CME Euro FX (E) Future December 2010
| 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 |
1.3324 |
1.3273 |
-0.0051 |
-0.4% |
1.3735 |
| High |
1.3388 |
1.3302 |
-0.0086 |
-0.6% |
1.3785 |
| Low |
1.3200 |
1.3063 |
-0.0137 |
-1.0% |
1.3200 |
| Close |
1.3242 |
1.3116 |
-0.0126 |
-1.0% |
1.3242 |
| Range |
0.0188 |
0.0239 |
0.0051 |
27.1% |
0.0585 |
| ATR |
0.0179 |
0.0183 |
0.0004 |
2.4% |
0.0000 |
| Volume |
385,519 |
426,735 |
41,216 |
10.7% |
1,539,796 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3877 |
1.3736 |
1.3247 |
|
| R3 |
1.3638 |
1.3497 |
1.3182 |
|
| R2 |
1.3399 |
1.3399 |
1.3160 |
|
| R1 |
1.3258 |
1.3258 |
1.3138 |
1.3209 |
| PP |
1.3160 |
1.3160 |
1.3160 |
1.3136 |
| S1 |
1.3019 |
1.3019 |
1.3094 |
1.2970 |
| S2 |
1.2921 |
1.2921 |
1.3072 |
|
| S3 |
1.2682 |
1.2780 |
1.3050 |
|
| S4 |
1.2443 |
1.2541 |
1.2985 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5164 |
1.4788 |
1.3564 |
|
| R3 |
1.4579 |
1.4203 |
1.3403 |
|
| R2 |
1.3994 |
1.3994 |
1.3349 |
|
| R1 |
1.3618 |
1.3618 |
1.3296 |
1.3514 |
| PP |
1.3409 |
1.3409 |
1.3409 |
1.3357 |
| S1 |
1.3033 |
1.3033 |
1.3188 |
1.2929 |
| S2 |
1.2824 |
1.2824 |
1.3135 |
|
| S3 |
1.2239 |
1.2448 |
1.3081 |
|
| S4 |
1.1654 |
1.1863 |
1.2920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3785 |
1.3063 |
0.0722 |
5.5% |
0.0209 |
1.6% |
7% |
False |
True |
393,306 |
| 10 |
1.3785 |
1.3063 |
0.0722 |
5.5% |
0.0181 |
1.4% |
7% |
False |
True |
369,067 |
| 20 |
1.4276 |
1.3063 |
0.1213 |
9.2% |
0.0187 |
1.4% |
4% |
False |
True |
382,332 |
| 40 |
1.4276 |
1.3063 |
0.1213 |
9.2% |
0.0179 |
1.4% |
4% |
False |
True |
368,641 |
| 60 |
1.4276 |
1.2640 |
0.1636 |
12.5% |
0.0167 |
1.3% |
29% |
False |
False |
338,702 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.9% |
0.0157 |
1.2% |
31% |
False |
False |
254,649 |
| 100 |
1.4276 |
1.2531 |
0.1745 |
13.3% |
0.0152 |
1.2% |
34% |
False |
False |
203,859 |
| 120 |
1.4276 |
1.2070 |
0.2206 |
16.8% |
0.0148 |
1.1% |
47% |
False |
False |
169,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4318 |
|
2.618 |
1.3928 |
|
1.618 |
1.3689 |
|
1.000 |
1.3541 |
|
0.618 |
1.3450 |
|
HIGH |
1.3302 |
|
0.618 |
1.3211 |
|
0.500 |
1.3183 |
|
0.382 |
1.3154 |
|
LOW |
1.3063 |
|
0.618 |
1.2915 |
|
1.000 |
1.2824 |
|
1.618 |
1.2676 |
|
2.618 |
1.2437 |
|
4.250 |
1.2047 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3183 |
1.3242 |
| PP |
1.3160 |
1.3200 |
| S1 |
1.3138 |
1.3158 |
|