CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3834 |
1.3680 |
-0.0154 |
-1.1% |
1.3850 |
| High |
1.3834 |
1.3680 |
-0.0154 |
-1.1% |
1.4180 |
| Low |
1.3772 |
1.3654 |
-0.0118 |
-0.9% |
1.3850 |
| Close |
1.3788 |
1.3735 |
-0.0053 |
-0.4% |
1.3996 |
| Range |
0.0062 |
0.0026 |
-0.0036 |
-58.1% |
0.0330 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
3.3% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
37 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3768 |
1.3777 |
1.3749 |
|
| R3 |
1.3742 |
1.3751 |
1.3742 |
|
| R2 |
1.3716 |
1.3716 |
1.3740 |
|
| R1 |
1.3725 |
1.3725 |
1.3737 |
1.3721 |
| PP |
1.3690 |
1.3690 |
1.3690 |
1.3687 |
| S1 |
1.3699 |
1.3699 |
1.3733 |
1.3695 |
| S2 |
1.3664 |
1.3664 |
1.3730 |
|
| S3 |
1.3638 |
1.3673 |
1.3728 |
|
| S4 |
1.3612 |
1.3647 |
1.3721 |
|
|
| 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 |
1.3791 |
|
2.618 |
1.3748 |
|
1.618 |
1.3722 |
|
1.000 |
1.3706 |
|
0.618 |
1.3696 |
|
HIGH |
1.3680 |
|
0.618 |
1.3670 |
|
0.500 |
1.3667 |
|
0.382 |
1.3664 |
|
LOW |
1.3654 |
|
0.618 |
1.3638 |
|
1.000 |
1.3628 |
|
1.618 |
1.3612 |
|
2.618 |
1.3586 |
|
4.250 |
1.3544 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3712 |
1.3775 |
| PP |
1.3690 |
1.3761 |
| S1 |
1.3667 |
1.3748 |
|