CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3872 |
1.4009 |
0.0137 |
1.0% |
1.3920 |
| High |
1.4029 |
1.4177 |
0.0148 |
1.1% |
1.4053 |
| Low |
1.3871 |
1.3968 |
0.0097 |
0.7% |
1.3710 |
| Close |
1.4009 |
1.4078 |
0.0069 |
0.5% |
1.3868 |
| Range |
0.0158 |
0.0209 |
0.0051 |
32.3% |
0.0343 |
| ATR |
0.0154 |
0.0158 |
0.0004 |
2.5% |
0.0000 |
| Volume |
915 |
277 |
-638 |
-69.7% |
2,320 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4701 |
1.4599 |
1.4193 |
|
| R3 |
1.4492 |
1.4390 |
1.4135 |
|
| R2 |
1.4283 |
1.4283 |
1.4116 |
|
| R1 |
1.4181 |
1.4181 |
1.4097 |
1.4232 |
| PP |
1.4074 |
1.4074 |
1.4074 |
1.4100 |
| S1 |
1.3972 |
1.3972 |
1.4059 |
1.4023 |
| S2 |
1.3865 |
1.3865 |
1.4040 |
|
| S3 |
1.3656 |
1.3763 |
1.4021 |
|
| S4 |
1.3447 |
1.3554 |
1.3963 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4906 |
1.4730 |
1.4057 |
|
| R3 |
1.4563 |
1.4387 |
1.3962 |
|
| R2 |
1.4220 |
1.4220 |
1.3931 |
|
| R1 |
1.4044 |
1.4044 |
1.3899 |
1.3961 |
| PP |
1.3877 |
1.3877 |
1.3877 |
1.3835 |
| S1 |
1.3701 |
1.3701 |
1.3837 |
1.3618 |
| S2 |
1.3534 |
1.3534 |
1.3805 |
|
| S3 |
1.3191 |
1.3358 |
1.3774 |
|
| S4 |
1.2848 |
1.3015 |
1.3679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4177 |
1.3745 |
0.0432 |
3.1% |
0.0163 |
1.2% |
77% |
True |
False |
486 |
| 10 |
1.4177 |
1.3710 |
0.0467 |
3.3% |
0.0151 |
1.1% |
79% |
True |
False |
487 |
| 20 |
1.4177 |
1.3683 |
0.0494 |
3.5% |
0.0164 |
1.2% |
80% |
True |
False |
492 |
| 40 |
1.4177 |
1.2650 |
0.1527 |
10.8% |
0.0146 |
1.0% |
94% |
True |
False |
431 |
| 60 |
1.4177 |
1.2642 |
0.1535 |
10.9% |
0.0107 |
0.8% |
94% |
True |
False |
295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5065 |
|
2.618 |
1.4724 |
|
1.618 |
1.4515 |
|
1.000 |
1.4386 |
|
0.618 |
1.4306 |
|
HIGH |
1.4177 |
|
0.618 |
1.4097 |
|
0.500 |
1.4073 |
|
0.382 |
1.4048 |
|
LOW |
1.3968 |
|
0.618 |
1.3839 |
|
1.000 |
1.3759 |
|
1.618 |
1.3630 |
|
2.618 |
1.3421 |
|
4.250 |
1.3080 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4076 |
1.4056 |
| PP |
1.4074 |
1.4034 |
| S1 |
1.4073 |
1.4012 |
|