CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3747 |
1.3889 |
0.0142 |
1.0% |
1.3920 |
| High |
1.3919 |
1.3925 |
0.0006 |
0.0% |
1.4053 |
| Low |
1.3745 |
1.3782 |
0.0037 |
0.3% |
1.3710 |
| Close |
1.3898 |
1.3868 |
-0.0030 |
-0.2% |
1.3868 |
| Range |
0.0174 |
0.0143 |
-0.0031 |
-17.8% |
0.0343 |
| ATR |
0.0155 |
0.0155 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
558 |
396 |
-162 |
-29.0% |
2,320 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4287 |
1.4221 |
1.3947 |
|
| R3 |
1.4144 |
1.4078 |
1.3907 |
|
| R2 |
1.4001 |
1.4001 |
1.3894 |
|
| R1 |
1.3935 |
1.3935 |
1.3881 |
1.3897 |
| PP |
1.3858 |
1.3858 |
1.3858 |
1.3839 |
| S1 |
1.3792 |
1.3792 |
1.3855 |
1.3754 |
| S2 |
1.3715 |
1.3715 |
1.3842 |
|
| S3 |
1.3572 |
1.3649 |
1.3829 |
|
| S4 |
1.3429 |
1.3506 |
1.3789 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4906 |
1.4730 |
1.4057 |
|
| R3 |
1.4563 |
1.4387 |
1.3962 |
|
| R2 |
1.4220 |
1.4220 |
1.3931 |
|
| R1 |
1.4044 |
1.4044 |
1.3899 |
1.3961 |
| PP |
1.3877 |
1.3877 |
1.3877 |
1.3835 |
| S1 |
1.3701 |
1.3701 |
1.3837 |
1.3618 |
| S2 |
1.3534 |
1.3534 |
1.3805 |
|
| S3 |
1.3191 |
1.3358 |
1.3774 |
|
| S4 |
1.2848 |
1.3015 |
1.3679 |
|
|
| 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% |
0.0148 |
1.1% |
46% |
False |
False |
464 |
| 10 |
1.4053 |
1.3683 |
0.0370 |
2.7% |
0.0173 |
1.2% |
50% |
False |
False |
525 |
| 20 |
1.4154 |
1.3629 |
0.0525 |
3.8% |
0.0162 |
1.2% |
46% |
False |
False |
550 |
| 40 |
1.4154 |
1.2650 |
0.1504 |
10.8% |
0.0142 |
1.0% |
81% |
False |
False |
400 |
| 60 |
1.4154 |
1.2642 |
0.1512 |
10.9% |
0.0100 |
0.7% |
81% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4533 |
|
2.618 |
1.4299 |
|
1.618 |
1.4156 |
|
1.000 |
1.4068 |
|
0.618 |
1.4013 |
|
HIGH |
1.3925 |
|
0.618 |
1.3870 |
|
0.500 |
1.3854 |
|
0.382 |
1.3837 |
|
LOW |
1.3782 |
|
0.618 |
1.3694 |
|
1.000 |
1.3639 |
|
1.618 |
1.3551 |
|
2.618 |
1.3408 |
|
4.250 |
1.3174 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3863 |
1.3851 |
| PP |
1.3858 |
1.3834 |
| S1 |
1.3854 |
1.3818 |
|