CME Euro FX (E) Future June 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 |
1.3690 |
1.3600 |
-0.0090 |
-0.7% |
1.3895 |
| High |
1.3690 |
1.3600 |
-0.0090 |
-0.7% |
1.3895 |
| Low |
1.3690 |
1.3547 |
-0.0143 |
-1.0% |
1.3614 |
| Close |
1.3655 |
1.3564 |
-0.0091 |
-0.7% |
1.3655 |
| Range |
0.0000 |
0.0053 |
0.0053 |
|
0.0281 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
0.9% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
35 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3729 |
1.3700 |
1.3593 |
|
| R3 |
1.3676 |
1.3647 |
1.3579 |
|
| R2 |
1.3623 |
1.3623 |
1.3574 |
|
| R1 |
1.3594 |
1.3594 |
1.3569 |
1.3582 |
| PP |
1.3570 |
1.3570 |
1.3570 |
1.3565 |
| S1 |
1.3541 |
1.3541 |
1.3559 |
1.3529 |
| S2 |
1.3517 |
1.3517 |
1.3554 |
|
| S3 |
1.3464 |
1.3488 |
1.3549 |
|
| S4 |
1.3411 |
1.3435 |
1.3535 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4564 |
1.4391 |
1.3810 |
|
| R3 |
1.4283 |
1.4110 |
1.3732 |
|
| R2 |
1.4002 |
1.4002 |
1.3707 |
|
| R1 |
1.3829 |
1.3829 |
1.3681 |
1.3775 |
| PP |
1.3721 |
1.3721 |
1.3721 |
1.3695 |
| S1 |
1.3548 |
1.3548 |
1.3629 |
1.3494 |
| S2 |
1.3440 |
1.3440 |
1.3603 |
|
| S3 |
1.3159 |
1.3267 |
1.3578 |
|
| S4 |
1.2878 |
1.2986 |
1.3500 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3825 |
|
2.618 |
1.3739 |
|
1.618 |
1.3686 |
|
1.000 |
1.3653 |
|
0.618 |
1.3633 |
|
HIGH |
1.3600 |
|
0.618 |
1.3580 |
|
0.500 |
1.3574 |
|
0.382 |
1.3567 |
|
LOW |
1.3547 |
|
0.618 |
1.3514 |
|
1.000 |
1.3494 |
|
1.618 |
1.3461 |
|
2.618 |
1.3408 |
|
4.250 |
1.3322 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3574 |
1.3619 |
| PP |
1.3570 |
1.3600 |
| S1 |
1.3567 |
1.3582 |
|