CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3515 |
1.3628 |
0.0113 |
0.8% |
1.3659 |
| High |
1.3653 |
1.3715 |
0.0062 |
0.5% |
1.3723 |
| Low |
1.3515 |
1.3594 |
0.0079 |
0.6% |
1.3433 |
| Close |
1.3616 |
1.3656 |
0.0040 |
0.3% |
1.3656 |
| Range |
0.0138 |
0.0121 |
-0.0017 |
-12.3% |
0.0290 |
| ATR |
0.0168 |
0.0164 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
814 |
1,176 |
362 |
44.5% |
8,804 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4018 |
1.3958 |
1.3723 |
|
| R3 |
1.3897 |
1.3837 |
1.3689 |
|
| R2 |
1.3776 |
1.3776 |
1.3678 |
|
| R1 |
1.3716 |
1.3716 |
1.3667 |
1.3746 |
| PP |
1.3655 |
1.3655 |
1.3655 |
1.3670 |
| S1 |
1.3595 |
1.3595 |
1.3645 |
1.3625 |
| S2 |
1.3534 |
1.3534 |
1.3634 |
|
| S3 |
1.3413 |
1.3474 |
1.3623 |
|
| S4 |
1.3292 |
1.3353 |
1.3589 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4474 |
1.4355 |
1.3816 |
|
| R3 |
1.4184 |
1.4065 |
1.3736 |
|
| R2 |
1.3894 |
1.3894 |
1.3709 |
|
| R1 |
1.3775 |
1.3775 |
1.3683 |
1.3690 |
| PP |
1.3604 |
1.3604 |
1.3604 |
1.3561 |
| S1 |
1.3485 |
1.3485 |
1.3629 |
1.3400 |
| S2 |
1.3314 |
1.3314 |
1.3603 |
|
| S3 |
1.3024 |
1.3195 |
1.3576 |
|
| S4 |
1.2734 |
1.2905 |
1.3497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3723 |
1.3433 |
0.0290 |
2.1% |
0.0148 |
1.1% |
77% |
False |
False |
1,760 |
| 10 |
1.4055 |
1.3433 |
0.0622 |
4.6% |
0.0168 |
1.2% |
36% |
False |
False |
1,384 |
| 20 |
1.4250 |
1.3433 |
0.0817 |
6.0% |
0.0166 |
1.2% |
27% |
False |
False |
990 |
| 40 |
1.4250 |
1.3374 |
0.0876 |
6.4% |
0.0162 |
1.2% |
32% |
False |
False |
788 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
11.7% |
0.0139 |
1.0% |
63% |
False |
False |
559 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0108 |
0.8% |
63% |
False |
False |
421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4229 |
|
2.618 |
1.4032 |
|
1.618 |
1.3911 |
|
1.000 |
1.3836 |
|
0.618 |
1.3790 |
|
HIGH |
1.3715 |
|
0.618 |
1.3669 |
|
0.500 |
1.3655 |
|
0.382 |
1.3640 |
|
LOW |
1.3594 |
|
0.618 |
1.3519 |
|
1.000 |
1.3473 |
|
1.618 |
1.3398 |
|
2.618 |
1.3277 |
|
4.250 |
1.3080 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3656 |
1.3630 |
| PP |
1.3655 |
1.3605 |
| S1 |
1.3655 |
1.3579 |
|