CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3639 |
1.3735 |
0.0096 |
0.7% |
1.3677 |
| High |
1.3732 |
1.3785 |
0.0053 |
0.4% |
1.3747 |
| Low |
1.3606 |
1.3576 |
-0.0030 |
-0.2% |
1.3444 |
| Close |
1.3671 |
1.3613 |
-0.0058 |
-0.4% |
1.3671 |
| Range |
0.0126 |
0.0209 |
0.0083 |
65.9% |
0.0303 |
| ATR |
0.0171 |
0.0174 |
0.0003 |
1.6% |
0.0000 |
| Volume |
259,368 |
333,085 |
73,717 |
28.4% |
1,724,143 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4285 |
1.4158 |
1.3728 |
|
| R3 |
1.4076 |
1.3949 |
1.3670 |
|
| R2 |
1.3867 |
1.3867 |
1.3651 |
|
| R1 |
1.3740 |
1.3740 |
1.3632 |
1.3699 |
| PP |
1.3658 |
1.3658 |
1.3658 |
1.3638 |
| S1 |
1.3531 |
1.3531 |
1.3594 |
1.3490 |
| S2 |
1.3449 |
1.3449 |
1.3575 |
|
| S3 |
1.3240 |
1.3322 |
1.3556 |
|
| S4 |
1.3031 |
1.3113 |
1.3498 |
|
|
| 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 |
1.3785 |
1.3444 |
0.0341 |
2.5% |
0.0158 |
1.2% |
50% |
True |
False |
337,621 |
| 10 |
1.3970 |
1.3444 |
0.0526 |
3.9% |
0.0175 |
1.3% |
32% |
False |
False |
382,725 |
| 20 |
1.4276 |
1.3444 |
0.0832 |
6.1% |
0.0176 |
1.3% |
20% |
False |
False |
371,163 |
| 40 |
1.4276 |
1.3377 |
0.0899 |
6.6% |
0.0173 |
1.3% |
26% |
False |
False |
365,606 |
| 60 |
1.4276 |
1.2623 |
0.1653 |
12.1% |
0.0161 |
1.2% |
60% |
False |
False |
311,836 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.4% |
0.0153 |
1.1% |
61% |
False |
False |
234,285 |
| 100 |
1.4276 |
1.2490 |
0.1786 |
13.1% |
0.0148 |
1.1% |
63% |
False |
False |
187,539 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
17.3% |
0.0144 |
1.1% |
72% |
False |
False |
156,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4673 |
|
2.618 |
1.4332 |
|
1.618 |
1.4123 |
|
1.000 |
1.3994 |
|
0.618 |
1.3914 |
|
HIGH |
1.3785 |
|
0.618 |
1.3705 |
|
0.500 |
1.3681 |
|
0.382 |
1.3656 |
|
LOW |
1.3576 |
|
0.618 |
1.3447 |
|
1.000 |
1.3367 |
|
1.618 |
1.3238 |
|
2.618 |
1.3029 |
|
4.250 |
1.2688 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3681 |
1.3656 |
| PP |
1.3658 |
1.3641 |
| S1 |
1.3636 |
1.3627 |
|