CME Euro FX (E) Future September 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 |
1.3095 |
1.2997 |
-0.0098 |
-0.7% |
1.3662 |
High |
1.3095 |
1.2997 |
-0.0098 |
-0.7% |
1.3662 |
Low |
1.3095 |
1.2997 |
-0.0098 |
-0.7% |
1.3223 |
Close |
1.3095 |
1.2997 |
-0.0098 |
-0.7% |
1.3223 |
Range |
|
|
|
|
|
ATR |
0.0000 |
0.0070 |
0.0070 |
|
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2997 |
1.2997 |
1.2997 |
|
R3 |
1.2997 |
1.2997 |
1.2997 |
|
R2 |
1.2997 |
1.2997 |
1.2997 |
|
R1 |
1.2997 |
1.2997 |
1.2997 |
1.2997 |
PP |
1.2997 |
1.2997 |
1.2997 |
1.2997 |
S1 |
1.2997 |
1.2997 |
1.2997 |
1.2997 |
S2 |
1.2997 |
1.2997 |
1.2997 |
|
S3 |
1.2997 |
1.2997 |
1.2997 |
|
S4 |
1.2997 |
1.2997 |
1.2997 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4686 |
1.4394 |
1.3464 |
|
R3 |
1.4247 |
1.3955 |
1.3344 |
|
R2 |
1.3808 |
1.3808 |
1.3303 |
|
R1 |
1.3516 |
1.3516 |
1.3263 |
1.3443 |
PP |
1.3369 |
1.3369 |
1.3369 |
1.3333 |
S1 |
1.3077 |
1.3077 |
1.3183 |
1.3004 |
S2 |
1.2930 |
1.2930 |
1.3143 |
|
S3 |
1.2491 |
1.2638 |
1.3102 |
|
S4 |
1.2052 |
1.2199 |
1.2982 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2997 |
2.618 |
1.2997 |
1.618 |
1.2997 |
1.000 |
1.2997 |
0.618 |
1.2997 |
HIGH |
1.2997 |
0.618 |
1.2997 |
0.500 |
1.2997 |
0.382 |
1.2997 |
LOW |
1.2997 |
0.618 |
1.2997 |
1.000 |
1.2997 |
1.618 |
1.2997 |
2.618 |
1.2997 |
4.250 |
1.2997 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1.2997 |
1.3110 |
PP |
1.2997 |
1.3072 |
S1 |
1.2997 |
1.3035 |
|