CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4023 |
1.3896 |
-0.0127 |
-0.9% |
1.3934 |
| High |
1.4055 |
1.3950 |
-0.0105 |
-0.7% |
1.4250 |
| Low |
1.3865 |
1.3730 |
-0.0135 |
-1.0% |
1.3847 |
| Close |
1.3899 |
1.3809 |
-0.0090 |
-0.6% |
1.4018 |
| Range |
0.0190 |
0.0220 |
0.0030 |
15.8% |
0.0403 |
| ATR |
0.0165 |
0.0169 |
0.0004 |
2.4% |
0.0000 |
| Volume |
977 |
704 |
-273 |
-27.9% |
3,639 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4490 |
1.4369 |
1.3930 |
|
| R3 |
1.4270 |
1.4149 |
1.3870 |
|
| R2 |
1.4050 |
1.4050 |
1.3849 |
|
| R1 |
1.3929 |
1.3929 |
1.3829 |
1.3880 |
| PP |
1.3830 |
1.3830 |
1.3830 |
1.3805 |
| S1 |
1.3709 |
1.3709 |
1.3789 |
1.3660 |
| S2 |
1.3610 |
1.3610 |
1.3769 |
|
| S3 |
1.3390 |
1.3489 |
1.3749 |
|
| S4 |
1.3170 |
1.3269 |
1.3688 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5247 |
1.5036 |
1.4240 |
|
| R3 |
1.4844 |
1.4633 |
1.4129 |
|
| R2 |
1.4441 |
1.4441 |
1.4092 |
|
| R1 |
1.4230 |
1.4230 |
1.4055 |
1.4336 |
| PP |
1.4038 |
1.4038 |
1.4038 |
1.4091 |
| S1 |
1.3827 |
1.3827 |
1.3981 |
1.3933 |
| S2 |
1.3635 |
1.3635 |
1.3944 |
|
| S3 |
1.3232 |
1.3424 |
1.3907 |
|
| S4 |
1.2829 |
1.3021 |
1.3796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4250 |
1.3730 |
0.0520 |
3.8% |
0.0202 |
1.5% |
15% |
False |
True |
824 |
| 10 |
1.4250 |
1.3710 |
0.0540 |
3.9% |
0.0175 |
1.3% |
18% |
False |
False |
702 |
| 20 |
1.4250 |
1.3683 |
0.0567 |
4.1% |
0.0174 |
1.3% |
22% |
False |
False |
584 |
| 40 |
1.4250 |
1.2954 |
0.1296 |
9.4% |
0.0156 |
1.1% |
66% |
False |
False |
523 |
| 60 |
1.4250 |
1.2642 |
0.1608 |
11.6% |
0.0119 |
0.9% |
73% |
False |
False |
358 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
11.6% |
0.0092 |
0.7% |
73% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4885 |
|
2.618 |
1.4526 |
|
1.618 |
1.4306 |
|
1.000 |
1.4170 |
|
0.618 |
1.4086 |
|
HIGH |
1.3950 |
|
0.618 |
1.3866 |
|
0.500 |
1.3840 |
|
0.382 |
1.3814 |
|
LOW |
1.3730 |
|
0.618 |
1.3594 |
|
1.000 |
1.3510 |
|
1.618 |
1.3374 |
|
2.618 |
1.3154 |
|
4.250 |
1.2795 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3840 |
1.3976 |
| PP |
1.3830 |
1.3920 |
| S1 |
1.3819 |
1.3865 |
|