CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3719 |
1.3604 |
-0.0115 |
-0.8% |
1.3659 |
| High |
1.3767 |
1.3604 |
-0.0163 |
-1.2% |
1.3723 |
| Low |
1.3565 |
1.3347 |
-0.0218 |
-1.6% |
1.3433 |
| Close |
1.3599 |
1.3361 |
-0.0238 |
-1.8% |
1.3656 |
| Range |
0.0202 |
0.0257 |
0.0055 |
27.2% |
0.0290 |
| ATR |
0.0167 |
0.0173 |
0.0006 |
3.9% |
0.0000 |
| Volume |
1,125 |
1,516 |
391 |
34.8% |
8,804 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4208 |
1.4042 |
1.3502 |
|
| R3 |
1.3951 |
1.3785 |
1.3432 |
|
| R2 |
1.3694 |
1.3694 |
1.3408 |
|
| R1 |
1.3528 |
1.3528 |
1.3385 |
1.3483 |
| PP |
1.3437 |
1.3437 |
1.3437 |
1.3415 |
| S1 |
1.3271 |
1.3271 |
1.3337 |
1.3226 |
| S2 |
1.3180 |
1.3180 |
1.3314 |
|
| S3 |
1.2923 |
1.3014 |
1.3290 |
|
| S4 |
1.2666 |
1.2757 |
1.3220 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4474 |
1.4355 |
1.3816 |
|
| R3 |
1.4184 |
1.4065 |
1.3736 |
|
| R2 |
1.3894 |
1.3894 |
1.3709 |
|
| R1 |
1.3775 |
1.3775 |
1.3683 |
1.3690 |
| PP |
1.3604 |
1.3604 |
1.3604 |
1.3561 |
| S1 |
1.3485 |
1.3485 |
1.3629 |
1.3400 |
| S2 |
1.3314 |
1.3314 |
1.3603 |
|
| S3 |
1.3024 |
1.3195 |
1.3576 |
|
| S4 |
1.2734 |
1.2905 |
1.3497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3767 |
1.3347 |
0.0420 |
3.1% |
0.0164 |
1.2% |
3% |
False |
True |
1,393 |
| 10 |
1.3799 |
1.3347 |
0.0452 |
3.4% |
0.0173 |
1.3% |
3% |
False |
True |
1,480 |
| 20 |
1.4250 |
1.3347 |
0.0903 |
6.8% |
0.0174 |
1.3% |
2% |
False |
True |
1,091 |
| 40 |
1.4250 |
1.3347 |
0.0903 |
6.8% |
0.0166 |
1.2% |
2% |
False |
True |
821 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
12.0% |
0.0145 |
1.1% |
44% |
False |
False |
602 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.0% |
0.0113 |
0.8% |
45% |
False |
False |
454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4696 |
|
2.618 |
1.4277 |
|
1.618 |
1.4020 |
|
1.000 |
1.3861 |
|
0.618 |
1.3763 |
|
HIGH |
1.3604 |
|
0.618 |
1.3506 |
|
0.500 |
1.3476 |
|
0.382 |
1.3445 |
|
LOW |
1.3347 |
|
0.618 |
1.3188 |
|
1.000 |
1.3090 |
|
1.618 |
1.2931 |
|
2.618 |
1.2674 |
|
4.250 |
1.2255 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3476 |
1.3557 |
| PP |
1.3437 |
1.3492 |
| S1 |
1.3399 |
1.3426 |
|