CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3604 |
1.3363 |
-0.0241 |
-1.8% |
1.3659 |
| High |
1.3604 |
1.3409 |
-0.0195 |
-1.4% |
1.3723 |
| Low |
1.3347 |
1.3274 |
-0.0073 |
-0.5% |
1.3433 |
| Close |
1.3361 |
1.3303 |
-0.0058 |
-0.4% |
1.3656 |
| Range |
0.0257 |
0.0135 |
-0.0122 |
-47.5% |
0.0290 |
| ATR |
0.0173 |
0.0171 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
1,516 |
2,908 |
1,392 |
91.8% |
8,804 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3734 |
1.3653 |
1.3377 |
|
| R3 |
1.3599 |
1.3518 |
1.3340 |
|
| R2 |
1.3464 |
1.3464 |
1.3328 |
|
| R1 |
1.3383 |
1.3383 |
1.3315 |
1.3356 |
| PP |
1.3329 |
1.3329 |
1.3329 |
1.3315 |
| S1 |
1.3248 |
1.3248 |
1.3291 |
1.3221 |
| S2 |
1.3194 |
1.3194 |
1.3278 |
|
| S3 |
1.3059 |
1.3113 |
1.3266 |
|
| S4 |
1.2924 |
1.2978 |
1.3229 |
|
|
| 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 |
1.3274 |
0.0493 |
3.7% |
0.0171 |
1.3% |
6% |
False |
True |
1,507 |
| 10 |
1.3798 |
1.3274 |
0.0524 |
3.9% |
0.0172 |
1.3% |
6% |
False |
True |
1,652 |
| 20 |
1.4250 |
1.3274 |
0.0976 |
7.3% |
0.0174 |
1.3% |
3% |
False |
True |
1,199 |
| 40 |
1.4250 |
1.3274 |
0.0976 |
7.3% |
0.0168 |
1.3% |
3% |
False |
True |
884 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
12.0% |
0.0147 |
1.1% |
41% |
False |
False |
651 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.1% |
0.0114 |
0.9% |
41% |
False |
False |
491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3983 |
|
2.618 |
1.3762 |
|
1.618 |
1.3627 |
|
1.000 |
1.3544 |
|
0.618 |
1.3492 |
|
HIGH |
1.3409 |
|
0.618 |
1.3357 |
|
0.500 |
1.3342 |
|
0.382 |
1.3326 |
|
LOW |
1.3274 |
|
0.618 |
1.3191 |
|
1.000 |
1.3139 |
|
1.618 |
1.3056 |
|
2.618 |
1.2921 |
|
4.250 |
1.2700 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3342 |
1.3521 |
| PP |
1.3329 |
1.3448 |
| S1 |
1.3316 |
1.3376 |
|