CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4050 |
1.3910 |
-0.0140 |
-1.0% |
1.3961 |
| High |
1.4079 |
1.3970 |
-0.0109 |
-0.8% |
1.4276 |
| Low |
1.3881 |
1.3745 |
-0.0136 |
-1.0% |
1.3856 |
| Close |
1.3918 |
1.3826 |
-0.0092 |
-0.7% |
1.4038 |
| Range |
0.0198 |
0.0225 |
0.0027 |
13.6% |
0.0420 |
| ATR |
0.0175 |
0.0179 |
0.0004 |
2.0% |
0.0000 |
| Volume |
325,251 |
440,966 |
115,715 |
35.6% |
1,860,684 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4522 |
1.4399 |
1.3950 |
|
| R3 |
1.4297 |
1.4174 |
1.3888 |
|
| R2 |
1.4072 |
1.4072 |
1.3867 |
|
| R1 |
1.3949 |
1.3949 |
1.3847 |
1.3898 |
| PP |
1.3847 |
1.3847 |
1.3847 |
1.3822 |
| S1 |
1.3724 |
1.3724 |
1.3805 |
1.3673 |
| S2 |
1.3622 |
1.3622 |
1.3785 |
|
| S3 |
1.3397 |
1.3499 |
1.3764 |
|
| S4 |
1.3172 |
1.3274 |
1.3702 |
|
|
| 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 |
1.3745 |
0.0531 |
3.8% |
0.0210 |
1.5% |
15% |
False |
True |
401,867 |
| 10 |
1.4276 |
1.3726 |
0.0550 |
4.0% |
0.0184 |
1.3% |
18% |
False |
False |
369,972 |
| 20 |
1.4276 |
1.3688 |
0.0588 |
4.3% |
0.0183 |
1.3% |
23% |
False |
False |
365,782 |
| 40 |
1.4276 |
1.2952 |
0.1324 |
9.6% |
0.0167 |
1.2% |
66% |
False |
False |
351,558 |
| 60 |
1.4276 |
1.2587 |
0.1689 |
12.2% |
0.0152 |
1.1% |
73% |
False |
False |
255,680 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.2% |
0.0148 |
1.1% |
73% |
False |
False |
192,025 |
| 100 |
1.4276 |
1.2170 |
0.2106 |
15.2% |
0.0146 |
1.1% |
79% |
False |
False |
153,696 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
17.0% |
0.0140 |
1.0% |
81% |
False |
False |
128,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4926 |
|
2.618 |
1.4559 |
|
1.618 |
1.4334 |
|
1.000 |
1.4195 |
|
0.618 |
1.4109 |
|
HIGH |
1.3970 |
|
0.618 |
1.3884 |
|
0.500 |
1.3858 |
|
0.382 |
1.3831 |
|
LOW |
1.3745 |
|
0.618 |
1.3606 |
|
1.000 |
1.3520 |
|
1.618 |
1.3381 |
|
2.618 |
1.3156 |
|
4.250 |
1.2789 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3858 |
1.3995 |
| PP |
1.3847 |
1.3939 |
| S1 |
1.3837 |
1.3882 |
|