CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4055 |
1.4180 |
0.0125 |
0.9% |
1.3927 |
| High |
1.4055 |
1.4180 |
0.0125 |
0.9% |
1.3927 |
| Low |
1.4055 |
1.4160 |
0.0105 |
0.7% |
1.3709 |
| Close |
1.4055 |
1.4157 |
0.0102 |
0.7% |
1.3845 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0218 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.9% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4226 |
1.4211 |
1.4168 |
|
| R3 |
1.4206 |
1.4191 |
1.4163 |
|
| R2 |
1.4186 |
1.4186 |
1.4161 |
|
| R1 |
1.4171 |
1.4171 |
1.4159 |
1.4169 |
| PP |
1.4166 |
1.4166 |
1.4166 |
1.4164 |
| S1 |
1.4151 |
1.4151 |
1.4155 |
1.4149 |
| S2 |
1.4146 |
1.4146 |
1.4153 |
|
| S3 |
1.4126 |
1.4131 |
1.4152 |
|
| S4 |
1.4106 |
1.4111 |
1.4146 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4481 |
1.4381 |
1.3965 |
|
| R3 |
1.4263 |
1.4163 |
1.3905 |
|
| R2 |
1.4045 |
1.4045 |
1.3885 |
|
| R1 |
1.3945 |
1.3945 |
1.3865 |
1.3886 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3798 |
| S1 |
1.3727 |
1.3727 |
1.3825 |
1.3668 |
| S2 |
1.3609 |
1.3609 |
1.3805 |
|
| S3 |
1.3391 |
1.3509 |
1.3785 |
|
| S4 |
1.3173 |
1.3291 |
1.3725 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4265 |
|
2.618 |
1.4232 |
|
1.618 |
1.4212 |
|
1.000 |
1.4200 |
|
0.618 |
1.4192 |
|
HIGH |
1.4180 |
|
0.618 |
1.4172 |
|
0.500 |
1.4170 |
|
0.382 |
1.4168 |
|
LOW |
1.4160 |
|
0.618 |
1.4148 |
|
1.000 |
1.4140 |
|
1.618 |
1.4128 |
|
2.618 |
1.4108 |
|
4.250 |
1.4075 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4170 |
1.4133 |
| PP |
1.4166 |
1.4108 |
| S1 |
1.4161 |
1.4084 |
|