CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3561 |
1.3468 |
-0.0093 |
-0.7% |
1.4023 |
| High |
1.3634 |
1.3547 |
-0.0087 |
-0.6% |
1.4055 |
| Low |
1.3433 |
1.3443 |
0.0010 |
0.1% |
1.3554 |
| Close |
1.3472 |
1.3504 |
0.0032 |
0.2% |
1.3674 |
| Range |
0.0201 |
0.0104 |
-0.0097 |
-48.3% |
0.0501 |
| ATR |
0.0174 |
0.0169 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
2,793 |
2,338 |
-455 |
-16.3% |
5,044 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3761 |
1.3561 |
|
| R3 |
1.3706 |
1.3657 |
1.3533 |
|
| R2 |
1.3602 |
1.3602 |
1.3523 |
|
| R1 |
1.3553 |
1.3553 |
1.3514 |
1.3578 |
| PP |
1.3498 |
1.3498 |
1.3498 |
1.3510 |
| S1 |
1.3449 |
1.3449 |
1.3494 |
1.3474 |
| S2 |
1.3394 |
1.3394 |
1.3485 |
|
| S3 |
1.3290 |
1.3345 |
1.3475 |
|
| S4 |
1.3186 |
1.3241 |
1.3447 |
|
|
| 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 |
1.3798 |
1.3433 |
0.0365 |
2.7% |
0.0173 |
1.3% |
19% |
False |
False |
1,796 |
| 10 |
1.4250 |
1.3433 |
0.0817 |
6.1% |
0.0181 |
1.3% |
9% |
False |
False |
1,402 |
| 20 |
1.4250 |
1.3433 |
0.0817 |
6.1% |
0.0166 |
1.2% |
9% |
False |
False |
944 |
| 40 |
1.4250 |
1.3282 |
0.0968 |
7.2% |
0.0163 |
1.2% |
23% |
False |
False |
750 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
11.8% |
0.0135 |
1.0% |
53% |
False |
False |
526 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
11.9% |
0.0104 |
0.8% |
54% |
False |
False |
396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3989 |
|
2.618 |
1.3819 |
|
1.618 |
1.3715 |
|
1.000 |
1.3651 |
|
0.618 |
1.3611 |
|
HIGH |
1.3547 |
|
0.618 |
1.3507 |
|
0.500 |
1.3495 |
|
0.382 |
1.3483 |
|
LOW |
1.3443 |
|
0.618 |
1.3379 |
|
1.000 |
1.3339 |
|
1.618 |
1.3275 |
|
2.618 |
1.3171 |
|
4.250 |
1.3001 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3501 |
1.3578 |
| PP |
1.3498 |
1.3553 |
| S1 |
1.3495 |
1.3529 |
|