CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3266 |
1.3103 |
-0.0163 |
-1.2% |
1.3719 |
| High |
1.3290 |
1.3141 |
-0.0149 |
-1.1% |
1.3767 |
| Low |
1.3057 |
1.2963 |
-0.0094 |
-0.7% |
1.3195 |
| Close |
1.3109 |
1.3004 |
-0.0105 |
-0.8% |
1.3235 |
| Range |
0.0233 |
0.0178 |
-0.0055 |
-23.6% |
0.0572 |
| ATR |
0.0175 |
0.0176 |
0.0000 |
0.1% |
0.0000 |
| Volume |
4,100 |
3,630 |
-470 |
-11.5% |
8,785 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3570 |
1.3465 |
1.3102 |
|
| R3 |
1.3392 |
1.3287 |
1.3053 |
|
| R2 |
1.3214 |
1.3214 |
1.3037 |
|
| R1 |
1.3109 |
1.3109 |
1.3020 |
1.3073 |
| PP |
1.3036 |
1.3036 |
1.3036 |
1.3018 |
| S1 |
1.2931 |
1.2931 |
1.2988 |
1.2895 |
| S2 |
1.2858 |
1.2858 |
1.2971 |
|
| S3 |
1.2680 |
1.2753 |
1.2955 |
|
| S4 |
1.2502 |
1.2575 |
1.2906 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5115 |
1.4747 |
1.3550 |
|
| R3 |
1.4543 |
1.4175 |
1.3392 |
|
| R2 |
1.3971 |
1.3971 |
1.3340 |
|
| R1 |
1.3603 |
1.3603 |
1.3287 |
1.3501 |
| PP |
1.3399 |
1.3399 |
1.3399 |
1.3348 |
| S1 |
1.3031 |
1.3031 |
1.3183 |
1.2929 |
| S2 |
1.2827 |
1.2827 |
1.3130 |
|
| S3 |
1.2255 |
1.2459 |
1.3078 |
|
| S4 |
1.1683 |
1.1887 |
1.2920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3604 |
1.2963 |
0.0641 |
4.9% |
0.0196 |
1.5% |
6% |
False |
True |
3,078 |
| 10 |
1.3767 |
1.2963 |
0.0804 |
6.2% |
0.0175 |
1.3% |
5% |
False |
True |
2,363 |
| 20 |
1.4250 |
1.2963 |
0.1287 |
9.9% |
0.0181 |
1.4% |
3% |
False |
True |
1,685 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.9% |
0.0172 |
1.3% |
3% |
False |
True |
1,084 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
12.3% |
0.0156 |
1.2% |
22% |
False |
False |
833 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.4% |
0.0122 |
0.9% |
23% |
False |
False |
628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3898 |
|
2.618 |
1.3607 |
|
1.618 |
1.3429 |
|
1.000 |
1.3319 |
|
0.618 |
1.3251 |
|
HIGH |
1.3141 |
|
0.618 |
1.3073 |
|
0.500 |
1.3052 |
|
0.382 |
1.3031 |
|
LOW |
1.2963 |
|
0.618 |
1.2853 |
|
1.000 |
1.2785 |
|
1.618 |
1.2675 |
|
2.618 |
1.2497 |
|
4.250 |
1.2207 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3052 |
1.3167 |
| PP |
1.3036 |
1.3113 |
| S1 |
1.3020 |
1.3058 |
|