CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3910 |
1.3758 |
-0.0152 |
-1.1% |
1.3961 |
| High |
1.3970 |
1.3820 |
-0.0150 |
-1.1% |
1.4276 |
| Low |
1.3745 |
1.3665 |
-0.0080 |
-0.6% |
1.3856 |
| Close |
1.3826 |
1.3773 |
-0.0053 |
-0.4% |
1.4038 |
| Range |
0.0225 |
0.0155 |
-0.0070 |
-31.1% |
0.0420 |
| ATR |
0.0179 |
0.0177 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
440,966 |
487,198 |
46,232 |
10.5% |
1,860,684 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4218 |
1.4150 |
1.3858 |
|
| R3 |
1.4063 |
1.3995 |
1.3816 |
|
| R2 |
1.3908 |
1.3908 |
1.3801 |
|
| R1 |
1.3840 |
1.3840 |
1.3787 |
1.3874 |
| PP |
1.3753 |
1.3753 |
1.3753 |
1.3770 |
| S1 |
1.3685 |
1.3685 |
1.3759 |
1.3719 |
| S2 |
1.3598 |
1.3598 |
1.3745 |
|
| S3 |
1.3443 |
1.3530 |
1.3730 |
|
| S4 |
1.3288 |
1.3375 |
1.3688 |
|
|
| 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 |
1.3665 |
0.0611 |
4.4% |
0.0197 |
1.4% |
18% |
False |
True |
412,111 |
| 10 |
1.4276 |
1.3665 |
0.0611 |
4.4% |
0.0185 |
1.3% |
18% |
False |
True |
382,926 |
| 20 |
1.4276 |
1.3665 |
0.0611 |
4.4% |
0.0186 |
1.4% |
18% |
False |
True |
375,531 |
| 40 |
1.4276 |
1.2971 |
0.1305 |
9.5% |
0.0168 |
1.2% |
61% |
False |
False |
355,542 |
| 60 |
1.4276 |
1.2587 |
0.1689 |
12.3% |
0.0153 |
1.1% |
70% |
False |
False |
263,788 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
12.3% |
0.0148 |
1.1% |
70% |
False |
False |
198,109 |
| 100 |
1.4276 |
1.2170 |
0.2106 |
15.3% |
0.0146 |
1.1% |
76% |
False |
False |
158,566 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
17.1% |
0.0140 |
1.0% |
79% |
False |
False |
132,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4479 |
|
2.618 |
1.4226 |
|
1.618 |
1.4071 |
|
1.000 |
1.3975 |
|
0.618 |
1.3916 |
|
HIGH |
1.3820 |
|
0.618 |
1.3761 |
|
0.500 |
1.3743 |
|
0.382 |
1.3724 |
|
LOW |
1.3665 |
|
0.618 |
1.3569 |
|
1.000 |
1.3510 |
|
1.618 |
1.3414 |
|
2.618 |
1.3259 |
|
4.250 |
1.3006 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3763 |
1.3872 |
| PP |
1.3753 |
1.3839 |
| S1 |
1.3743 |
1.3806 |
|