CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3890 |
1.4025 |
0.0135 |
1.0% |
1.3942 |
| High |
1.4052 |
1.4201 |
0.0149 |
1.1% |
1.4072 |
| Low |
1.3875 |
1.3984 |
0.0109 |
0.8% |
1.3726 |
| Close |
1.4029 |
1.4098 |
0.0069 |
0.5% |
1.3888 |
| Range |
0.0177 |
0.0217 |
0.0040 |
22.6% |
0.0346 |
| ATR |
0.0164 |
0.0168 |
0.0004 |
2.3% |
0.0000 |
| Volume |
329,710 |
435,978 |
106,268 |
32.2% |
1,694,188 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4745 |
1.4639 |
1.4217 |
|
| R3 |
1.4528 |
1.4422 |
1.4158 |
|
| R2 |
1.4311 |
1.4311 |
1.4138 |
|
| R1 |
1.4205 |
1.4205 |
1.4118 |
1.4258 |
| PP |
1.4094 |
1.4094 |
1.4094 |
1.4121 |
| S1 |
1.3988 |
1.3988 |
1.4078 |
1.4041 |
| S2 |
1.3877 |
1.3877 |
1.4058 |
|
| S3 |
1.3660 |
1.3771 |
1.4038 |
|
| S4 |
1.3443 |
1.3554 |
1.3979 |
|
|
| 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 |
1.4201 |
1.3761 |
0.0440 |
3.1% |
0.0173 |
1.2% |
77% |
True |
False |
353,741 |
| 10 |
1.4201 |
1.3726 |
0.0475 |
3.4% |
0.0161 |
1.1% |
78% |
True |
False |
342,609 |
| 20 |
1.4201 |
1.3688 |
0.0513 |
3.6% |
0.0173 |
1.2% |
80% |
True |
False |
359,465 |
| 40 |
1.4201 |
1.2640 |
0.1561 |
11.1% |
0.0161 |
1.1% |
93% |
True |
False |
339,992 |
| 60 |
1.4201 |
1.2587 |
0.1614 |
11.4% |
0.0147 |
1.0% |
94% |
True |
False |
229,560 |
| 80 |
1.4201 |
1.2587 |
0.1614 |
11.4% |
0.0146 |
1.0% |
94% |
True |
False |
172,399 |
| 100 |
1.4201 |
1.2170 |
0.2031 |
14.4% |
0.0142 |
1.0% |
95% |
True |
False |
137,968 |
| 120 |
1.4201 |
1.1922 |
0.2279 |
16.2% |
0.0142 |
1.0% |
95% |
True |
False |
114,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5123 |
|
2.618 |
1.4769 |
|
1.618 |
1.4552 |
|
1.000 |
1.4418 |
|
0.618 |
1.4335 |
|
HIGH |
1.4201 |
|
0.618 |
1.4118 |
|
0.500 |
1.4093 |
|
0.382 |
1.4067 |
|
LOW |
1.3984 |
|
0.618 |
1.3850 |
|
1.000 |
1.3767 |
|
1.618 |
1.3633 |
|
2.618 |
1.3416 |
|
4.250 |
1.3062 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4096 |
1.4075 |
| PP |
1.4094 |
1.4052 |
| S1 |
1.4093 |
1.4029 |
|