CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3628 |
1.3719 |
0.0091 |
0.7% |
1.3659 |
| High |
1.3715 |
1.3767 |
0.0052 |
0.4% |
1.3723 |
| Low |
1.3594 |
1.3565 |
-0.0029 |
-0.2% |
1.3433 |
| Close |
1.3656 |
1.3599 |
-0.0057 |
-0.4% |
1.3656 |
| Range |
0.0121 |
0.0202 |
0.0081 |
66.9% |
0.0290 |
| ATR |
0.0164 |
0.0167 |
0.0003 |
1.6% |
0.0000 |
| Volume |
1,176 |
1,125 |
-51 |
-4.3% |
8,804 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4250 |
1.4126 |
1.3710 |
|
| R3 |
1.4048 |
1.3924 |
1.3655 |
|
| R2 |
1.3846 |
1.3846 |
1.3636 |
|
| R1 |
1.3722 |
1.3722 |
1.3618 |
1.3683 |
| PP |
1.3644 |
1.3644 |
1.3644 |
1.3624 |
| S1 |
1.3520 |
1.3520 |
1.3580 |
1.3481 |
| S2 |
1.3442 |
1.3442 |
1.3562 |
|
| S3 |
1.3240 |
1.3318 |
1.3543 |
|
| S4 |
1.3038 |
1.3116 |
1.3488 |
|
|
| 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 |
1.3767 |
1.3433 |
0.0334 |
2.5% |
0.0153 |
1.1% |
50% |
True |
False |
1,649 |
| 10 |
1.3950 |
1.3433 |
0.0517 |
3.8% |
0.0169 |
1.2% |
32% |
False |
False |
1,399 |
| 20 |
1.4250 |
1.3433 |
0.0817 |
6.0% |
0.0169 |
1.2% |
20% |
False |
False |
1,034 |
| 40 |
1.4250 |
1.3374 |
0.0876 |
6.4% |
0.0165 |
1.2% |
26% |
False |
False |
794 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
11.8% |
0.0141 |
1.0% |
59% |
False |
False |
577 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0110 |
0.8% |
60% |
False |
False |
435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4626 |
|
2.618 |
1.4296 |
|
1.618 |
1.4094 |
|
1.000 |
1.3969 |
|
0.618 |
1.3892 |
|
HIGH |
1.3767 |
|
0.618 |
1.3690 |
|
0.500 |
1.3666 |
|
0.382 |
1.3642 |
|
LOW |
1.3565 |
|
0.618 |
1.3440 |
|
1.000 |
1.3363 |
|
1.618 |
1.3238 |
|
2.618 |
1.3036 |
|
4.250 |
1.2707 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3666 |
1.3641 |
| PP |
1.3644 |
1.3627 |
| S1 |
1.3621 |
1.3613 |
|