CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3622 |
1.3380 |
-0.0242 |
-1.8% |
1.3677 |
| High |
1.3629 |
1.3421 |
-0.0208 |
-1.5% |
1.3747 |
| Low |
1.3359 |
1.3282 |
-0.0077 |
-0.6% |
1.3444 |
| Close |
1.3373 |
1.3313 |
-0.0060 |
-0.4% |
1.3671 |
| Range |
0.0270 |
0.0139 |
-0.0131 |
-48.5% |
0.0303 |
| ATR |
0.0181 |
0.0178 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
450,425 |
370,767 |
-79,658 |
-17.7% |
1,724,143 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3756 |
1.3673 |
1.3389 |
|
| R3 |
1.3617 |
1.3534 |
1.3351 |
|
| R2 |
1.3478 |
1.3478 |
1.3338 |
|
| R1 |
1.3395 |
1.3395 |
1.3326 |
1.3367 |
| PP |
1.3339 |
1.3339 |
1.3339 |
1.3325 |
| S1 |
1.3256 |
1.3256 |
1.3300 |
1.3228 |
| S2 |
1.3200 |
1.3200 |
1.3288 |
|
| S3 |
1.3061 |
1.3117 |
1.3275 |
|
| S4 |
1.2922 |
1.2978 |
1.3237 |
|
|
| 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 |
1.3282 |
0.0503 |
3.8% |
0.0177 |
1.3% |
6% |
False |
True |
348,231 |
| 10 |
1.3817 |
1.3282 |
0.0535 |
4.0% |
0.0178 |
1.3% |
6% |
False |
True |
372,028 |
| 20 |
1.4276 |
1.3282 |
0.0994 |
7.5% |
0.0182 |
1.4% |
3% |
False |
True |
377,477 |
| 40 |
1.4276 |
1.3282 |
0.0994 |
7.5% |
0.0175 |
1.3% |
3% |
False |
True |
367,146 |
| 60 |
1.4276 |
1.2640 |
0.1636 |
12.3% |
0.0162 |
1.2% |
41% |
False |
False |
325,406 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.7% |
0.0155 |
1.2% |
43% |
False |
False |
244,518 |
| 100 |
1.4276 |
1.2531 |
0.1745 |
13.1% |
0.0150 |
1.1% |
45% |
False |
False |
195,744 |
| 120 |
1.4276 |
1.2035 |
0.2241 |
16.8% |
0.0146 |
1.1% |
57% |
False |
False |
163,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4012 |
|
2.618 |
1.3785 |
|
1.618 |
1.3646 |
|
1.000 |
1.3560 |
|
0.618 |
1.3507 |
|
HIGH |
1.3421 |
|
0.618 |
1.3368 |
|
0.500 |
1.3352 |
|
0.382 |
1.3335 |
|
LOW |
1.3282 |
|
0.618 |
1.3196 |
|
1.000 |
1.3143 |
|
1.618 |
1.3057 |
|
2.618 |
1.2918 |
|
4.250 |
1.2691 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3352 |
1.3534 |
| PP |
1.3339 |
1.3460 |
| S1 |
1.3326 |
1.3387 |
|