CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3638 |
1.3659 |
0.0021 |
0.2% |
1.4023 |
| High |
1.3752 |
1.3723 |
-0.0029 |
-0.2% |
1.4055 |
| Low |
1.3554 |
1.3545 |
-0.0009 |
-0.1% |
1.3554 |
| Close |
1.3674 |
1.3583 |
-0.0091 |
-0.7% |
1.3674 |
| Range |
0.0198 |
0.0178 |
-0.0020 |
-10.1% |
0.0501 |
| ATR |
0.0172 |
0.0172 |
0.0000 |
0.3% |
0.0000 |
| Volume |
805 |
1,683 |
878 |
109.1% |
5,044 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4151 |
1.4045 |
1.3681 |
|
| R3 |
1.3973 |
1.3867 |
1.3632 |
|
| R2 |
1.3795 |
1.3795 |
1.3616 |
|
| R1 |
1.3689 |
1.3689 |
1.3599 |
1.3653 |
| PP |
1.3617 |
1.3617 |
1.3617 |
1.3599 |
| S1 |
1.3511 |
1.3511 |
1.3567 |
1.3475 |
| S2 |
1.3439 |
1.3439 |
1.3550 |
|
| S3 |
1.3261 |
1.3333 |
1.3534 |
|
| S4 |
1.3083 |
1.3155 |
1.3485 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5264 |
1.4970 |
1.3950 |
|
| R3 |
1.4763 |
1.4469 |
1.3812 |
|
| R2 |
1.4262 |
1.4262 |
1.3766 |
|
| R1 |
1.3968 |
1.3968 |
1.3720 |
1.3865 |
| PP |
1.3761 |
1.3761 |
1.3761 |
1.3709 |
| S1 |
1.3467 |
1.3467 |
1.3628 |
1.3364 |
| S2 |
1.3260 |
1.3260 |
1.3582 |
|
| S3 |
1.2759 |
1.2966 |
1.3536 |
|
| S4 |
1.2258 |
1.2465 |
1.3398 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3950 |
1.3545 |
0.0405 |
3.0% |
0.0185 |
1.4% |
9% |
False |
True |
1,150 |
| 10 |
1.4250 |
1.3545 |
0.0705 |
5.2% |
0.0187 |
1.4% |
5% |
False |
True |
1,008 |
| 20 |
1.4250 |
1.3545 |
0.0705 |
5.2% |
0.0179 |
1.3% |
5% |
False |
True |
756 |
| 40 |
1.4250 |
1.3050 |
0.1200 |
8.8% |
0.0165 |
1.2% |
44% |
False |
False |
633 |
| 60 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0130 |
1.0% |
59% |
False |
False |
441 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0100 |
0.7% |
59% |
False |
False |
332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4480 |
|
2.618 |
1.4189 |
|
1.618 |
1.4011 |
|
1.000 |
1.3901 |
|
0.618 |
1.3833 |
|
HIGH |
1.3723 |
|
0.618 |
1.3655 |
|
0.500 |
1.3634 |
|
0.382 |
1.3613 |
|
LOW |
1.3545 |
|
0.618 |
1.3435 |
|
1.000 |
1.3367 |
|
1.618 |
1.3257 |
|
2.618 |
1.3079 |
|
4.250 |
1.2789 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3634 |
1.3672 |
| PP |
1.3617 |
1.3642 |
| S1 |
1.3600 |
1.3613 |
|