CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3735 |
1.3622 |
-0.0113 |
-0.8% |
1.3677 |
| High |
1.3785 |
1.3629 |
-0.0156 |
-1.1% |
1.3747 |
| Low |
1.3576 |
1.3359 |
-0.0217 |
-1.6% |
1.3444 |
| Close |
1.3613 |
1.3373 |
-0.0240 |
-1.8% |
1.3671 |
| Range |
0.0209 |
0.0270 |
0.0061 |
29.2% |
0.0303 |
| ATR |
0.0174 |
0.0181 |
0.0007 |
3.9% |
0.0000 |
| Volume |
333,085 |
450,425 |
117,340 |
35.2% |
1,724,143 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4264 |
1.4088 |
1.3522 |
|
| R3 |
1.3994 |
1.3818 |
1.3447 |
|
| R2 |
1.3724 |
1.3724 |
1.3423 |
|
| R1 |
1.3548 |
1.3548 |
1.3398 |
1.3501 |
| PP |
1.3454 |
1.3454 |
1.3454 |
1.3430 |
| S1 |
1.3278 |
1.3278 |
1.3348 |
1.3231 |
| S2 |
1.3184 |
1.3184 |
1.3324 |
|
| S3 |
1.2914 |
1.3008 |
1.3299 |
|
| S4 |
1.2644 |
1.2738 |
1.3225 |
|
|
| 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 |
1.3359 |
0.0426 |
3.2% |
0.0171 |
1.3% |
3% |
False |
True |
337,384 |
| 10 |
1.3820 |
1.3359 |
0.0461 |
3.4% |
0.0179 |
1.3% |
3% |
False |
True |
383,671 |
| 20 |
1.4276 |
1.3359 |
0.0917 |
6.9% |
0.0182 |
1.4% |
2% |
False |
True |
376,822 |
| 40 |
1.4276 |
1.3359 |
0.0917 |
6.9% |
0.0174 |
1.3% |
2% |
False |
True |
366,243 |
| 60 |
1.4276 |
1.2640 |
0.1636 |
12.2% |
0.0163 |
1.2% |
45% |
False |
False |
319,292 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.6% |
0.0155 |
1.2% |
47% |
False |
False |
239,893 |
| 100 |
1.4276 |
1.2531 |
0.1745 |
13.0% |
0.0149 |
1.1% |
48% |
False |
False |
192,041 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
17.6% |
0.0146 |
1.1% |
62% |
False |
False |
160,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4777 |
|
2.618 |
1.4336 |
|
1.618 |
1.4066 |
|
1.000 |
1.3899 |
|
0.618 |
1.3796 |
|
HIGH |
1.3629 |
|
0.618 |
1.3526 |
|
0.500 |
1.3494 |
|
0.382 |
1.3462 |
|
LOW |
1.3359 |
|
0.618 |
1.3192 |
|
1.000 |
1.3089 |
|
1.618 |
1.2922 |
|
2.618 |
1.2652 |
|
4.250 |
1.2212 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3494 |
1.3572 |
| PP |
1.3454 |
1.3506 |
| S1 |
1.3413 |
1.3439 |
|