CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3103 |
1.2980 |
-0.0123 |
-0.9% |
1.3719 |
| High |
1.3141 |
1.3174 |
0.0033 |
0.3% |
1.3767 |
| Low |
1.2963 |
1.2965 |
0.0002 |
0.0% |
1.3195 |
| Close |
1.3004 |
1.3125 |
0.0121 |
0.9% |
1.3235 |
| Range |
0.0178 |
0.0209 |
0.0031 |
17.4% |
0.0572 |
| ATR |
0.0176 |
0.0178 |
0.0002 |
1.4% |
0.0000 |
| Volume |
3,630 |
9,646 |
6,016 |
165.7% |
8,785 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3715 |
1.3629 |
1.3240 |
|
| R3 |
1.3506 |
1.3420 |
1.3182 |
|
| R2 |
1.3297 |
1.3297 |
1.3163 |
|
| R1 |
1.3211 |
1.3211 |
1.3144 |
1.3254 |
| PP |
1.3088 |
1.3088 |
1.3088 |
1.3110 |
| S1 |
1.3002 |
1.3002 |
1.3106 |
1.3045 |
| S2 |
1.2879 |
1.2879 |
1.3087 |
|
| S3 |
1.2670 |
1.2793 |
1.3068 |
|
| S4 |
1.2461 |
1.2584 |
1.3010 |
|
|
| 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 |
1.3409 |
1.2963 |
0.0446 |
3.4% |
0.0186 |
1.4% |
36% |
False |
False |
4,704 |
| 10 |
1.3767 |
1.2963 |
0.0804 |
6.1% |
0.0175 |
1.3% |
20% |
False |
False |
3,048 |
| 20 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0183 |
1.4% |
13% |
False |
False |
2,122 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0172 |
1.3% |
13% |
False |
False |
1,318 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
12.2% |
0.0156 |
1.2% |
30% |
False |
False |
994 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.3% |
0.0124 |
0.9% |
30% |
False |
False |
748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4062 |
|
2.618 |
1.3721 |
|
1.618 |
1.3512 |
|
1.000 |
1.3383 |
|
0.618 |
1.3303 |
|
HIGH |
1.3174 |
|
0.618 |
1.3094 |
|
0.500 |
1.3070 |
|
0.382 |
1.3045 |
|
LOW |
1.2965 |
|
0.618 |
1.2836 |
|
1.000 |
1.2756 |
|
1.618 |
1.2627 |
|
2.618 |
1.2418 |
|
4.250 |
1.2077 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3107 |
1.3127 |
| PP |
1.3088 |
1.3126 |
| S1 |
1.3070 |
1.3126 |
|