CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4100 |
1.4189 |
0.0089 |
0.6% |
1.3934 |
| High |
1.4250 |
1.4222 |
-0.0028 |
-0.2% |
1.4250 |
| Low |
1.4083 |
1.4000 |
-0.0083 |
-0.6% |
1.3847 |
| Close |
1.4181 |
1.4018 |
-0.0163 |
-1.1% |
1.4018 |
| Range |
0.0167 |
0.0222 |
0.0055 |
32.9% |
0.0403 |
| ATR |
0.0159 |
0.0163 |
0.0005 |
2.8% |
0.0000 |
| Volume |
1,186 |
977 |
-209 |
-17.6% |
3,639 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4746 |
1.4604 |
1.4140 |
|
| R3 |
1.4524 |
1.4382 |
1.4079 |
|
| R2 |
1.4302 |
1.4302 |
1.4059 |
|
| R1 |
1.4160 |
1.4160 |
1.4038 |
1.4120 |
| PP |
1.4080 |
1.4080 |
1.4080 |
1.4060 |
| S1 |
1.3938 |
1.3938 |
1.3998 |
1.3898 |
| S2 |
1.3858 |
1.3858 |
1.3977 |
|
| S3 |
1.3636 |
1.3716 |
1.3957 |
|
| S4 |
1.3414 |
1.3494 |
1.3896 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5247 |
1.5036 |
1.4240 |
|
| R3 |
1.4844 |
1.4633 |
1.4129 |
|
| R2 |
1.4441 |
1.4441 |
1.4092 |
|
| R1 |
1.4230 |
1.4230 |
1.4055 |
1.4336 |
| PP |
1.4038 |
1.4038 |
1.4038 |
1.4091 |
| S1 |
1.3827 |
1.3827 |
1.3981 |
1.3933 |
| S2 |
1.3635 |
1.3635 |
1.3944 |
|
| S3 |
1.3232 |
1.3424 |
1.3907 |
|
| S4 |
1.2829 |
1.3021 |
1.3796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4250 |
1.3847 |
0.0403 |
2.9% |
0.0178 |
1.3% |
42% |
False |
False |
727 |
| 10 |
1.4250 |
1.3710 |
0.0540 |
3.9% |
0.0163 |
1.2% |
57% |
False |
False |
595 |
| 20 |
1.4250 |
1.3683 |
0.0567 |
4.0% |
0.0168 |
1.2% |
59% |
False |
False |
539 |
| 40 |
1.4250 |
1.2781 |
0.1469 |
10.5% |
0.0153 |
1.1% |
84% |
False |
False |
483 |
| 60 |
1.4250 |
1.2642 |
0.1608 |
11.5% |
0.0112 |
0.8% |
86% |
False |
False |
330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5166 |
|
2.618 |
1.4803 |
|
1.618 |
1.4581 |
|
1.000 |
1.4444 |
|
0.618 |
1.4359 |
|
HIGH |
1.4222 |
|
0.618 |
1.4137 |
|
0.500 |
1.4111 |
|
0.382 |
1.4085 |
|
LOW |
1.4000 |
|
0.618 |
1.3863 |
|
1.000 |
1.3778 |
|
1.618 |
1.3641 |
|
2.618 |
1.3419 |
|
4.250 |
1.3057 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4111 |
1.4109 |
| PP |
1.4080 |
1.4079 |
| S1 |
1.4049 |
1.4048 |
|