CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3468 |
1.3515 |
0.0047 |
0.3% |
1.4023 |
| High |
1.3547 |
1.3653 |
0.0106 |
0.8% |
1.4055 |
| Low |
1.3443 |
1.3515 |
0.0072 |
0.5% |
1.3554 |
| Close |
1.3504 |
1.3616 |
0.0112 |
0.8% |
1.3674 |
| Range |
0.0104 |
0.0138 |
0.0034 |
32.7% |
0.0501 |
| ATR |
0.0169 |
0.0168 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
2,338 |
814 |
-1,524 |
-65.2% |
5,044 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4009 |
1.3950 |
1.3692 |
|
| R3 |
1.3871 |
1.3812 |
1.3654 |
|
| R2 |
1.3733 |
1.3733 |
1.3641 |
|
| R1 |
1.3674 |
1.3674 |
1.3629 |
1.3704 |
| PP |
1.3595 |
1.3595 |
1.3595 |
1.3609 |
| S1 |
1.3536 |
1.3536 |
1.3603 |
1.3566 |
| S2 |
1.3457 |
1.3457 |
1.3591 |
|
| S3 |
1.3319 |
1.3398 |
1.3578 |
|
| S4 |
1.3181 |
1.3260 |
1.3540 |
|
|
| 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 |
1.3752 |
1.3433 |
0.0319 |
2.3% |
0.0164 |
1.2% |
57% |
False |
False |
1,686 |
| 10 |
1.4222 |
1.3433 |
0.0789 |
5.8% |
0.0178 |
1.3% |
23% |
False |
False |
1,364 |
| 20 |
1.4250 |
1.3433 |
0.0817 |
6.0% |
0.0165 |
1.2% |
22% |
False |
False |
951 |
| 40 |
1.4250 |
1.3282 |
0.0968 |
7.1% |
0.0164 |
1.2% |
35% |
False |
False |
764 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
11.8% |
0.0138 |
1.0% |
60% |
False |
False |
539 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0106 |
0.8% |
61% |
False |
False |
407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4240 |
|
2.618 |
1.4014 |
|
1.618 |
1.3876 |
|
1.000 |
1.3791 |
|
0.618 |
1.3738 |
|
HIGH |
1.3653 |
|
0.618 |
1.3600 |
|
0.500 |
1.3584 |
|
0.382 |
1.3568 |
|
LOW |
1.3515 |
|
0.618 |
1.3430 |
|
1.000 |
1.3377 |
|
1.618 |
1.3292 |
|
2.618 |
1.3154 |
|
4.250 |
1.2929 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3605 |
1.3592 |
| PP |
1.3595 |
1.3567 |
| S1 |
1.3584 |
1.3543 |
|