CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3934 |
1.3872 |
-0.0062 |
-0.4% |
1.3920 |
| High |
1.3980 |
1.4029 |
0.0049 |
0.4% |
1.4053 |
| Low |
1.3847 |
1.3871 |
0.0024 |
0.2% |
1.3710 |
| Close |
1.3862 |
1.4009 |
0.0147 |
1.1% |
1.3868 |
| Range |
0.0133 |
0.0158 |
0.0025 |
18.8% |
0.0343 |
| ATR |
0.0153 |
0.0154 |
0.0001 |
0.7% |
0.0000 |
| Volume |
284 |
915 |
631 |
222.2% |
2,320 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4444 |
1.4384 |
1.4096 |
|
| R3 |
1.4286 |
1.4226 |
1.4052 |
|
| R2 |
1.4128 |
1.4128 |
1.4038 |
|
| R1 |
1.4068 |
1.4068 |
1.4023 |
1.4098 |
| PP |
1.3970 |
1.3970 |
1.3970 |
1.3985 |
| S1 |
1.3910 |
1.3910 |
1.3995 |
1.3940 |
| S2 |
1.3812 |
1.3812 |
1.3980 |
|
| S3 |
1.3654 |
1.3752 |
1.3966 |
|
| S4 |
1.3496 |
1.3594 |
1.3922 |
|
|
| 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 |
1.4029 |
1.3710 |
0.0319 |
2.3% |
0.0149 |
1.1% |
94% |
True |
False |
581 |
| 10 |
1.4053 |
1.3683 |
0.0370 |
2.6% |
0.0158 |
1.1% |
88% |
False |
False |
525 |
| 20 |
1.4154 |
1.3683 |
0.0471 |
3.4% |
0.0161 |
1.1% |
69% |
False |
False |
515 |
| 40 |
1.4154 |
1.2650 |
0.1504 |
10.7% |
0.0142 |
1.0% |
90% |
False |
False |
429 |
| 60 |
1.4154 |
1.2642 |
0.1512 |
10.8% |
0.0104 |
0.7% |
90% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4701 |
|
2.618 |
1.4443 |
|
1.618 |
1.4285 |
|
1.000 |
1.4187 |
|
0.618 |
1.4127 |
|
HIGH |
1.4029 |
|
0.618 |
1.3969 |
|
0.500 |
1.3950 |
|
0.382 |
1.3931 |
|
LOW |
1.3871 |
|
0.618 |
1.3773 |
|
1.000 |
1.3713 |
|
1.618 |
1.3615 |
|
2.618 |
1.3457 |
|
4.250 |
1.3200 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3989 |
1.3975 |
| PP |
1.3970 |
1.3940 |
| S1 |
1.3950 |
1.3906 |
|