.4276 |
1.2170 |
0.2106 |
15.6% |
0.0149 |
1.1% |
63% |
False |
False |
175,184 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
17.5% |
0.0144 |
1.1% |
66% |
False |
False |
146,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4536 |
|
2.618 |
1.4197 |
|
1.618 |
1.3989 |
|
1.000 |
1.3860 |
|
0.618 |
1.3781 |
|
HIGH |
1.3652 |
|
0.618 |
1.3573 |
|
0.500 |
1.3548 |
|
0.382 |
1.3523 |
|
LOW |
1.3444 |
|
0.618 |
1.3315 |
|
1.000 |
1.3236 |
|
1.618 |
1.3107 |
|
2.618 |
1.2899 |
|
4.250 |
1.2560 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3548 |
1.3609 |
| PP |
1.3528 |
1.3568 |
| S1 |
1.3507 |
1.3528 |
|