CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3826 |
1.3747 |
-0.0079 |
-0.6% |
1.3946 |
| High |
1.3848 |
1.3919 |
0.0071 |
0.5% |
1.4012 |
| Low |
1.3710 |
1.3745 |
0.0035 |
0.3% |
1.3683 |
| Close |
1.3731 |
1.3898 |
0.0167 |
1.2% |
1.3901 |
| Range |
0.0138 |
0.0174 |
0.0036 |
26.1% |
0.0329 |
| ATR |
0.0153 |
0.0155 |
0.0003 |
1.6% |
0.0000 |
| Volume |
752 |
558 |
-194 |
-25.8% |
2,938 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4376 |
1.4311 |
1.3994 |
|
| R3 |
1.4202 |
1.4137 |
1.3946 |
|
| R2 |
1.4028 |
1.4028 |
1.3930 |
|
| R1 |
1.3963 |
1.3963 |
1.3914 |
1.3996 |
| PP |
1.3854 |
1.3854 |
1.3854 |
1.3870 |
| S1 |
1.3789 |
1.3789 |
1.3882 |
1.3822 |
| S2 |
1.3680 |
1.3680 |
1.3866 |
|
| S3 |
1.3506 |
1.3615 |
1.3850 |
|
| S4 |
1.3332 |
1.3441 |
1.3802 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4852 |
1.4706 |
1.4082 |
|
| R3 |
1.4523 |
1.4377 |
1.3991 |
|
| R2 |
1.4194 |
1.4194 |
1.3961 |
|
| R1 |
1.4048 |
1.4048 |
1.3931 |
1.3957 |
| PP |
1.3865 |
1.3865 |
1.3865 |
1.3820 |
| S1 |
1.3719 |
1.3719 |
1.3871 |
1.3628 |
| S2 |
1.3536 |
1.3536 |
1.3841 |
|
| S3 |
1.3207 |
1.3390 |
1.3811 |
|
| S4 |
1.2878 |
1.3061 |
1.3720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4053 |
1.3710 |
0.0343 |
2.5% |
0.0140 |
1.0% |
55% |
False |
False |
464 |
| 10 |
1.4154 |
1.3683 |
0.0471 |
3.4% |
0.0182 |
1.3% |
46% |
False |
False |
543 |
| 20 |
1.4154 |
1.3603 |
0.0551 |
4.0% |
0.0164 |
1.2% |
54% |
False |
False |
566 |
| 40 |
1.4154 |
1.2650 |
0.1504 |
10.8% |
0.0138 |
1.0% |
83% |
False |
False |
390 |
| 60 |
1.4154 |
1.2642 |
0.1512 |
10.9% |
0.0097 |
0.7% |
83% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4659 |
|
2.618 |
1.4375 |
|
1.618 |
1.4201 |
|
1.000 |
1.4093 |
|
0.618 |
1.4027 |
|
HIGH |
1.3919 |
|
0.618 |
1.3853 |
|
0.500 |
1.3832 |
|
0.382 |
1.3811 |
|
LOW |
1.3745 |
|
0.618 |
1.3637 |
|
1.000 |
1.3571 |
|
1.618 |
1.3463 |
|
2.618 |
1.3289 |
|
4.250 |
1.3006 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3876 |
1.3875 |
| PP |
1.3854 |
1.3852 |
| S1 |
1.3832 |
1.3830 |
|