CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3450 |
1.3576 |
0.0126 |
0.9% |
1.3895 |
| High |
1.3450 |
1.3628 |
0.0178 |
1.3% |
1.3895 |
| Low |
1.3450 |
1.3576 |
0.0126 |
0.9% |
1.3614 |
| Close |
1.3485 |
1.3597 |
0.0112 |
0.8% |
1.3655 |
| Range |
0.0000 |
0.0052 |
0.0052 |
|
0.0281 |
| ATR |
0.0091 |
0.0094 |
0.0004 |
4.1% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
35 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3756 |
1.3729 |
1.3626 |
|
| R3 |
1.3704 |
1.3677 |
1.3611 |
|
| R2 |
1.3652 |
1.3652 |
1.3607 |
|
| R1 |
1.3625 |
1.3625 |
1.3602 |
1.3639 |
| PP |
1.3600 |
1.3600 |
1.3600 |
1.3607 |
| S1 |
1.3573 |
1.3573 |
1.3592 |
1.3587 |
| S2 |
1.3548 |
1.3548 |
1.3587 |
|
| S3 |
1.3496 |
1.3521 |
1.3583 |
|
| S4 |
1.3444 |
1.3469 |
1.3568 |
|
|
| 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 |
1.3849 |
|
2.618 |
1.3764 |
|
1.618 |
1.3712 |
|
1.000 |
1.3680 |
|
0.618 |
1.3660 |
|
HIGH |
1.3628 |
|
0.618 |
1.3608 |
|
0.500 |
1.3602 |
|
0.382 |
1.3596 |
|
LOW |
1.3576 |
|
0.618 |
1.3544 |
|
1.000 |
1.3524 |
|
1.618 |
1.3492 |
|
2.618 |
1.3440 |
|
4.250 |
1.3355 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3602 |
1.3578 |
| PP |
1.3600 |
1.3558 |
| S1 |
1.3599 |
1.3539 |
|