CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3961 |
1.3890 |
-0.0071 |
-0.5% |
1.3942 |
| High |
1.4005 |
1.4052 |
0.0047 |
0.3% |
1.4072 |
| Low |
1.3856 |
1.3875 |
0.0019 |
0.1% |
1.3726 |
| Close |
1.3881 |
1.4029 |
0.0148 |
1.1% |
1.3888 |
| Range |
0.0149 |
0.0177 |
0.0028 |
18.8% |
0.0346 |
| ATR |
0.0164 |
0.0164 |
0.0001 |
0.6% |
0.0000 |
| Volume |
287,853 |
329,710 |
41,857 |
14.5% |
1,694,188 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4516 |
1.4450 |
1.4126 |
|
| R3 |
1.4339 |
1.4273 |
1.4078 |
|
| R2 |
1.4162 |
1.4162 |
1.4061 |
|
| R1 |
1.4096 |
1.4096 |
1.4045 |
1.4129 |
| PP |
1.3985 |
1.3985 |
1.3985 |
1.4002 |
| S1 |
1.3919 |
1.3919 |
1.4013 |
1.3952 |
| S2 |
1.3808 |
1.3808 |
1.3997 |
|
| S3 |
1.3631 |
1.3742 |
1.3980 |
|
| S4 |
1.3454 |
1.3565 |
1.3932 |
|
|
| 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 |
1.4052 |
1.3726 |
0.0326 |
2.3% |
0.0159 |
1.1% |
93% |
True |
False |
338,078 |
| 10 |
1.4072 |
1.3688 |
0.0384 |
2.7% |
0.0169 |
1.2% |
89% |
False |
False |
342,431 |
| 20 |
1.4156 |
1.3688 |
0.0468 |
3.3% |
0.0170 |
1.2% |
73% |
False |
False |
354,691 |
| 40 |
1.4156 |
1.2640 |
0.1516 |
10.8% |
0.0158 |
1.1% |
92% |
False |
False |
331,574 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.2% |
0.0149 |
1.1% |
92% |
False |
False |
222,345 |
| 80 |
1.4156 |
1.2587 |
0.1569 |
11.2% |
0.0144 |
1.0% |
92% |
False |
False |
166,955 |
| 100 |
1.4156 |
1.2170 |
0.1986 |
14.2% |
0.0141 |
1.0% |
94% |
False |
False |
133,609 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
15.9% |
0.0141 |
1.0% |
94% |
False |
False |
111,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4804 |
|
2.618 |
1.4515 |
|
1.618 |
1.4338 |
|
1.000 |
1.4229 |
|
0.618 |
1.4161 |
|
HIGH |
1.4052 |
|
0.618 |
1.3984 |
|
0.500 |
1.3964 |
|
0.382 |
1.3943 |
|
LOW |
1.3875 |
|
0.618 |
1.3766 |
|
1.000 |
1.3698 |
|
1.618 |
1.3589 |
|
2.618 |
1.3412 |
|
4.250 |
1.3123 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4007 |
1.3995 |
| PP |
1.3985 |
1.3960 |
| S1 |
1.3964 |
1.3926 |
|