CME Euro FX (E) Future June 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 |
1.3380 |
1.3334 |
-0.0046 |
-0.3% |
1.3600 |
| High |
1.3380 |
1.3395 |
0.0015 |
0.1% |
1.3640 |
| Low |
1.3360 |
1.3334 |
-0.0026 |
-0.2% |
1.3450 |
| Close |
1.3347 |
1.3290 |
-0.0057 |
-0.4% |
1.3637 |
| Range |
0.0020 |
0.0061 |
0.0041 |
205.0% |
0.0190 |
| ATR |
0.0096 |
0.0094 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
2 |
37 |
35 |
1,750.0% |
29 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3523 |
1.3467 |
1.3324 |
|
| R3 |
1.3462 |
1.3406 |
1.3307 |
|
| R2 |
1.3401 |
1.3401 |
1.3301 |
|
| R1 |
1.3345 |
1.3345 |
1.3296 |
1.3343 |
| PP |
1.3340 |
1.3340 |
1.3340 |
1.3338 |
| S1 |
1.3284 |
1.3284 |
1.3284 |
1.3282 |
| S2 |
1.3279 |
1.3279 |
1.3279 |
|
| S3 |
1.3218 |
1.3223 |
1.3273 |
|
| S4 |
1.3157 |
1.3162 |
1.3256 |
|
|
| 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 |
1.3654 |
|
2.618 |
1.3555 |
|
1.618 |
1.3494 |
|
1.000 |
1.3456 |
|
0.618 |
1.3433 |
|
HIGH |
1.3395 |
|
0.618 |
1.3372 |
|
0.500 |
1.3365 |
|
0.382 |
1.3357 |
|
LOW |
1.3334 |
|
0.618 |
1.3296 |
|
1.000 |
1.3273 |
|
1.618 |
1.3235 |
|
2.618 |
1.3174 |
|
4.250 |
1.3075 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3365 |
1.3467 |
| PP |
1.3340 |
1.3408 |
| S1 |
1.3315 |
1.3349 |
|