CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2986 |
1.3007 |
0.0021 |
0.2% |
1.2891 |
| High |
1.3033 |
1.3112 |
0.0079 |
0.6% |
1.2913 |
| Low |
1.2952 |
1.2971 |
0.0019 |
0.1% |
1.2640 |
| Close |
1.3002 |
1.3076 |
0.0074 |
0.6% |
1.2713 |
| Range |
0.0081 |
0.0141 |
0.0060 |
74.1% |
0.0273 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
0.7% |
0.0000 |
| Volume |
327,829 |
348,264 |
20,435 |
6.2% |
538,414 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3476 |
1.3417 |
1.3154 |
|
| R3 |
1.3335 |
1.3276 |
1.3115 |
|
| R2 |
1.3194 |
1.3194 |
1.3102 |
|
| R1 |
1.3135 |
1.3135 |
1.3089 |
1.3165 |
| PP |
1.3053 |
1.3053 |
1.3053 |
1.3068 |
| S1 |
1.2994 |
1.2994 |
1.3063 |
1.3024 |
| S2 |
1.2912 |
1.2912 |
1.3050 |
|
| S3 |
1.2771 |
1.2853 |
1.3037 |
|
| S4 |
1.2630 |
1.2712 |
1.2998 |
|
|
| 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 |
1.3112 |
1.2640 |
0.0472 |
3.6% |
0.0144 |
1.1% |
92% |
True |
False |
328,720 |
| 10 |
1.3112 |
1.2640 |
0.0472 |
3.6% |
0.0130 |
1.0% |
92% |
True |
False |
192,619 |
| 20 |
1.3112 |
1.2587 |
0.0525 |
4.0% |
0.0124 |
0.9% |
93% |
True |
False |
97,671 |
| 40 |
1.3325 |
1.2587 |
0.0738 |
5.6% |
0.0127 |
1.0% |
66% |
False |
False |
49,373 |
| 60 |
1.3325 |
1.2170 |
0.1155 |
8.8% |
0.0132 |
1.0% |
78% |
False |
False |
33,049 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
10.7% |
0.0125 |
1.0% |
82% |
False |
False |
24,810 |
| 100 |
1.3325 |
1.1922 |
0.1403 |
10.7% |
0.0128 |
1.0% |
82% |
False |
False |
19,858 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
13.0% |
0.0110 |
0.8% |
68% |
False |
False |
16,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3711 |
|
2.618 |
1.3481 |
|
1.618 |
1.3340 |
|
1.000 |
1.3253 |
|
0.618 |
1.3199 |
|
HIGH |
1.3112 |
|
0.618 |
1.3058 |
|
0.500 |
1.3042 |
|
0.382 |
1.3025 |
|
LOW |
1.2971 |
|
0.618 |
1.2884 |
|
1.000 |
1.2830 |
|
1.618 |
1.2743 |
|
2.618 |
1.2602 |
|
4.250 |
1.2372 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3065 |
1.3040 |
| PP |
1.3053 |
1.3004 |
| S1 |
1.3042 |
1.2969 |
|