CME Euro FX (E) Future December 2010
| 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 |
1.4025 |
1.4122 |
0.0097 |
0.7% |
1.3942 |
| High |
1.4201 |
1.4276 |
0.0075 |
0.5% |
1.4072 |
| Low |
1.3984 |
1.4095 |
0.0111 |
0.8% |
1.3726 |
| Close |
1.4098 |
1.4202 |
0.0104 |
0.7% |
1.3888 |
| Range |
0.0217 |
0.0181 |
-0.0036 |
-16.6% |
0.0346 |
| ATR |
0.0168 |
0.0169 |
0.0001 |
0.5% |
0.0000 |
| Volume |
435,978 |
408,436 |
-27,542 |
-6.3% |
1,694,188 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4734 |
1.4649 |
1.4302 |
|
| R3 |
1.4553 |
1.4468 |
1.4252 |
|
| R2 |
1.4372 |
1.4372 |
1.4235 |
|
| R1 |
1.4287 |
1.4287 |
1.4219 |
1.4330 |
| PP |
1.4191 |
1.4191 |
1.4191 |
1.4212 |
| S1 |
1.4106 |
1.4106 |
1.4185 |
1.4149 |
| S2 |
1.4010 |
1.4010 |
1.4169 |
|
| S3 |
1.3829 |
1.3925 |
1.4152 |
|
| S4 |
1.3648 |
1.3744 |
1.4102 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4933 |
1.4757 |
1.4078 |
|
| R3 |
1.4587 |
1.4411 |
1.3983 |
|
| R2 |
1.4241 |
1.4241 |
1.3951 |
|
| R1 |
1.4065 |
1.4065 |
1.3920 |
1.3980 |
| PP |
1.3895 |
1.3895 |
1.3895 |
1.3853 |
| S1 |
1.3719 |
1.3719 |
1.3856 |
1.3634 |
| S2 |
1.3549 |
1.3549 |
1.3825 |
|
| S3 |
1.3203 |
1.3373 |
1.3793 |
|
| S4 |
1.2857 |
1.3027 |
1.3698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4276 |
1.3800 |
0.0476 |
3.4% |
0.0174 |
1.2% |
84% |
True |
False |
362,300 |
| 10 |
1.4276 |
1.3726 |
0.0550 |
3.9% |
0.0161 |
1.1% |
87% |
True |
False |
342,337 |
| 20 |
1.4276 |
1.3688 |
0.0588 |
4.1% |
0.0173 |
1.2% |
87% |
True |
False |
357,429 |
| 40 |
1.4276 |
1.2640 |
0.1636 |
11.5% |
0.0163 |
1.1% |
95% |
True |
False |
346,622 |
| 60 |
1.4276 |
1.2587 |
0.1689 |
11.9% |
0.0148 |
1.0% |
96% |
True |
False |
236,330 |
| 80 |
1.4276 |
1.2587 |
0.1689 |
11.9% |
0.0145 |
1.0% |
96% |
True |
False |
177,499 |
| 100 |
1.4276 |
1.2170 |
0.2106 |
14.8% |
0.0143 |
1.0% |
96% |
True |
False |
142,051 |
| 120 |
1.4276 |
1.1922 |
0.2354 |
16.6% |
0.0141 |
1.0% |
97% |
True |
False |
118,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5045 |
|
2.618 |
1.4750 |
|
1.618 |
1.4569 |
|
1.000 |
1.4457 |
|
0.618 |
1.4388 |
|
HIGH |
1.4276 |
|
0.618 |
1.4207 |
|
0.500 |
1.4186 |
|
0.382 |
1.4164 |
|
LOW |
1.4095 |
|
0.618 |
1.3983 |
|
1.000 |
1.3914 |
|
1.618 |
1.3802 |
|
2.618 |
1.3621 |
|
4.250 |
1.3326 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4197 |
1.4160 |
| PP |
1.4191 |
1.4118 |
| S1 |
1.4186 |
1.4076 |
|