CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3889 |
1.3934 |
0.0045 |
0.3% |
1.3920 |
| High |
1.3925 |
1.3980 |
0.0055 |
0.4% |
1.4053 |
| Low |
1.3782 |
1.3847 |
0.0065 |
0.5% |
1.3710 |
| Close |
1.3868 |
1.3862 |
-0.0006 |
0.0% |
1.3868 |
| Range |
0.0143 |
0.0133 |
-0.0010 |
-7.0% |
0.0343 |
| ATR |
0.0155 |
0.0153 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
396 |
284 |
-112 |
-28.3% |
2,320 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4295 |
1.4212 |
1.3935 |
|
| R3 |
1.4162 |
1.4079 |
1.3899 |
|
| R2 |
1.4029 |
1.4029 |
1.3886 |
|
| R1 |
1.3946 |
1.3946 |
1.3874 |
1.3921 |
| PP |
1.3896 |
1.3896 |
1.3896 |
1.3884 |
| S1 |
1.3813 |
1.3813 |
1.3850 |
1.3788 |
| S2 |
1.3763 |
1.3763 |
1.3838 |
|
| S3 |
1.3630 |
1.3680 |
1.3825 |
|
| S4 |
1.3497 |
1.3547 |
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 |
1.3980 |
1.3710 |
0.0270 |
1.9% |
0.0148 |
1.1% |
56% |
True |
False |
472 |
| 10 |
1.4053 |
1.3683 |
0.0370 |
2.7% |
0.0170 |
1.2% |
48% |
False |
False |
505 |
| 20 |
1.4154 |
1.3629 |
0.0525 |
3.8% |
0.0163 |
1.2% |
44% |
False |
False |
483 |
| 40 |
1.4154 |
1.2650 |
0.1504 |
10.8% |
0.0144 |
1.0% |
81% |
False |
False |
407 |
| 60 |
1.4154 |
1.2642 |
0.1512 |
10.9% |
0.0102 |
0.7% |
81% |
False |
False |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4545 |
|
2.618 |
1.4328 |
|
1.618 |
1.4195 |
|
1.000 |
1.4113 |
|
0.618 |
1.4062 |
|
HIGH |
1.3980 |
|
0.618 |
1.3929 |
|
0.500 |
1.3914 |
|
0.382 |
1.3898 |
|
LOW |
1.3847 |
|
0.618 |
1.3765 |
|
1.000 |
1.3714 |
|
1.618 |
1.3632 |
|
2.618 |
1.3499 |
|
4.250 |
1.3282 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3914 |
1.3863 |
| PP |
1.3896 |
1.3862 |
| S1 |
1.3879 |
1.3862 |
|