CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3380 |
1.3324 |
-0.0056 |
-0.4% |
1.3735 |
| High |
1.3421 |
1.3388 |
-0.0033 |
-0.2% |
1.3785 |
| Low |
1.3282 |
1.3200 |
-0.0082 |
-0.6% |
1.3200 |
| Close |
1.3313 |
1.3242 |
-0.0071 |
-0.5% |
1.3242 |
| Range |
0.0139 |
0.0188 |
0.0049 |
35.3% |
0.0585 |
| ATR |
0.0178 |
0.0179 |
0.0001 |
0.4% |
0.0000 |
| Volume |
370,767 |
385,519 |
14,752 |
4.0% |
1,539,796 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3841 |
1.3729 |
1.3345 |
|
| R3 |
1.3653 |
1.3541 |
1.3294 |
|
| R2 |
1.3465 |
1.3465 |
1.3276 |
|
| R1 |
1.3353 |
1.3353 |
1.3259 |
1.3315 |
| PP |
1.3277 |
1.3277 |
1.3277 |
1.3258 |
| S1 |
1.3165 |
1.3165 |
1.3225 |
1.3127 |
| S2 |
1.3089 |
1.3089 |
1.3208 |
|
| S3 |
1.2901 |
1.2977 |
1.3190 |
|
| S4 |
1.2713 |
1.2789 |
1.3139 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5164 |
1.4788 |
1.3564 |
|
| R3 |
1.4579 |
1.4203 |
1.3403 |
|
| R2 |
1.3994 |
1.3994 |
1.3349 |
|
| R1 |
1.3618 |
1.3618 |
1.3296 |
1.3514 |
| PP |
1.3409 |
1.3409 |
1.3409 |
1.3357 |
| S1 |
1.3033 |
1.3033 |
1.3188 |
1.2929 |
| S2 |
1.2824 |
1.2824 |
1.3135 |
|
| S3 |
1.2239 |
1.2448 |
1.3081 |
|
| S4 |
1.1654 |
1.1863 |
1.2920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3785 |
1.3200 |
0.0585 |
4.4% |
0.0186 |
1.4% |
7% |
False |
True |
359,832 |
| 10 |
1.3785 |
1.3200 |
0.0585 |
4.4% |
0.0178 |
1.3% |
7% |
False |
True |
374,563 |
| 20 |
1.4276 |
1.3200 |
0.1076 |
8.1% |
0.0182 |
1.4% |
4% |
False |
True |
378,471 |
| 40 |
1.4276 |
1.3200 |
0.1076 |
8.1% |
0.0177 |
1.3% |
4% |
False |
True |
366,037 |
| 60 |
1.4276 |
1.2640 |
0.1636 |
12.4% |
0.0164 |
1.2% |
37% |
False |
False |
331,757 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.8% |
0.0156 |
1.2% |
39% |
False |
False |
249,328 |
| 100 |
1.4276 |
1.2531 |
0.1745 |
13.2% |
0.0151 |
1.1% |
41% |
False |
False |
199,598 |
| 120 |
1.4276 |
1.2070 |
0.2206 |
16.7% |
0.0147 |
1.1% |
53% |
False |
False |
166,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4187 |
|
2.618 |
1.3880 |
|
1.618 |
1.3692 |
|
1.000 |
1.3576 |
|
0.618 |
1.3504 |
|
HIGH |
1.3388 |
|
0.618 |
1.3316 |
|
0.500 |
1.3294 |
|
0.382 |
1.3272 |
|
LOW |
1.3200 |
|
0.618 |
1.3084 |
|
1.000 |
1.3012 |
|
1.618 |
1.2896 |
|
2.618 |
1.2708 |
|
4.250 |
1.2401 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3294 |
1.3415 |
| PP |
1.3277 |
1.3357 |
| S1 |
1.3259 |
1.3300 |
|