CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3576 |
1.3640 |
0.0064 |
0.5% |
1.3600 |
| High |
1.3628 |
1.3640 |
0.0012 |
0.1% |
1.3640 |
| Low |
1.3576 |
1.3610 |
0.0034 |
0.3% |
1.3450 |
| Close |
1.3597 |
1.3637 |
0.0040 |
0.3% |
1.3637 |
| Range |
0.0052 |
0.0030 |
-0.0022 |
-42.3% |
0.0190 |
| ATR |
0.0094 |
0.0091 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
29 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3719 |
1.3708 |
1.3654 |
|
| R3 |
1.3689 |
1.3678 |
1.3645 |
|
| R2 |
1.3659 |
1.3659 |
1.3643 |
|
| R1 |
1.3648 |
1.3648 |
1.3640 |
1.3639 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3624 |
| S1 |
1.3618 |
1.3618 |
1.3634 |
1.3609 |
| S2 |
1.3599 |
1.3599 |
1.3632 |
|
| S3 |
1.3569 |
1.3588 |
1.3629 |
|
| S4 |
1.3539 |
1.3558 |
1.3621 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4146 |
1.4081 |
1.3742 |
|
| R3 |
1.3956 |
1.3891 |
1.3689 |
|
| R2 |
1.3766 |
1.3766 |
1.3672 |
|
| R1 |
1.3701 |
1.3701 |
1.3654 |
1.3734 |
| PP |
1.3576 |
1.3576 |
1.3576 |
1.3592 |
| S1 |
1.3511 |
1.3511 |
1.3620 |
1.3544 |
| S2 |
1.3386 |
1.3386 |
1.3602 |
|
| S3 |
1.3196 |
1.3321 |
1.3585 |
|
| S4 |
1.3006 |
1.3131 |
1.3533 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3768 |
|
2.618 |
1.3719 |
|
1.618 |
1.3689 |
|
1.000 |
1.3670 |
|
0.618 |
1.3659 |
|
HIGH |
1.3640 |
|
0.618 |
1.3629 |
|
0.500 |
1.3625 |
|
0.382 |
1.3621 |
|
LOW |
1.3610 |
|
0.618 |
1.3591 |
|
1.000 |
1.3580 |
|
1.618 |
1.3561 |
|
2.618 |
1.3531 |
|
4.250 |
1.3483 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3633 |
1.3606 |
| PP |
1.3629 |
1.3576 |
| S1 |
1.3625 |
1.3545 |
|