CME Euro FX (E) Future June 2011
Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1.3640 |
1.3600 |
-0.0040 |
-0.3% |
1.3600 |
High |
1.3640 |
1.3600 |
-0.0040 |
-0.3% |
1.3640 |
Low |
1.3610 |
1.3600 |
-0.0010 |
-0.1% |
1.3450 |
Close |
1.3637 |
1.3581 |
-0.0056 |
-0.4% |
1.3637 |
Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0190 |
ATR |
0.0091 |
0.0087 |
-0.0004 |
-4.2% |
0.0000 |
Volume |
5 |
10 |
5 |
100.0% |
29 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3594 |
1.3587 |
1.3581 |
|
R3 |
1.3594 |
1.3587 |
1.3581 |
|
R2 |
1.3594 |
1.3594 |
1.3581 |
|
R1 |
1.3587 |
1.3587 |
1.3581 |
1.3591 |
PP |
1.3594 |
1.3594 |
1.3594 |
1.3595 |
S1 |
1.3587 |
1.3587 |
1.3581 |
1.3591 |
S2 |
1.3594 |
1.3594 |
1.3581 |
|
S3 |
1.3594 |
1.3587 |
1.3581 |
|
S4 |
1.3594 |
1.3587 |
1.3581 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4146 |
1.4081 |
1.3742 |
|
R3 |
1.3956 |
1.3891 |
1.3689 |
|
R2 |
1.3766 |
1.3766 |
1.3672 |
|
R1 |
1.3701 |
1.3701 |
1.3654 |
1.3734 |
PP |
1.3576 |
1.3576 |
1.3576 |
1.3592 |
S1 |
1.3511 |
1.3511 |
1.3620 |
1.3544 |
S2 |
1.3386 |
1.3386 |
1.3602 |
|
S3 |
1.3196 |
1.3321 |
1.3585 |
|
S4 |
1.3006 |
1.3131 |
1.3533 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3600 |
2.618 |
1.3600 |
1.618 |
1.3600 |
1.000 |
1.3600 |
0.618 |
1.3600 |
HIGH |
1.3600 |
0.618 |
1.3600 |
0.500 |
1.3600 |
0.382 |
1.3600 |
LOW |
1.3600 |
0.618 |
1.3600 |
1.000 |
1.3600 |
1.618 |
1.3600 |
2.618 |
1.3600 |
4.250 |
1.3600 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3600 |
1.3608 |
PP |
1.3594 |
1.3599 |
S1 |
1.3587 |
1.3590 |
|