CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4207 |
1.4050 |
-0.0157 |
-1.1% |
1.3961 |
| High |
1.4245 |
1.4079 |
-0.0166 |
-1.2% |
1.4276 |
| Low |
1.4017 |
1.3881 |
-0.0136 |
-1.0% |
1.3856 |
| Close |
1.4038 |
1.3918 |
-0.0120 |
-0.9% |
1.4038 |
| Range |
0.0228 |
0.0198 |
-0.0030 |
-13.2% |
0.0420 |
| ATR |
0.0173 |
0.0175 |
0.0002 |
1.0% |
0.0000 |
| Volume |
398,707 |
325,251 |
-73,456 |
-18.4% |
1,860,684 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4553 |
1.4434 |
1.4027 |
|
| R3 |
1.4355 |
1.4236 |
1.3972 |
|
| R2 |
1.4157 |
1.4157 |
1.3954 |
|
| R1 |
1.4038 |
1.4038 |
1.3936 |
1.3999 |
| PP |
1.3959 |
1.3959 |
1.3959 |
1.3940 |
| S1 |
1.3840 |
1.3840 |
1.3900 |
1.3801 |
| S2 |
1.3761 |
1.3761 |
1.3882 |
|
| S3 |
1.3563 |
1.3642 |
1.3864 |
|
| S4 |
1.3365 |
1.3444 |
1.3809 |
|
|
| 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 |
1.3875 |
0.0401 |
2.9% |
0.0200 |
1.4% |
11% |
False |
False |
379,616 |
| 10 |
1.4276 |
1.3726 |
0.0550 |
4.0% |
0.0178 |
1.3% |
35% |
False |
False |
359,600 |
| 20 |
1.4276 |
1.3688 |
0.0588 |
4.2% |
0.0180 |
1.3% |
39% |
False |
False |
363,530 |
| 40 |
1.4276 |
1.2825 |
0.1451 |
10.4% |
0.0166 |
1.2% |
75% |
False |
False |
350,863 |
| 60 |
1.4276 |
1.2587 |
0.1689 |
12.1% |
0.0150 |
1.1% |
79% |
False |
False |
248,346 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.1% |
0.0148 |
1.1% |
79% |
False |
False |
186,518 |
| 100 |
1.4276 |
1.2170 |
0.2106 |
15.1% |
0.0145 |
1.0% |
83% |
False |
False |
149,287 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
16.9% |
0.0140 |
1.0% |
85% |
False |
False |
124,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4921 |
|
2.618 |
1.4597 |
|
1.618 |
1.4399 |
|
1.000 |
1.4277 |
|
0.618 |
1.4201 |
|
HIGH |
1.4079 |
|
0.618 |
1.4003 |
|
0.500 |
1.3980 |
|
0.382 |
1.3957 |
|
LOW |
1.3881 |
|
0.618 |
1.3759 |
|
1.000 |
1.3683 |
|
1.618 |
1.3561 |
|
2.618 |
1.3363 |
|
4.250 |
1.3040 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3980 |
1.4079 |
| PP |
1.3959 |
1.4025 |
| S1 |
1.3939 |
1.3972 |
|