CME Euro FX (E) Future June 2011
Trading Metrics calculated at close of trading on 02-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.2975 |
1.3172 |
0.0197 |
1.5% |
1.3600 |
High |
1.3132 |
1.3200 |
0.0068 |
0.5% |
1.3600 |
Low |
1.2975 |
1.3172 |
0.0197 |
1.5% |
1.3195 |
Close |
1.3119 |
1.3187 |
0.0068 |
0.5% |
1.3229 |
Range |
0.0157 |
0.0028 |
-0.0129 |
-82.2% |
0.0405 |
ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.8% |
0.0000 |
Volume |
47 |
28 |
-19 |
-40.4% |
59 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3270 |
1.3257 |
1.3202 |
|
R3 |
1.3242 |
1.3229 |
1.3195 |
|
R2 |
1.3214 |
1.3214 |
1.3192 |
|
R1 |
1.3201 |
1.3201 |
1.3190 |
1.3208 |
PP |
1.3186 |
1.3186 |
1.3186 |
1.3190 |
S1 |
1.3173 |
1.3173 |
1.3184 |
1.3180 |
S2 |
1.3158 |
1.3158 |
1.3182 |
|
S3 |
1.3130 |
1.3145 |
1.3179 |
|
S4 |
1.3102 |
1.3117 |
1.3172 |
|
|
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 |
1.3319 |
2.618 |
1.3273 |
1.618 |
1.3245 |
1.000 |
1.3228 |
0.618 |
1.3217 |
HIGH |
1.3200 |
0.618 |
1.3189 |
0.500 |
1.3186 |
0.382 |
1.3183 |
LOW |
1.3172 |
0.618 |
1.3155 |
1.000 |
1.3144 |
1.618 |
1.3127 |
2.618 |
1.3099 |
4.250 |
1.3053 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3187 |
1.3151 |
PP |
1.3186 |
1.3116 |
S1 |
1.3186 |
1.3080 |
|