CME Euro FX (E) Future June 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 |
1.4180 |
1.4088 |
-0.0092 |
-0.6% |
1.3850 |
| High |
1.4180 |
1.4088 |
-0.0092 |
-0.6% |
1.4180 |
| Low |
1.4160 |
1.3984 |
-0.0176 |
-1.2% |
1.3850 |
| Close |
1.4157 |
1.3996 |
-0.0161 |
-1.1% |
1.3996 |
| Range |
0.0020 |
0.0104 |
0.0084 |
420.0% |
0.0330 |
| ATR |
0.0084 |
0.0090 |
0.0006 |
7.6% |
0.0000 |
| Volume |
3 |
25 |
22 |
733.3% |
37 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4335 |
1.4269 |
1.4053 |
|
| R3 |
1.4231 |
1.4165 |
1.4025 |
|
| R2 |
1.4127 |
1.4127 |
1.4015 |
|
| R1 |
1.4061 |
1.4061 |
1.4006 |
1.4042 |
| PP |
1.4023 |
1.4023 |
1.4023 |
1.4013 |
| S1 |
1.3957 |
1.3957 |
1.3986 |
1.3938 |
| S2 |
1.3919 |
1.3919 |
1.3977 |
|
| S3 |
1.3815 |
1.3853 |
1.3967 |
|
| S4 |
1.3711 |
1.3749 |
1.3939 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4999 |
1.4827 |
1.4178 |
|
| R3 |
1.4669 |
1.4497 |
1.4087 |
|
| R2 |
1.4339 |
1.4339 |
1.4057 |
|
| R1 |
1.4167 |
1.4167 |
1.4026 |
1.4253 |
| PP |
1.4009 |
1.4009 |
1.4009 |
1.4052 |
| S1 |
1.3837 |
1.3837 |
1.3966 |
1.3923 |
| S2 |
1.3679 |
1.3679 |
1.3936 |
|
| S3 |
1.3349 |
1.3507 |
1.3905 |
|
| S4 |
1.3019 |
1.3177 |
1.3815 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4530 |
|
2.618 |
1.4360 |
|
1.618 |
1.4256 |
|
1.000 |
1.4192 |
|
0.618 |
1.4152 |
|
HIGH |
1.4088 |
|
0.618 |
1.4048 |
|
0.500 |
1.4036 |
|
0.382 |
1.4024 |
|
LOW |
1.3984 |
|
0.618 |
1.3920 |
|
1.000 |
1.3880 |
|
1.618 |
1.3816 |
|
2.618 |
1.3712 |
|
4.250 |
1.3542 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4036 |
1.4082 |
| PP |
1.4023 |
1.4053 |
| S1 |
1.4009 |
1.4025 |
|