CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3000 |
1.2975 |
-0.0025 |
-0.2% |
1.3600 |
| High |
1.3019 |
1.3132 |
0.0113 |
0.9% |
1.3600 |
| Low |
1.2960 |
1.2975 |
0.0015 |
0.1% |
1.3195 |
| Close |
1.3001 |
1.3119 |
0.0118 |
0.9% |
1.3229 |
| Range |
0.0059 |
0.0157 |
0.0098 |
166.1% |
0.0405 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
3.6% |
0.0000 |
| Volume |
18 |
47 |
29 |
161.1% |
59 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3546 |
1.3490 |
1.3205 |
|
| R3 |
1.3389 |
1.3333 |
1.3162 |
|
| R2 |
1.3232 |
1.3232 |
1.3148 |
|
| R1 |
1.3176 |
1.3176 |
1.3133 |
1.3204 |
| PP |
1.3075 |
1.3075 |
1.3075 |
1.3090 |
| S1 |
1.3019 |
1.3019 |
1.3105 |
1.3047 |
| S2 |
1.2918 |
1.2918 |
1.3090 |
|
| S3 |
1.2761 |
1.2862 |
1.3076 |
|
| S4 |
1.2604 |
1.2705 |
1.3033 |
|
|
| 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 |
1.3799 |
|
2.618 |
1.3543 |
|
1.618 |
1.3386 |
|
1.000 |
1.3289 |
|
0.618 |
1.3229 |
|
HIGH |
1.3132 |
|
0.618 |
1.3072 |
|
0.500 |
1.3054 |
|
0.382 |
1.3035 |
|
LOW |
1.2975 |
|
0.618 |
1.2878 |
|
1.000 |
1.2818 |
|
1.618 |
1.2721 |
|
2.618 |
1.2564 |
|
4.250 |
1.2308 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3097 |
1.3114 |
| PP |
1.3075 |
1.3110 |
| S1 |
1.3054 |
1.3105 |
|