CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3526 |
1.3639 |
0.0113 |
0.8% |
1.3677 |
| High |
1.3669 |
1.3732 |
0.0063 |
0.5% |
1.3747 |
| Low |
1.3526 |
1.3606 |
0.0080 |
0.6% |
1.3444 |
| Close |
1.3630 |
1.3671 |
0.0041 |
0.3% |
1.3671 |
| Range |
0.0143 |
0.0126 |
-0.0017 |
-11.9% |
0.0303 |
| ATR |
0.0175 |
0.0171 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
327,513 |
259,368 |
-68,145 |
-20.8% |
1,724,143 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4048 |
1.3985 |
1.3740 |
|
| R3 |
1.3922 |
1.3859 |
1.3706 |
|
| R2 |
1.3796 |
1.3796 |
1.3694 |
|
| R1 |
1.3733 |
1.3733 |
1.3683 |
1.3765 |
| PP |
1.3670 |
1.3670 |
1.3670 |
1.3685 |
| S1 |
1.3607 |
1.3607 |
1.3659 |
1.3639 |
| S2 |
1.3544 |
1.3544 |
1.3648 |
|
| S3 |
1.3418 |
1.3481 |
1.3636 |
|
| S4 |
1.3292 |
1.3355 |
1.3602 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4530 |
1.4403 |
1.3838 |
|
| R3 |
1.4227 |
1.4100 |
1.3754 |
|
| R2 |
1.3924 |
1.3924 |
1.3727 |
|
| R1 |
1.3797 |
1.3797 |
1.3699 |
1.3709 |
| PP |
1.3621 |
1.3621 |
1.3621 |
1.3577 |
| S1 |
1.3494 |
1.3494 |
1.3643 |
1.3406 |
| S2 |
1.3318 |
1.3318 |
1.3615 |
|
| S3 |
1.3015 |
1.3191 |
1.3588 |
|
| S4 |
1.2712 |
1.2888 |
1.3504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3747 |
1.3444 |
0.0303 |
2.2% |
0.0154 |
1.1% |
75% |
False |
False |
344,828 |
| 10 |
1.4079 |
1.3444 |
0.0635 |
4.6% |
0.0174 |
1.3% |
36% |
False |
False |
381,942 |
| 20 |
1.4276 |
1.3444 |
0.0832 |
6.1% |
0.0173 |
1.3% |
27% |
False |
False |
368,714 |
| 40 |
1.4276 |
1.3377 |
0.0899 |
6.6% |
0.0169 |
1.2% |
33% |
False |
False |
362,457 |
| 60 |
1.4276 |
1.2623 |
0.1653 |
12.1% |
0.0159 |
1.2% |
63% |
False |
False |
306,344 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.4% |
0.0152 |
1.1% |
64% |
False |
False |
230,130 |
| 100 |
1.4276 |
1.2490 |
0.1786 |
13.1% |
0.0147 |
1.1% |
66% |
False |
False |
184,212 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
17.2% |
0.0144 |
1.1% |
74% |
False |
False |
153,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4268 |
|
2.618 |
1.4062 |
|
1.618 |
1.3936 |
|
1.000 |
1.3858 |
|
0.618 |
1.3810 |
|
HIGH |
1.3732 |
|
0.618 |
1.3684 |
|
0.500 |
1.3669 |
|
0.382 |
1.3654 |
|
LOW |
1.3606 |
|
0.618 |
1.3528 |
|
1.000 |
1.3480 |
|
1.618 |
1.3402 |
|
2.618 |
1.3276 |
|
4.250 |
1.3071 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3670 |
1.3646 |
| PP |
1.3670 |
1.3620 |
| S1 |
1.3669 |
1.3595 |
|