CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3363 |
1.3339 |
-0.0024 |
-0.2% |
1.3719 |
| High |
1.3409 |
1.3371 |
-0.0038 |
-0.3% |
1.3767 |
| Low |
1.3274 |
1.3195 |
-0.0079 |
-0.6% |
1.3195 |
| Close |
1.3303 |
1.3235 |
-0.0068 |
-0.5% |
1.3235 |
| Range |
0.0135 |
0.0176 |
0.0041 |
30.4% |
0.0572 |
| ATR |
0.0171 |
0.0171 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2,908 |
3,236 |
328 |
11.3% |
8,785 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3795 |
1.3691 |
1.3332 |
|
| R3 |
1.3619 |
1.3515 |
1.3283 |
|
| R2 |
1.3443 |
1.3443 |
1.3267 |
|
| R1 |
1.3339 |
1.3339 |
1.3251 |
1.3303 |
| PP |
1.3267 |
1.3267 |
1.3267 |
1.3249 |
| S1 |
1.3163 |
1.3163 |
1.3219 |
1.3127 |
| S2 |
1.3091 |
1.3091 |
1.3203 |
|
| S3 |
1.2915 |
1.2987 |
1.3187 |
|
| S4 |
1.2739 |
1.2811 |
1.3138 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5115 |
1.4747 |
1.3550 |
|
| R3 |
1.4543 |
1.4175 |
1.3392 |
|
| R2 |
1.3971 |
1.3971 |
1.3340 |
|
| R1 |
1.3603 |
1.3603 |
1.3287 |
1.3501 |
| PP |
1.3399 |
1.3399 |
1.3399 |
1.3348 |
| S1 |
1.3031 |
1.3031 |
1.3183 |
1.2929 |
| S2 |
1.2827 |
1.2827 |
1.3130 |
|
| S3 |
1.2255 |
1.2459 |
1.3078 |
|
| S4 |
1.1683 |
1.1887 |
1.2920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3767 |
1.3195 |
0.0572 |
4.3% |
0.0178 |
1.3% |
7% |
False |
True |
1,992 |
| 10 |
1.3767 |
1.3195 |
0.0572 |
4.3% |
0.0171 |
1.3% |
7% |
False |
True |
1,839 |
| 20 |
1.4250 |
1.3195 |
0.1055 |
8.0% |
0.0174 |
1.3% |
4% |
False |
True |
1,333 |
| 40 |
1.4250 |
1.3195 |
0.1055 |
8.0% |
0.0169 |
1.3% |
4% |
False |
True |
949 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
12.1% |
0.0150 |
1.1% |
37% |
False |
False |
704 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.1% |
0.0116 |
0.9% |
37% |
False |
False |
531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4119 |
|
2.618 |
1.3832 |
|
1.618 |
1.3656 |
|
1.000 |
1.3547 |
|
0.618 |
1.3480 |
|
HIGH |
1.3371 |
|
0.618 |
1.3304 |
|
0.500 |
1.3283 |
|
0.382 |
1.3262 |
|
LOW |
1.3195 |
|
0.618 |
1.3086 |
|
1.000 |
1.3019 |
|
1.618 |
1.2910 |
|
2.618 |
1.2734 |
|
4.250 |
1.2447 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3283 |
1.3400 |
| PP |
1.3267 |
1.3345 |
| S1 |
1.3251 |
1.3290 |
|