CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3744 |
1.3638 |
-0.0106 |
-0.8% |
1.4023 |
| High |
1.3798 |
1.3752 |
-0.0046 |
-0.3% |
1.4055 |
| Low |
1.3616 |
1.3554 |
-0.0062 |
-0.5% |
1.3554 |
| Close |
1.3633 |
1.3674 |
0.0041 |
0.3% |
1.3674 |
| Range |
0.0182 |
0.0198 |
0.0016 |
8.8% |
0.0501 |
| ATR |
0.0169 |
0.0172 |
0.0002 |
1.2% |
0.0000 |
| Volume |
1,364 |
805 |
-559 |
-41.0% |
5,044 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4254 |
1.4162 |
1.3783 |
|
| R3 |
1.4056 |
1.3964 |
1.3728 |
|
| R2 |
1.3858 |
1.3858 |
1.3710 |
|
| R1 |
1.3766 |
1.3766 |
1.3692 |
1.3812 |
| PP |
1.3660 |
1.3660 |
1.3660 |
1.3683 |
| S1 |
1.3568 |
1.3568 |
1.3656 |
1.3614 |
| S2 |
1.3462 |
1.3462 |
1.3638 |
|
| S3 |
1.3264 |
1.3370 |
1.3620 |
|
| S4 |
1.3066 |
1.3172 |
1.3565 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5264 |
1.4970 |
1.3950 |
|
| R3 |
1.4763 |
1.4469 |
1.3812 |
|
| R2 |
1.4262 |
1.4262 |
1.3766 |
|
| R1 |
1.3968 |
1.3968 |
1.3720 |
1.3865 |
| PP |
1.3761 |
1.3761 |
1.3761 |
1.3709 |
| S1 |
1.3467 |
1.3467 |
1.3628 |
1.3364 |
| S2 |
1.3260 |
1.3260 |
1.3582 |
|
| S3 |
1.2759 |
1.2966 |
1.3536 |
|
| S4 |
1.2258 |
1.2465 |
1.3398 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4055 |
1.3554 |
0.0501 |
3.7% |
0.0188 |
1.4% |
24% |
False |
True |
1,008 |
| 10 |
1.4250 |
1.3554 |
0.0696 |
5.1% |
0.0183 |
1.3% |
17% |
False |
True |
868 |
| 20 |
1.4250 |
1.3554 |
0.0696 |
5.1% |
0.0178 |
1.3% |
17% |
False |
True |
697 |
| 40 |
1.4250 |
1.3023 |
0.1227 |
9.0% |
0.0162 |
1.2% |
53% |
False |
False |
594 |
| 60 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0128 |
0.9% |
64% |
False |
False |
413 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0098 |
0.7% |
64% |
False |
False |
311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4594 |
|
2.618 |
1.4270 |
|
1.618 |
1.4072 |
|
1.000 |
1.3950 |
|
0.618 |
1.3874 |
|
HIGH |
1.3752 |
|
0.618 |
1.3676 |
|
0.500 |
1.3653 |
|
0.382 |
1.3630 |
|
LOW |
1.3554 |
|
0.618 |
1.3432 |
|
1.000 |
1.3356 |
|
1.618 |
1.3234 |
|
2.618 |
1.3036 |
|
4.250 |
1.2713 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3667 |
1.3677 |
| PP |
1.3660 |
1.3676 |
| S1 |
1.3653 |
1.3675 |
|