CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3738 |
1.3744 |
0.0006 |
0.0% |
1.3934 |
| High |
1.3799 |
1.3798 |
-0.0001 |
0.0% |
1.4250 |
| Low |
1.3650 |
1.3616 |
-0.0034 |
-0.2% |
1.3847 |
| Close |
1.3756 |
1.3633 |
-0.0123 |
-0.9% |
1.4018 |
| Range |
0.0149 |
0.0182 |
0.0033 |
22.1% |
0.0403 |
| ATR |
0.0169 |
0.0169 |
0.0001 |
0.6% |
0.0000 |
| Volume |
1,194 |
1,364 |
170 |
14.2% |
3,639 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4228 |
1.4113 |
1.3733 |
|
| R3 |
1.4046 |
1.3931 |
1.3683 |
|
| R2 |
1.3864 |
1.3864 |
1.3666 |
|
| R1 |
1.3749 |
1.3749 |
1.3650 |
1.3716 |
| PP |
1.3682 |
1.3682 |
1.3682 |
1.3666 |
| S1 |
1.3567 |
1.3567 |
1.3616 |
1.3534 |
| S2 |
1.3500 |
1.3500 |
1.3600 |
|
| S3 |
1.3318 |
1.3385 |
1.3583 |
|
| S4 |
1.3136 |
1.3203 |
1.3533 |
|
|
| 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 |
1.4222 |
1.3616 |
0.0606 |
4.4% |
0.0193 |
1.4% |
3% |
False |
True |
1,043 |
| 10 |
1.4250 |
1.3616 |
0.0634 |
4.7% |
0.0177 |
1.3% |
3% |
False |
True |
827 |
| 20 |
1.4250 |
1.3616 |
0.0634 |
4.7% |
0.0179 |
1.3% |
3% |
False |
True |
685 |
| 40 |
1.4250 |
1.3023 |
0.1227 |
9.0% |
0.0160 |
1.2% |
50% |
False |
False |
577 |
| 60 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0124 |
0.9% |
62% |
False |
False |
400 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
11.8% |
0.0096 |
0.7% |
62% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4572 |
|
2.618 |
1.4274 |
|
1.618 |
1.4092 |
|
1.000 |
1.3980 |
|
0.618 |
1.3910 |
|
HIGH |
1.3798 |
|
0.618 |
1.3728 |
|
0.500 |
1.3707 |
|
0.382 |
1.3686 |
|
LOW |
1.3616 |
|
0.618 |
1.3504 |
|
1.000 |
1.3434 |
|
1.618 |
1.3322 |
|
2.618 |
1.3140 |
|
4.250 |
1.2843 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3707 |
1.3783 |
| PP |
1.3682 |
1.3733 |
| S1 |
1.3658 |
1.3683 |
|