CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4009 |
1.4100 |
0.0091 |
0.6% |
1.3920 |
| High |
1.4177 |
1.4250 |
0.0073 |
0.5% |
1.4053 |
| Low |
1.3968 |
1.4083 |
0.0115 |
0.8% |
1.3710 |
| Close |
1.4078 |
1.4181 |
0.0103 |
0.7% |
1.3868 |
| Range |
0.0209 |
0.0167 |
-0.0042 |
-20.1% |
0.0343 |
| ATR |
0.0158 |
0.0159 |
0.0001 |
0.6% |
0.0000 |
| Volume |
277 |
1,186 |
909 |
328.2% |
2,320 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4672 |
1.4594 |
1.4273 |
|
| R3 |
1.4505 |
1.4427 |
1.4227 |
|
| R2 |
1.4338 |
1.4338 |
1.4212 |
|
| R1 |
1.4260 |
1.4260 |
1.4196 |
1.4299 |
| PP |
1.4171 |
1.4171 |
1.4171 |
1.4191 |
| S1 |
1.4093 |
1.4093 |
1.4166 |
1.4132 |
| S2 |
1.4004 |
1.4004 |
1.4150 |
|
| S3 |
1.3837 |
1.3926 |
1.4135 |
|
| S4 |
1.3670 |
1.3759 |
1.4089 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4906 |
1.4730 |
1.4057 |
|
| R3 |
1.4563 |
1.4387 |
1.3962 |
|
| R2 |
1.4220 |
1.4220 |
1.3931 |
|
| R1 |
1.4044 |
1.4044 |
1.3899 |
1.3961 |
| PP |
1.3877 |
1.3877 |
1.3877 |
1.3835 |
| S1 |
1.3701 |
1.3701 |
1.3837 |
1.3618 |
| S2 |
1.3534 |
1.3534 |
1.3805 |
|
| S3 |
1.3191 |
1.3358 |
1.3774 |
|
| S4 |
1.2848 |
1.3015 |
1.3679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4250 |
1.3782 |
0.0468 |
3.3% |
0.0162 |
1.1% |
85% |
True |
False |
611 |
| 10 |
1.4250 |
1.3710 |
0.0540 |
3.8% |
0.0151 |
1.1% |
87% |
True |
False |
538 |
| 20 |
1.4250 |
1.3683 |
0.0567 |
4.0% |
0.0164 |
1.2% |
88% |
True |
False |
533 |
| 40 |
1.4250 |
1.2650 |
0.1600 |
11.3% |
0.0150 |
1.1% |
96% |
True |
False |
460 |
| 60 |
1.4250 |
1.2642 |
0.1608 |
11.3% |
0.0108 |
0.8% |
96% |
True |
False |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4960 |
|
2.618 |
1.4687 |
|
1.618 |
1.4520 |
|
1.000 |
1.4417 |
|
0.618 |
1.4353 |
|
HIGH |
1.4250 |
|
0.618 |
1.4186 |
|
0.500 |
1.4167 |
|
0.382 |
1.4147 |
|
LOW |
1.4083 |
|
0.618 |
1.3980 |
|
1.000 |
1.3916 |
|
1.618 |
1.3813 |
|
2.618 |
1.3646 |
|
4.250 |
1.3373 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4176 |
1.4141 |
| PP |
1.4171 |
1.4101 |
| S1 |
1.4167 |
1.4061 |
|