CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2703 |
1.2871 |
0.0168 |
1.3% |
1.2891 |
| High |
1.2889 |
1.3029 |
0.0140 |
1.1% |
1.2913 |
| Low |
1.2700 |
1.2825 |
0.0125 |
1.0% |
1.2640 |
| Close |
1.2860 |
1.3015 |
0.0155 |
1.2% |
1.2713 |
| Range |
0.0189 |
0.0204 |
0.0015 |
7.9% |
0.0273 |
| ATR |
0.0127 |
0.0133 |
0.0005 |
4.3% |
0.0000 |
| Volume |
288,489 |
413,176 |
124,687 |
43.2% |
538,414 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3568 |
1.3496 |
1.3127 |
|
| R3 |
1.3364 |
1.3292 |
1.3071 |
|
| R2 |
1.3160 |
1.3160 |
1.3052 |
|
| R1 |
1.3088 |
1.3088 |
1.3034 |
1.3124 |
| PP |
1.2956 |
1.2956 |
1.2956 |
1.2975 |
| S1 |
1.2884 |
1.2884 |
1.2996 |
1.2920 |
| S2 |
1.2752 |
1.2752 |
1.2978 |
|
| S3 |
1.2548 |
1.2680 |
1.2959 |
|
| S4 |
1.2344 |
1.2476 |
1.2903 |
|
|
| 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 |
1.3029 |
1.2640 |
0.0389 |
3.0% |
0.0141 |
1.1% |
96% |
True |
False |
242,002 |
| 10 |
1.3029 |
1.2640 |
0.0389 |
3.0% |
0.0133 |
1.0% |
96% |
True |
False |
125,853 |
| 20 |
1.3029 |
1.2587 |
0.0442 |
3.4% |
0.0124 |
1.0% |
97% |
True |
False |
63,926 |
| 40 |
1.3325 |
1.2587 |
0.0738 |
5.7% |
0.0130 |
1.0% |
58% |
False |
False |
32,493 |
| 60 |
1.3325 |
1.2170 |
0.1155 |
8.9% |
0.0132 |
1.0% |
73% |
False |
False |
21,789 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
10.8% |
0.0126 |
1.0% |
78% |
False |
False |
16,361 |
| 100 |
1.3330 |
1.1922 |
0.1408 |
10.8% |
0.0126 |
1.0% |
78% |
False |
False |
13,097 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
13.1% |
0.0109 |
0.8% |
64% |
False |
False |
10,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3896 |
|
2.618 |
1.3563 |
|
1.618 |
1.3359 |
|
1.000 |
1.3233 |
|
0.618 |
1.3155 |
|
HIGH |
1.3029 |
|
0.618 |
1.2951 |
|
0.500 |
1.2927 |
|
0.382 |
1.2903 |
|
LOW |
1.2825 |
|
0.618 |
1.2699 |
|
1.000 |
1.2621 |
|
1.618 |
1.2495 |
|
2.618 |
1.2291 |
|
4.250 |
1.1958 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2986 |
1.2955 |
| PP |
1.2956 |
1.2895 |
| S1 |
1.2927 |
1.2835 |
|