CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2980 |
1.3116 |
0.0136 |
1.0% |
1.3719 |
| High |
1.3174 |
1.3238 |
0.0064 |
0.5% |
1.3767 |
| Low |
1.2965 |
1.3054 |
0.0089 |
0.7% |
1.3195 |
| Close |
1.3125 |
1.3194 |
0.0069 |
0.5% |
1.3235 |
| Range |
0.0209 |
0.0184 |
-0.0025 |
-12.0% |
0.0572 |
| ATR |
0.0178 |
0.0178 |
0.0000 |
0.2% |
0.0000 |
| Volume |
9,646 |
13,723 |
4,077 |
42.3% |
8,785 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3714 |
1.3638 |
1.3295 |
|
| R3 |
1.3530 |
1.3454 |
1.3245 |
|
| R2 |
1.3346 |
1.3346 |
1.3228 |
|
| R1 |
1.3270 |
1.3270 |
1.3211 |
1.3308 |
| PP |
1.3162 |
1.3162 |
1.3162 |
1.3181 |
| S1 |
1.3086 |
1.3086 |
1.3177 |
1.3124 |
| S2 |
1.2978 |
1.2978 |
1.3160 |
|
| S3 |
1.2794 |
1.2902 |
1.3143 |
|
| S4 |
1.2610 |
1.2718 |
1.3093 |
|
|
| 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 |
1.3371 |
1.2963 |
0.0408 |
3.1% |
0.0196 |
1.5% |
57% |
False |
False |
6,867 |
| 10 |
1.3767 |
1.2963 |
0.0804 |
6.1% |
0.0183 |
1.4% |
29% |
False |
False |
4,187 |
| 20 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0182 |
1.4% |
18% |
False |
False |
2,794 |
| 40 |
1.4250 |
1.2963 |
0.1287 |
9.8% |
0.0173 |
1.3% |
18% |
False |
False |
1,643 |
| 60 |
1.4250 |
1.2650 |
0.1600 |
12.1% |
0.0158 |
1.2% |
34% |
False |
False |
1,219 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
12.2% |
0.0126 |
1.0% |
34% |
False |
False |
920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4020 |
|
2.618 |
1.3720 |
|
1.618 |
1.3536 |
|
1.000 |
1.3422 |
|
0.618 |
1.3352 |
|
HIGH |
1.3238 |
|
0.618 |
1.3168 |
|
0.500 |
1.3146 |
|
0.382 |
1.3124 |
|
LOW |
1.3054 |
|
0.618 |
1.2940 |
|
1.000 |
1.2870 |
|
1.618 |
1.2756 |
|
2.618 |
1.2572 |
|
4.250 |
1.2272 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3178 |
1.3163 |
| PP |
1.3162 |
1.3132 |
| S1 |
1.3146 |
1.3101 |
|