CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3659 |
1.3561 |
-0.0098 |
-0.7% |
1.4023 |
| High |
1.3723 |
1.3634 |
-0.0089 |
-0.6% |
1.4055 |
| Low |
1.3545 |
1.3433 |
-0.0112 |
-0.8% |
1.3554 |
| Close |
1.3583 |
1.3472 |
-0.0111 |
-0.8% |
1.3674 |
| Range |
0.0178 |
0.0201 |
0.0023 |
12.9% |
0.0501 |
| ATR |
0.0172 |
0.0174 |
0.0002 |
1.2% |
0.0000 |
| Volume |
1,683 |
2,793 |
1,110 |
66.0% |
5,044 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4116 |
1.3995 |
1.3583 |
|
| R3 |
1.3915 |
1.3794 |
1.3527 |
|
| R2 |
1.3714 |
1.3714 |
1.3509 |
|
| R1 |
1.3593 |
1.3593 |
1.3490 |
1.3553 |
| PP |
1.3513 |
1.3513 |
1.3513 |
1.3493 |
| S1 |
1.3392 |
1.3392 |
1.3454 |
1.3352 |
| S2 |
1.3312 |
1.3312 |
1.3435 |
|
| S3 |
1.3111 |
1.3191 |
1.3417 |
|
| S4 |
1.2910 |
1.2990 |
1.3361 |
|
|
| 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 |
1.3799 |
1.3433 |
0.0366 |
2.7% |
0.0182 |
1.3% |
11% |
False |
True |
1,567 |
| 10 |
1.4250 |
1.3433 |
0.0817 |
6.1% |
0.0192 |
1.4% |
5% |
False |
True |
1,196 |
| 20 |
1.4250 |
1.3433 |
0.0817 |
6.1% |
0.0175 |
1.3% |
5% |
False |
True |
860 |
| 40 |
1.4250 |
1.3264 |
0.0986 |
7.3% |
0.0164 |
1.2% |
21% |
False |
False |
700 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
11.9% |
0.0134 |
1.0% |
51% |
False |
False |
487 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
11.9% |
0.0103 |
0.8% |
52% |
False |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4488 |
|
2.618 |
1.4160 |
|
1.618 |
1.3959 |
|
1.000 |
1.3835 |
|
0.618 |
1.3758 |
|
HIGH |
1.3634 |
|
0.618 |
1.3557 |
|
0.500 |
1.3534 |
|
0.382 |
1.3510 |
|
LOW |
1.3433 |
|
0.618 |
1.3309 |
|
1.000 |
1.3232 |
|
1.618 |
1.3108 |
|
2.618 |
1.2907 |
|
4.250 |
1.2579 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3534 |
1.3593 |
| PP |
1.3513 |
1.3552 |
| S1 |
1.3493 |
1.3512 |
|