CME Euro FX (E) Future March 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 |
1.4189 |
1.4023 |
-0.0166 |
-1.2% |
1.3934 |
| High |
1.4222 |
1.4055 |
-0.0167 |
-1.2% |
1.4250 |
| Low |
1.4000 |
1.3865 |
-0.0135 |
-1.0% |
1.3847 |
| Close |
1.4018 |
1.3899 |
-0.0119 |
-0.8% |
1.4018 |
| Range |
0.0222 |
0.0190 |
-0.0032 |
-14.4% |
0.0403 |
| ATR |
0.0163 |
0.0165 |
0.0002 |
1.2% |
0.0000 |
| Volume |
977 |
977 |
0 |
0.0% |
3,639 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4510 |
1.4394 |
1.4004 |
|
| R3 |
1.4320 |
1.4204 |
1.3951 |
|
| R2 |
1.4130 |
1.4130 |
1.3934 |
|
| R1 |
1.4014 |
1.4014 |
1.3916 |
1.3977 |
| PP |
1.3940 |
1.3940 |
1.3940 |
1.3921 |
| S1 |
1.3824 |
1.3824 |
1.3882 |
1.3787 |
| S2 |
1.3750 |
1.3750 |
1.3864 |
|
| S3 |
1.3560 |
1.3634 |
1.3847 |
|
| S4 |
1.3370 |
1.3444 |
1.3795 |
|
|
| 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 |
1.3865 |
0.0385 |
2.8% |
0.0189 |
1.4% |
9% |
False |
True |
866 |
| 10 |
1.4250 |
1.3710 |
0.0540 |
3.9% |
0.0169 |
1.2% |
35% |
False |
False |
669 |
| 20 |
1.4250 |
1.3683 |
0.0567 |
4.1% |
0.0171 |
1.2% |
38% |
False |
False |
560 |
| 40 |
1.4250 |
1.2825 |
0.1425 |
10.3% |
0.0156 |
1.1% |
75% |
False |
False |
507 |
| 60 |
1.4250 |
1.2642 |
0.1608 |
11.6% |
0.0115 |
0.8% |
78% |
False |
False |
346 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
11.6% |
0.0089 |
0.6% |
78% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4863 |
|
2.618 |
1.4552 |
|
1.618 |
1.4362 |
|
1.000 |
1.4245 |
|
0.618 |
1.4172 |
|
HIGH |
1.4055 |
|
0.618 |
1.3982 |
|
0.500 |
1.3960 |
|
0.382 |
1.3938 |
|
LOW |
1.3865 |
|
0.618 |
1.3748 |
|
1.000 |
1.3675 |
|
1.618 |
1.3558 |
|
2.618 |
1.3368 |
|
4.250 |
1.3058 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3960 |
1.4058 |
| PP |
1.3940 |
1.4005 |
| S1 |
1.3919 |
1.3952 |
|