CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4122 |
1.4207 |
0.0085 |
0.6% |
1.3961 |
| High |
1.4276 |
1.4245 |
-0.0031 |
-0.2% |
1.4276 |
| Low |
1.4095 |
1.4017 |
-0.0078 |
-0.6% |
1.3856 |
| Close |
1.4202 |
1.4038 |
-0.0164 |
-1.2% |
1.4038 |
| Range |
0.0181 |
0.0228 |
0.0047 |
26.0% |
0.0420 |
| ATR |
0.0169 |
0.0173 |
0.0004 |
2.5% |
0.0000 |
| Volume |
408,436 |
398,707 |
-9,729 |
-2.4% |
1,860,684 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4784 |
1.4639 |
1.4163 |
|
| R3 |
1.4556 |
1.4411 |
1.4101 |
|
| R2 |
1.4328 |
1.4328 |
1.4080 |
|
| R1 |
1.4183 |
1.4183 |
1.4059 |
1.4142 |
| PP |
1.4100 |
1.4100 |
1.4100 |
1.4079 |
| S1 |
1.3955 |
1.3955 |
1.4017 |
1.3914 |
| S2 |
1.3872 |
1.3872 |
1.3996 |
|
| S3 |
1.3644 |
1.3727 |
1.3975 |
|
| S4 |
1.3416 |
1.3499 |
1.3913 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5317 |
1.5097 |
1.4269 |
|
| R3 |
1.4897 |
1.4677 |
1.4154 |
|
| R2 |
1.4477 |
1.4477 |
1.4115 |
|
| R1 |
1.4257 |
1.4257 |
1.4077 |
1.4367 |
| PP |
1.4057 |
1.4057 |
1.4057 |
1.4112 |
| S1 |
1.3837 |
1.3837 |
1.4000 |
1.3947 |
| S2 |
1.3637 |
1.3637 |
1.3961 |
|
| S3 |
1.3217 |
1.3417 |
1.3923 |
|
| S4 |
1.2797 |
1.2997 |
1.3807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4276 |
1.3856 |
0.0420 |
3.0% |
0.0190 |
1.4% |
43% |
False |
False |
372,136 |
| 10 |
1.4276 |
1.3726 |
0.0550 |
3.9% |
0.0172 |
1.2% |
57% |
False |
False |
355,487 |
| 20 |
1.4276 |
1.3688 |
0.0588 |
4.2% |
0.0177 |
1.3% |
60% |
False |
False |
356,849 |
| 40 |
1.4276 |
1.2700 |
0.1576 |
11.2% |
0.0166 |
1.2% |
85% |
False |
False |
349,944 |
| 60 |
1.4276 |
1.2587 |
0.1689 |
12.0% |
0.0149 |
1.1% |
86% |
False |
False |
242,943 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.0% |
0.0146 |
1.0% |
86% |
False |
False |
182,469 |
| 100 |
1.4276 |
1.2170 |
0.2106 |
15.0% |
0.0144 |
1.0% |
89% |
False |
False |
146,037 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
16.8% |
0.0141 |
1.0% |
90% |
False |
False |
121,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5214 |
|
2.618 |
1.4842 |
|
1.618 |
1.4614 |
|
1.000 |
1.4473 |
|
0.618 |
1.4386 |
|
HIGH |
1.4245 |
|
0.618 |
1.4158 |
|
0.500 |
1.4131 |
|
0.382 |
1.4104 |
|
LOW |
1.4017 |
|
0.618 |
1.3876 |
|
1.000 |
1.3789 |
|
1.618 |
1.3648 |
|
2.618 |
1.3420 |
|
4.250 |
1.3048 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4131 |
1.4130 |
| PP |
1.4100 |
1.4099 |
| S1 |
1.4069 |
1.4069 |
|