CME Euro FX (E) Future June 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 |
1.3195 |
1.3151 |
-0.0044 |
-0.3% |
1.3600 |
| High |
1.3220 |
1.3250 |
0.0030 |
0.2% |
1.3600 |
| Low |
1.3195 |
1.3052 |
-0.0143 |
-1.1% |
1.3195 |
| Close |
1.3229 |
1.3102 |
-0.0127 |
-1.0% |
1.3229 |
| Range |
0.0025 |
0.0198 |
0.0173 |
692.0% |
0.0405 |
| ATR |
0.0094 |
0.0101 |
0.0007 |
7.9% |
0.0000 |
| Volume |
10 |
15 |
5 |
50.0% |
59 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3729 |
1.3613 |
1.3211 |
|
| R3 |
1.3531 |
1.3415 |
1.3156 |
|
| R2 |
1.3333 |
1.3333 |
1.3138 |
|
| R1 |
1.3217 |
1.3217 |
1.3120 |
1.3176 |
| PP |
1.3135 |
1.3135 |
1.3135 |
1.3114 |
| S1 |
1.3019 |
1.3019 |
1.3084 |
1.2978 |
| S2 |
1.2937 |
1.2937 |
1.3066 |
|
| S3 |
1.2739 |
1.2821 |
1.3048 |
|
| S4 |
1.2541 |
1.2623 |
1.2993 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4556 |
1.4298 |
1.3452 |
|
| R3 |
1.4151 |
1.3893 |
1.3340 |
|
| R2 |
1.3746 |
1.3746 |
1.3303 |
|
| R1 |
1.3488 |
1.3488 |
1.3266 |
1.3415 |
| PP |
1.3341 |
1.3341 |
1.3341 |
1.3305 |
| S1 |
1.3083 |
1.3083 |
1.3192 |
1.3010 |
| S2 |
1.2936 |
1.2936 |
1.3155 |
|
| S3 |
1.2531 |
1.2678 |
1.3118 |
|
| S4 |
1.2126 |
1.2273 |
1.3006 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4092 |
|
2.618 |
1.3768 |
|
1.618 |
1.3570 |
|
1.000 |
1.3448 |
|
0.618 |
1.3372 |
|
HIGH |
1.3250 |
|
0.618 |
1.3174 |
|
0.500 |
1.3151 |
|
0.382 |
1.3128 |
|
LOW |
1.3052 |
|
0.618 |
1.2930 |
|
1.000 |
1.2854 |
|
1.618 |
1.2732 |
|
2.618 |
1.2534 |
|
4.250 |
1.2211 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3151 |
1.3224 |
| PP |
1.3135 |
1.3183 |
| S1 |
1.3118 |
1.3143 |
|