CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3920 |
1.3961 |
0.0041 |
0.3% |
1.3942 |
| High |
1.3946 |
1.4005 |
0.0059 |
0.4% |
1.4072 |
| Low |
1.3800 |
1.3856 |
0.0056 |
0.4% |
1.3726 |
| Close |
1.3888 |
1.3881 |
-0.0007 |
-0.1% |
1.3888 |
| Range |
0.0146 |
0.0149 |
0.0003 |
2.1% |
0.0346 |
| ATR |
0.0165 |
0.0164 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
349,527 |
287,853 |
-61,674 |
-17.6% |
1,694,188 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4361 |
1.4270 |
1.3963 |
|
| R3 |
1.4212 |
1.4121 |
1.3922 |
|
| R2 |
1.4063 |
1.4063 |
1.3908 |
|
| R1 |
1.3972 |
1.3972 |
1.3895 |
1.3943 |
| PP |
1.3914 |
1.3914 |
1.3914 |
1.3900 |
| S1 |
1.3823 |
1.3823 |
1.3867 |
1.3794 |
| S2 |
1.3765 |
1.3765 |
1.3854 |
|
| S3 |
1.3616 |
1.3674 |
1.3840 |
|
| S4 |
1.3467 |
1.3525 |
1.3799 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4933 |
1.4757 |
1.4078 |
|
| R3 |
1.4587 |
1.4411 |
1.3983 |
|
| R2 |
1.4241 |
1.4241 |
1.3951 |
|
| R1 |
1.4065 |
1.4065 |
1.3920 |
1.3980 |
| PP |
1.3895 |
1.3895 |
1.3895 |
1.3853 |
| S1 |
1.3719 |
1.3719 |
1.3856 |
1.3634 |
| S2 |
1.3549 |
1.3549 |
1.3825 |
|
| S3 |
1.3203 |
1.3373 |
1.3793 |
|
| S4 |
1.2857 |
1.3027 |
1.3698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4005 |
1.3726 |
0.0279 |
2.0% |
0.0155 |
1.1% |
56% |
True |
False |
339,583 |
| 10 |
1.4072 |
1.3688 |
0.0384 |
2.8% |
0.0180 |
1.3% |
50% |
False |
False |
357,530 |
| 20 |
1.4156 |
1.3632 |
0.0524 |
3.8% |
0.0172 |
1.2% |
48% |
False |
False |
356,289 |
| 40 |
1.4156 |
1.2640 |
0.1516 |
10.9% |
0.0159 |
1.1% |
82% |
False |
False |
323,707 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.3% |
0.0148 |
1.1% |
82% |
False |
False |
216,856 |
| 80 |
1.4156 |
1.2531 |
0.1625 |
11.7% |
0.0145 |
1.0% |
83% |
False |
False |
162,837 |
| 100 |
1.4156 |
1.2170 |
0.1986 |
14.3% |
0.0141 |
1.0% |
86% |
False |
False |
130,312 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
16.1% |
0.0140 |
1.0% |
88% |
False |
False |
108,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4638 |
|
2.618 |
1.4395 |
|
1.618 |
1.4246 |
|
1.000 |
1.4154 |
|
0.618 |
1.4097 |
|
HIGH |
1.4005 |
|
0.618 |
1.3948 |
|
0.500 |
1.3931 |
|
0.382 |
1.3913 |
|
LOW |
1.3856 |
|
0.618 |
1.3764 |
|
1.000 |
1.3707 |
|
1.618 |
1.3615 |
|
2.618 |
1.3466 |
|
4.250 |
1.3223 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3931 |
1.3883 |
| PP |
1.3914 |
1.3882 |
| S1 |
1.3898 |
1.3882 |
|