CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3273 |
1.3112 |
-0.0161 |
-1.2% |
1.3735 |
| High |
1.3302 |
1.3150 |
-0.0152 |
-1.1% |
1.3785 |
| Low |
1.3063 |
1.2968 |
-0.0095 |
-0.7% |
1.3200 |
| Close |
1.3116 |
1.3009 |
-0.0107 |
-0.8% |
1.3242 |
| Range |
0.0239 |
0.0182 |
-0.0057 |
-23.8% |
0.0585 |
| ATR |
0.0183 |
0.0183 |
0.0000 |
0.0% |
0.0000 |
| Volume |
426,735 |
499,300 |
72,565 |
17.0% |
1,539,796 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3588 |
1.3481 |
1.3109 |
|
| R3 |
1.3406 |
1.3299 |
1.3059 |
|
| R2 |
1.3224 |
1.3224 |
1.3042 |
|
| R1 |
1.3117 |
1.3117 |
1.3026 |
1.3080 |
| PP |
1.3042 |
1.3042 |
1.3042 |
1.3024 |
| S1 |
1.2935 |
1.2935 |
1.2992 |
1.2898 |
| S2 |
1.2860 |
1.2860 |
1.2976 |
|
| S3 |
1.2678 |
1.2753 |
1.2959 |
|
| S4 |
1.2496 |
1.2571 |
1.2909 |
|
|
| 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 |
1.3629 |
1.2968 |
0.0661 |
5.1% |
0.0204 |
1.6% |
6% |
False |
True |
426,549 |
| 10 |
1.3785 |
1.2968 |
0.0817 |
6.3% |
0.0181 |
1.4% |
5% |
False |
True |
382,085 |
| 20 |
1.4276 |
1.2968 |
0.1308 |
10.1% |
0.0188 |
1.4% |
3% |
False |
True |
392,904 |
| 40 |
1.4276 |
1.2968 |
0.1308 |
10.1% |
0.0180 |
1.4% |
3% |
False |
True |
374,597 |
| 60 |
1.4276 |
1.2640 |
0.1636 |
12.6% |
0.0169 |
1.3% |
23% |
False |
False |
346,773 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
13.0% |
0.0158 |
1.2% |
25% |
False |
False |
260,868 |
| 100 |
1.4276 |
1.2531 |
0.1745 |
13.4% |
0.0153 |
1.2% |
27% |
False |
False |
208,850 |
| 120 |
1.4276 |
1.2170 |
0.2106 |
16.2% |
0.0149 |
1.1% |
40% |
False |
False |
174,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3924 |
|
2.618 |
1.3626 |
|
1.618 |
1.3444 |
|
1.000 |
1.3332 |
|
0.618 |
1.3262 |
|
HIGH |
1.3150 |
|
0.618 |
1.3080 |
|
0.500 |
1.3059 |
|
0.382 |
1.3038 |
|
LOW |
1.2968 |
|
0.618 |
1.2856 |
|
1.000 |
1.2786 |
|
1.618 |
1.2674 |
|
2.618 |
1.2492 |
|
4.250 |
1.2195 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3059 |
1.3178 |
| PP |
1.3042 |
1.3122 |
| S1 |
1.3026 |
1.3065 |
|