CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4088 |
1.3895 |
-0.0193 |
-1.4% |
1.3850 |
| High |
1.4088 |
1.3895 |
-0.0193 |
-1.4% |
1.4180 |
| Low |
1.3984 |
1.3895 |
-0.0089 |
-0.6% |
1.3850 |
| Close |
1.3996 |
1.3878 |
-0.0118 |
-0.8% |
1.3996 |
| Range |
0.0104 |
0.0000 |
-0.0104 |
-100.0% |
0.0330 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
0.9% |
0.0000 |
| Volume |
25 |
25 |
0 |
0.0% |
37 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3889 |
1.3884 |
1.3878 |
|
| R3 |
1.3889 |
1.3884 |
1.3878 |
|
| R2 |
1.3889 |
1.3889 |
1.3878 |
|
| R1 |
1.3884 |
1.3884 |
1.3878 |
1.3887 |
| PP |
1.3889 |
1.3889 |
1.3889 |
1.3891 |
| S1 |
1.3884 |
1.3884 |
1.3878 |
1.3887 |
| S2 |
1.3889 |
1.3889 |
1.3878 |
|
| S3 |
1.3889 |
1.3884 |
1.3878 |
|
| S4 |
1.3889 |
1.3884 |
1.3878 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4999 |
1.4827 |
1.4178 |
|
| R3 |
1.4669 |
1.4497 |
1.4087 |
|
| R2 |
1.4339 |
1.4339 |
1.4057 |
|
| R1 |
1.4167 |
1.4167 |
1.4026 |
1.4253 |
| PP |
1.4009 |
1.4009 |
1.4009 |
1.4052 |
| S1 |
1.3837 |
1.3837 |
1.3966 |
1.3923 |
| S2 |
1.3679 |
1.3679 |
1.3936 |
|
| S3 |
1.3349 |
1.3507 |
1.3905 |
|
| S4 |
1.3019 |
1.3177 |
1.3815 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3895 |
|
2.618 |
1.3895 |
|
1.618 |
1.3895 |
|
1.000 |
1.3895 |
|
0.618 |
1.3895 |
|
HIGH |
1.3895 |
|
0.618 |
1.3895 |
|
0.500 |
1.3895 |
|
0.382 |
1.3895 |
|
LOW |
1.3895 |
|
0.618 |
1.3895 |
|
1.000 |
1.3895 |
|
1.618 |
1.3895 |
|
2.618 |
1.3895 |
|
4.250 |
1.3895 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3895 |
1.4038 |
| PP |
1.3889 |
1.3984 |
| S1 |
1.3884 |
1.3931 |
|