CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3578 |
1.3485 |
-0.0093 |
-0.7% |
1.4050 |
| High |
1.3652 |
1.3564 |
-0.0088 |
-0.6% |
1.4079 |
| Low |
1.3444 |
1.3458 |
0.0014 |
0.1% |
1.3569 |
| Close |
1.3487 |
1.3519 |
0.0032 |
0.2% |
1.3690 |
| Range |
0.0208 |
0.0106 |
-0.0102 |
-49.0% |
0.0510 |
| ATR |
0.0182 |
0.0177 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
451,608 |
316,532 |
-135,076 |
-29.9% |
2,095,282 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3832 |
1.3781 |
1.3577 |
|
| R3 |
1.3726 |
1.3675 |
1.3548 |
|
| R2 |
1.3620 |
1.3620 |
1.3538 |
|
| R1 |
1.3569 |
1.3569 |
1.3529 |
1.3595 |
| PP |
1.3514 |
1.3514 |
1.3514 |
1.3526 |
| S1 |
1.3463 |
1.3463 |
1.3509 |
1.3489 |
| S2 |
1.3408 |
1.3408 |
1.3500 |
|
| S3 |
1.3302 |
1.3357 |
1.3490 |
|
| S4 |
1.3196 |
1.3251 |
1.3461 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5309 |
1.5010 |
1.3971 |
|
| R3 |
1.4799 |
1.4500 |
1.3830 |
|
| R2 |
1.4289 |
1.4289 |
1.3784 |
|
| R1 |
1.3990 |
1.3990 |
1.3737 |
1.3885 |
| PP |
1.3779 |
1.3779 |
1.3779 |
1.3727 |
| S1 |
1.3480 |
1.3480 |
1.3643 |
1.3375 |
| S2 |
1.3269 |
1.3269 |
1.3597 |
|
| S3 |
1.2759 |
1.2970 |
1.3550 |
|
| S4 |
1.2249 |
1.2460 |
1.3410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3817 |
1.3444 |
0.0373 |
2.8% |
0.0178 |
1.3% |
20% |
False |
False |
395,825 |
| 10 |
1.4276 |
1.3444 |
0.0832 |
6.2% |
0.0188 |
1.4% |
9% |
False |
False |
403,968 |
| 20 |
1.4276 |
1.3444 |
0.0832 |
6.2% |
0.0174 |
1.3% |
9% |
False |
False |
373,289 |
| 40 |
1.4276 |
1.3284 |
0.0992 |
7.3% |
0.0171 |
1.3% |
24% |
False |
False |
363,711 |
| 60 |
1.4276 |
1.2623 |
0.1653 |
12.2% |
0.0158 |
1.2% |
54% |
False |
False |
296,643 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.5% |
0.0151 |
1.1% |
55% |
False |
False |
222,806 |
| 100 |
1.4276 |
1.2189 |
0.2087 |
15.4% |
0.0149 |
1.1% |
64% |
False |
False |
178,348 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
17.4% |
0.0143 |
1.1% |
68% |
False |
False |
148,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4015 |
|
2.618 |
1.3842 |
|
1.618 |
1.3736 |
|
1.000 |
1.3670 |
|
0.618 |
1.3630 |
|
HIGH |
1.3564 |
|
0.618 |
1.3524 |
|
0.500 |
1.3511 |
|
0.382 |
1.3498 |
|
LOW |
1.3458 |
|
0.618 |
1.3392 |
|
1.000 |
1.3352 |
|
1.618 |
1.3286 |
|
2.618 |
1.3180 |
|
4.250 |
1.3008 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3516 |
1.3596 |
| PP |
1.3514 |
1.3570 |
| S1 |
1.3511 |
1.3545 |
|