CME Euro FX (E) Future June 2011
Trading Metrics calculated at close of trading on 16-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1.3600 |
1.3453 |
-0.0147 |
-1.1% |
1.3895 |
High |
1.3600 |
1.3453 |
-0.0147 |
-1.1% |
1.3895 |
Low |
1.3547 |
1.3453 |
-0.0094 |
-0.7% |
1.3614 |
Close |
1.3564 |
1.3453 |
-0.0111 |
-0.8% |
1.3655 |
Range |
0.0053 |
0.0000 |
-0.0053 |
-100.0% |
0.0281 |
ATR |
0.0096 |
0.0097 |
0.0001 |
1.1% |
0.0000 |
Volume |
6 |
12 |
6 |
100.0% |
35 |
|
Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3453 |
1.3453 |
1.3453 |
|
R3 |
1.3453 |
1.3453 |
1.3453 |
|
R2 |
1.3453 |
1.3453 |
1.3453 |
|
R1 |
1.3453 |
1.3453 |
1.3453 |
1.3453 |
PP |
1.3453 |
1.3453 |
1.3453 |
1.3453 |
S1 |
1.3453 |
1.3453 |
1.3453 |
1.3453 |
S2 |
1.3453 |
1.3453 |
1.3453 |
|
S3 |
1.3453 |
1.3453 |
1.3453 |
|
S4 |
1.3453 |
1.3453 |
1.3453 |
|
|
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 |
1.3453 |
2.618 |
1.3453 |
1.618 |
1.3453 |
1.000 |
1.3453 |
0.618 |
1.3453 |
HIGH |
1.3453 |
0.618 |
1.3453 |
0.500 |
1.3453 |
0.382 |
1.3453 |
LOW |
1.3453 |
0.618 |
1.3453 |
1.000 |
1.3453 |
1.618 |
1.3453 |
2.618 |
1.3453 |
4.250 |
1.3453 |
|
|
Fisher Pivots for day following 16-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3453 |
1.3572 |
PP |
1.3453 |
1.3532 |
S1 |
1.3453 |
1.3493 |
|