CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2871 |
1.2986 |
0.0115 |
0.9% |
1.2891 |
| High |
1.3029 |
1.3033 |
0.0004 |
0.0% |
1.2913 |
| Low |
1.2825 |
1.2952 |
0.0127 |
1.0% |
1.2640 |
| Close |
1.3015 |
1.3002 |
-0.0013 |
-0.1% |
1.2713 |
| Range |
0.0204 |
0.0081 |
-0.0123 |
-60.3% |
0.0273 |
| ATR |
0.0133 |
0.0129 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
413,176 |
327,829 |
-85,347 |
-20.7% |
538,414 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3239 |
1.3201 |
1.3047 |
|
| R3 |
1.3158 |
1.3120 |
1.3024 |
|
| R2 |
1.3077 |
1.3077 |
1.3017 |
|
| R1 |
1.3039 |
1.3039 |
1.3009 |
1.3058 |
| PP |
1.2996 |
1.2996 |
1.2996 |
1.3005 |
| S1 |
1.2958 |
1.2958 |
1.2995 |
1.2977 |
| S2 |
1.2915 |
1.2915 |
1.2987 |
|
| S3 |
1.2834 |
1.2877 |
1.2980 |
|
| S4 |
1.2753 |
1.2796 |
1.2957 |
|
|
| 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 |
1.3033 |
1.2640 |
0.0393 |
3.0% |
0.0136 |
1.0% |
92% |
True |
False |
287,713 |
| 10 |
1.3033 |
1.2640 |
0.0393 |
3.0% |
0.0123 |
0.9% |
92% |
True |
False |
158,241 |
| 20 |
1.3033 |
1.2587 |
0.0446 |
3.4% |
0.0123 |
0.9% |
93% |
True |
False |
80,281 |
| 40 |
1.3325 |
1.2587 |
0.0738 |
5.7% |
0.0128 |
1.0% |
56% |
False |
False |
40,677 |
| 60 |
1.3325 |
1.2170 |
0.1155 |
8.9% |
0.0132 |
1.0% |
72% |
False |
False |
27,248 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
10.8% |
0.0125 |
1.0% |
77% |
False |
False |
20,457 |
| 100 |
1.3325 |
1.1922 |
0.1403 |
10.8% |
0.0127 |
1.0% |
77% |
False |
False |
16,375 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
13.1% |
0.0110 |
0.8% |
63% |
False |
False |
13,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3377 |
|
2.618 |
1.3245 |
|
1.618 |
1.3164 |
|
1.000 |
1.3114 |
|
0.618 |
1.3083 |
|
HIGH |
1.3033 |
|
0.618 |
1.3002 |
|
0.500 |
1.2993 |
|
0.382 |
1.2983 |
|
LOW |
1.2952 |
|
0.618 |
1.2902 |
|
1.000 |
1.2871 |
|
1.618 |
1.2821 |
|
2.618 |
1.2740 |
|
4.250 |
1.2608 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2999 |
1.2957 |
| PP |
1.2996 |
1.2912 |
| S1 |
1.2993 |
1.2867 |
|