CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3339 |
1.3266 |
-0.0073 |
-0.5% |
1.3719 |
| High |
1.3371 |
1.3290 |
-0.0081 |
-0.6% |
1.3767 |
| Low |
1.3195 |
1.3057 |
-0.0138 |
-1.0% |
1.3195 |
| Close |
1.3235 |
1.3109 |
-0.0126 |
-1.0% |
1.3235 |
| Range |
0.0176 |
0.0233 |
0.0057 |
32.4% |
0.0572 |
| ATR |
0.0171 |
0.0175 |
0.0004 |
2.6% |
0.0000 |
| Volume |
3,236 |
4,100 |
864 |
26.7% |
8,785 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3851 |
1.3713 |
1.3237 |
|
| R3 |
1.3618 |
1.3480 |
1.3173 |
|
| R2 |
1.3385 |
1.3385 |
1.3152 |
|
| R1 |
1.3247 |
1.3247 |
1.3130 |
1.3200 |
| PP |
1.3152 |
1.3152 |
1.3152 |
1.3128 |
| S1 |
1.3014 |
1.3014 |
1.3088 |
1.2967 |
| S2 |
1.2919 |
1.2919 |
1.3066 |
|
| S3 |
1.2686 |
1.2781 |
1.3045 |
|
| S4 |
1.2453 |
1.2548 |
1.2981 |
|
|
| 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 |
1.3057 |
0.0710 |
5.4% |
0.0201 |
1.5% |
7% |
False |
True |
2,577 |
| 10 |
1.3767 |
1.3057 |
0.0710 |
5.4% |
0.0175 |
1.3% |
7% |
False |
True |
2,168 |
| 20 |
1.4250 |
1.3057 |
0.1193 |
9.1% |
0.0179 |
1.4% |
4% |
False |
True |
1,518 |
| 40 |
1.4250 |
1.3057 |
0.1193 |
9.1% |
0.0171 |
1.3% |
4% |
False |
True |
1,034 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
12.2% |
0.0154 |
1.2% |
29% |
False |
False |
773 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.3% |
0.0119 |
0.9% |
29% |
False |
False |
582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4280 |
|
2.618 |
1.3900 |
|
1.618 |
1.3667 |
|
1.000 |
1.3523 |
|
0.618 |
1.3434 |
|
HIGH |
1.3290 |
|
0.618 |
1.3201 |
|
0.500 |
1.3174 |
|
0.382 |
1.3146 |
|
LOW |
1.3057 |
|
0.618 |
1.2913 |
|
1.000 |
1.2824 |
|
1.618 |
1.2680 |
|
2.618 |
1.2447 |
|
4.250 |
1.2067 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3174 |
1.3233 |
| PP |
1.3152 |
1.3192 |
| S1 |
1.3131 |
1.3150 |
|