CME Euro FX (E) Future March 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 |
1.3896 |
1.3738 |
-0.0158 |
-1.1% |
1.3934 |
| High |
1.3950 |
1.3799 |
-0.0151 |
-1.1% |
1.4250 |
| Low |
1.3730 |
1.3650 |
-0.0080 |
-0.6% |
1.3847 |
| Close |
1.3809 |
1.3756 |
-0.0053 |
-0.4% |
1.4018 |
| Range |
0.0220 |
0.0149 |
-0.0071 |
-32.3% |
0.0403 |
| ATR |
0.0169 |
0.0169 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
704 |
1,194 |
490 |
69.6% |
3,639 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4182 |
1.4118 |
1.3838 |
|
| R3 |
1.4033 |
1.3969 |
1.3797 |
|
| R2 |
1.3884 |
1.3884 |
1.3783 |
|
| R1 |
1.3820 |
1.3820 |
1.3770 |
1.3852 |
| PP |
1.3735 |
1.3735 |
1.3735 |
1.3751 |
| S1 |
1.3671 |
1.3671 |
1.3742 |
1.3703 |
| S2 |
1.3586 |
1.3586 |
1.3729 |
|
| S3 |
1.3437 |
1.3522 |
1.3715 |
|
| S4 |
1.3288 |
1.3373 |
1.3674 |
|
|
| 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 |
1.3650 |
0.0600 |
4.4% |
0.0190 |
1.4% |
18% |
False |
True |
1,007 |
| 10 |
1.4250 |
1.3650 |
0.0600 |
4.4% |
0.0177 |
1.3% |
18% |
False |
True |
746 |
| 20 |
1.4250 |
1.3650 |
0.0600 |
4.4% |
0.0178 |
1.3% |
18% |
False |
True |
625 |
| 40 |
1.4250 |
1.2975 |
0.1275 |
9.3% |
0.0158 |
1.2% |
61% |
False |
False |
551 |
| 60 |
1.4250 |
1.2642 |
0.1608 |
11.7% |
0.0121 |
0.9% |
69% |
False |
False |
377 |
| 80 |
1.4250 |
1.2642 |
0.1608 |
11.7% |
0.0094 |
0.7% |
69% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4432 |
|
2.618 |
1.4189 |
|
1.618 |
1.4040 |
|
1.000 |
1.3948 |
|
0.618 |
1.3891 |
|
HIGH |
1.3799 |
|
0.618 |
1.3742 |
|
0.500 |
1.3725 |
|
0.382 |
1.3707 |
|
LOW |
1.3650 |
|
0.618 |
1.3558 |
|
1.000 |
1.3501 |
|
1.618 |
1.3409 |
|
2.618 |
1.3260 |
|
4.250 |
1.3017 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3746 |
1.3853 |
| PP |
1.3735 |
1.3820 |
| S1 |
1.3725 |
1.3788 |
|