CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2694 |
1.2703 |
0.0009 |
0.1% |
1.2891 |
| High |
1.2744 |
1.2889 |
0.0145 |
1.1% |
1.2913 |
| Low |
1.2640 |
1.2700 |
0.0060 |
0.5% |
1.2640 |
| Close |
1.2713 |
1.2860 |
0.0147 |
1.2% |
1.2713 |
| Range |
0.0104 |
0.0189 |
0.0085 |
81.7% |
0.0273 |
| ATR |
0.0122 |
0.0127 |
0.0005 |
3.9% |
0.0000 |
| Volume |
265,843 |
288,489 |
22,646 |
8.5% |
538,414 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3383 |
1.3311 |
1.2964 |
|
| R3 |
1.3194 |
1.3122 |
1.2912 |
|
| R2 |
1.3005 |
1.3005 |
1.2895 |
|
| R1 |
1.2933 |
1.2933 |
1.2877 |
1.2969 |
| PP |
1.2816 |
1.2816 |
1.2816 |
1.2835 |
| S1 |
1.2744 |
1.2744 |
1.2843 |
1.2780 |
| S2 |
1.2627 |
1.2627 |
1.2825 |
|
| S3 |
1.2438 |
1.2555 |
1.2808 |
|
| S4 |
1.2249 |
1.2366 |
1.2756 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3574 |
1.3417 |
1.2863 |
|
| R3 |
1.3301 |
1.3144 |
1.2788 |
|
| R2 |
1.3028 |
1.3028 |
1.2763 |
|
| R1 |
1.2871 |
1.2871 |
1.2738 |
1.2813 |
| PP |
1.2755 |
1.2755 |
1.2755 |
1.2727 |
| S1 |
1.2598 |
1.2598 |
1.2688 |
1.2540 |
| S2 |
1.2482 |
1.2482 |
1.2663 |
|
| S3 |
1.2209 |
1.2325 |
1.2638 |
|
| S4 |
1.1936 |
1.2052 |
1.2563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2913 |
1.2640 |
0.0273 |
2.1% |
0.0148 |
1.1% |
81% |
False |
False |
162,373 |
| 10 |
1.2913 |
1.2623 |
0.0290 |
2.3% |
0.0125 |
1.0% |
82% |
False |
False |
84,837 |
| 20 |
1.2916 |
1.2587 |
0.0329 |
2.6% |
0.0119 |
0.9% |
83% |
False |
False |
43,314 |
| 40 |
1.3325 |
1.2587 |
0.0738 |
5.7% |
0.0129 |
1.0% |
37% |
False |
False |
22,172 |
| 60 |
1.3325 |
1.2170 |
0.1155 |
9.0% |
0.0131 |
1.0% |
60% |
False |
False |
14,904 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
10.9% |
0.0127 |
1.0% |
67% |
False |
False |
11,198 |
| 100 |
1.3386 |
1.1922 |
0.1464 |
11.4% |
0.0126 |
1.0% |
64% |
False |
False |
8,965 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
13.2% |
0.0107 |
0.8% |
55% |
False |
False |
7,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3692 |
|
2.618 |
1.3384 |
|
1.618 |
1.3195 |
|
1.000 |
1.3078 |
|
0.618 |
1.3006 |
|
HIGH |
1.2889 |
|
0.618 |
1.2817 |
|
0.500 |
1.2795 |
|
0.382 |
1.2772 |
|
LOW |
1.2700 |
|
0.618 |
1.2583 |
|
1.000 |
1.2511 |
|
1.618 |
1.2394 |
|
2.618 |
1.2205 |
|
4.250 |
1.1897 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2838 |
1.2828 |
| PP |
1.2816 |
1.2796 |
| S1 |
1.2795 |
1.2765 |
|