CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3095 |
1.2997 |
-0.0098 |
-0.7% |
1.3662 |
| High |
1.3095 |
1.2997 |
-0.0098 |
-0.7% |
1.3662 |
| Low |
1.3095 |
1.2997 |
-0.0098 |
-0.7% |
1.3223 |
| Close |
1.3095 |
1.2997 |
-0.0098 |
-0.7% |
1.3223 |
| Range |
|
|
|
|
|
| ATR |
0.0000 |
0.0070 |
0.0070 |
|
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2997 |
1.2997 |
1.2997 |
|
| R3 |
1.2997 |
1.2997 |
1.2997 |
|
| R2 |
1.2997 |
1.2997 |
1.2997 |
|
| R1 |
1.2997 |
1.2997 |
1.2997 |
1.2997 |
| PP |
1.2997 |
1.2997 |
1.2997 |
1.2997 |
| S1 |
1.2997 |
1.2997 |
1.2997 |
1.2997 |
| S2 |
1.2997 |
1.2997 |
1.2997 |
|
| S3 |
1.2997 |
1.2997 |
1.2997 |
|
| S4 |
1.2997 |
1.2997 |
1.2997 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4686 |
1.4394 |
1.3464 |
|
| R3 |
1.4247 |
1.3955 |
1.3344 |
|
| R2 |
1.3808 |
1.3808 |
1.3303 |
|
| R1 |
1.3516 |
1.3516 |
1.3263 |
1.3443 |
| PP |
1.3369 |
1.3369 |
1.3369 |
1.3333 |
| S1 |
1.3077 |
1.3077 |
1.3183 |
1.3004 |
| S2 |
1.2930 |
1.2930 |
1.3143 |
|
| S3 |
1.2491 |
1.2638 |
1.3102 |
|
| S4 |
1.2052 |
1.2199 |
1.2982 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2997 |
|
2.618 |
1.2997 |
|
1.618 |
1.2997 |
|
1.000 |
1.2997 |
|
0.618 |
1.2997 |
|
HIGH |
1.2997 |
|
0.618 |
1.2997 |
|
0.500 |
1.2997 |
|
0.382 |
1.2997 |
|
LOW |
1.2997 |
|
0.618 |
1.2997 |
|
1.000 |
1.2997 |
|
1.618 |
1.2997 |
|
2.618 |
1.2997 |
|
4.250 |
1.2997 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2997 |
1.3110 |
| PP |
1.2997 |
1.3072 |
| S1 |
1.2997 |
1.3035 |
|