CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3485 |
1.3526 |
0.0041 |
0.3% |
1.4050 |
| High |
1.3564 |
1.3669 |
0.0105 |
0.8% |
1.4079 |
| Low |
1.3458 |
1.3526 |
0.0068 |
0.5% |
1.3569 |
| Close |
1.3519 |
1.3630 |
0.0111 |
0.8% |
1.3690 |
| Range |
0.0106 |
0.0143 |
0.0037 |
34.9% |
0.0510 |
| ATR |
0.0177 |
0.0175 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
316,532 |
327,513 |
10,981 |
3.5% |
2,095,282 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4037 |
1.3977 |
1.3709 |
|
| R3 |
1.3894 |
1.3834 |
1.3669 |
|
| R2 |
1.3751 |
1.3751 |
1.3656 |
|
| R1 |
1.3691 |
1.3691 |
1.3643 |
1.3721 |
| PP |
1.3608 |
1.3608 |
1.3608 |
1.3624 |
| S1 |
1.3548 |
1.3548 |
1.3617 |
1.3578 |
| S2 |
1.3465 |
1.3465 |
1.3604 |
|
| S3 |
1.3322 |
1.3405 |
1.3591 |
|
| S4 |
1.3179 |
1.3262 |
1.3551 |
|
|
| 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 |
1.3774 |
1.3444 |
0.0330 |
2.4% |
0.0170 |
1.2% |
56% |
False |
False |
389,293 |
| 10 |
1.4245 |
1.3444 |
0.0801 |
5.9% |
0.0184 |
1.3% |
23% |
False |
False |
395,876 |
| 20 |
1.4276 |
1.3444 |
0.0832 |
6.1% |
0.0173 |
1.3% |
22% |
False |
False |
369,106 |
| 40 |
1.4276 |
1.3284 |
0.0992 |
7.3% |
0.0172 |
1.3% |
35% |
False |
False |
363,475 |
| 60 |
1.4276 |
1.2623 |
0.1653 |
12.1% |
0.0158 |
1.2% |
61% |
False |
False |
302,054 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.4% |
0.0152 |
1.1% |
62% |
False |
False |
226,893 |
| 100 |
1.4276 |
1.2209 |
0.2067 |
15.2% |
0.0149 |
1.1% |
69% |
False |
False |
181,620 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
17.3% |
0.0143 |
1.1% |
73% |
False |
False |
151,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4277 |
|
2.618 |
1.4043 |
|
1.618 |
1.3900 |
|
1.000 |
1.3812 |
|
0.618 |
1.3757 |
|
HIGH |
1.3669 |
|
0.618 |
1.3614 |
|
0.500 |
1.3598 |
|
0.382 |
1.3581 |
|
LOW |
1.3526 |
|
0.618 |
1.3438 |
|
1.000 |
1.3383 |
|
1.618 |
1.3295 |
|
2.618 |
1.3152 |
|
4.250 |
1.2918 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3619 |
1.3606 |
| PP |
1.3608 |
1.3581 |
| S1 |
1.3598 |
1.3557 |
|