CME Euro FX (E) Future June 2011
Trading Metrics calculated at close of trading on 30-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1.3151 |
1.3000 |
-0.0151 |
-1.1% |
1.3600 |
High |
1.3250 |
1.3019 |
-0.0231 |
-1.7% |
1.3600 |
Low |
1.3052 |
1.2960 |
-0.0092 |
-0.7% |
1.3195 |
Close |
1.3102 |
1.3001 |
-0.0101 |
-0.8% |
1.3229 |
Range |
0.0198 |
0.0059 |
-0.0139 |
-70.2% |
0.0405 |
ATR |
0.0101 |
0.0104 |
0.0003 |
2.9% |
0.0000 |
Volume |
15 |
18 |
3 |
20.0% |
59 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3170 |
1.3145 |
1.3033 |
|
R3 |
1.3111 |
1.3086 |
1.3017 |
|
R2 |
1.3052 |
1.3052 |
1.3012 |
|
R1 |
1.3027 |
1.3027 |
1.3006 |
1.3040 |
PP |
1.2993 |
1.2993 |
1.2993 |
1.3000 |
S1 |
1.2968 |
1.2968 |
1.2996 |
1.2981 |
S2 |
1.2934 |
1.2934 |
1.2990 |
|
S3 |
1.2875 |
1.2909 |
1.2985 |
|
S4 |
1.2816 |
1.2850 |
1.2969 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4556 |
1.4298 |
1.3452 |
|
R3 |
1.4151 |
1.3893 |
1.3340 |
|
R2 |
1.3746 |
1.3746 |
1.3303 |
|
R1 |
1.3488 |
1.3488 |
1.3266 |
1.3415 |
PP |
1.3341 |
1.3341 |
1.3341 |
1.3305 |
S1 |
1.3083 |
1.3083 |
1.3192 |
1.3010 |
S2 |
1.2936 |
1.2936 |
1.3155 |
|
S3 |
1.2531 |
1.2678 |
1.3118 |
|
S4 |
1.2126 |
1.2273 |
1.3006 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3270 |
2.618 |
1.3173 |
1.618 |
1.3114 |
1.000 |
1.3078 |
0.618 |
1.3055 |
HIGH |
1.3019 |
0.618 |
1.2996 |
0.500 |
1.2990 |
0.382 |
1.2983 |
LOW |
1.2960 |
0.618 |
1.2924 |
1.000 |
1.2901 |
1.618 |
1.2865 |
2.618 |
1.2806 |
4.250 |
1.2709 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1.2997 |
1.3105 |
PP |
1.2993 |
1.3070 |
S1 |
1.2990 |
1.3036 |
|