CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3007 |
1.3071 |
0.0064 |
0.5% |
1.2703 |
| High |
1.3112 |
1.3155 |
0.0043 |
0.3% |
1.3155 |
| Low |
1.2971 |
1.3016 |
0.0045 |
0.3% |
1.2700 |
| Close |
1.3076 |
1.3039 |
-0.0037 |
-0.3% |
1.3039 |
| Range |
0.0141 |
0.0139 |
-0.0002 |
-1.4% |
0.0455 |
| ATR |
0.0130 |
0.0131 |
0.0001 |
0.5% |
0.0000 |
| Volume |
348,264 |
326,382 |
-21,882 |
-6.3% |
1,704,140 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3487 |
1.3402 |
1.3115 |
|
| R3 |
1.3348 |
1.3263 |
1.3077 |
|
| R2 |
1.3209 |
1.3209 |
1.3064 |
|
| R1 |
1.3124 |
1.3124 |
1.3052 |
1.3097 |
| PP |
1.3070 |
1.3070 |
1.3070 |
1.3057 |
| S1 |
1.2985 |
1.2985 |
1.3026 |
1.2958 |
| S2 |
1.2931 |
1.2931 |
1.3014 |
|
| S3 |
1.2792 |
1.2846 |
1.3001 |
|
| S4 |
1.2653 |
1.2707 |
1.2963 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4330 |
1.4139 |
1.3289 |
|
| R3 |
1.3875 |
1.3684 |
1.3164 |
|
| R2 |
1.3420 |
1.3420 |
1.3122 |
|
| R1 |
1.3229 |
1.3229 |
1.3081 |
1.3325 |
| PP |
1.2965 |
1.2965 |
1.2965 |
1.3012 |
| S1 |
1.2774 |
1.2774 |
1.2997 |
1.2870 |
| S2 |
1.2510 |
1.2510 |
1.2956 |
|
| S3 |
1.2055 |
1.2319 |
1.2914 |
|
| S4 |
1.1600 |
1.1864 |
1.2789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3155 |
1.2700 |
0.0455 |
3.5% |
0.0151 |
1.2% |
75% |
True |
False |
340,828 |
| 10 |
1.3155 |
1.2640 |
0.0515 |
3.9% |
0.0135 |
1.0% |
77% |
True |
False |
224,255 |
| 20 |
1.3155 |
1.2587 |
0.0568 |
4.4% |
0.0122 |
0.9% |
80% |
True |
False |
113,913 |
| 40 |
1.3325 |
1.2587 |
0.0738 |
5.7% |
0.0126 |
1.0% |
61% |
False |
False |
57,520 |
| 60 |
1.3325 |
1.2170 |
0.1155 |
8.9% |
0.0133 |
1.0% |
75% |
False |
False |
38,487 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
10.8% |
0.0126 |
1.0% |
80% |
False |
False |
28,890 |
| 100 |
1.3325 |
1.1922 |
0.1403 |
10.8% |
0.0129 |
1.0% |
80% |
False |
False |
23,121 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
13.1% |
0.0111 |
0.9% |
66% |
False |
False |
19,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3746 |
|
2.618 |
1.3519 |
|
1.618 |
1.3380 |
|
1.000 |
1.3294 |
|
0.618 |
1.3241 |
|
HIGH |
1.3155 |
|
0.618 |
1.3102 |
|
0.500 |
1.3086 |
|
0.382 |
1.3069 |
|
LOW |
1.3016 |
|
0.618 |
1.2930 |
|
1.000 |
1.2877 |
|
1.618 |
1.2791 |
|
2.618 |
1.2652 |
|
4.250 |
1.2425 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3086 |
1.3054 |
| PP |
1.3070 |
1.3049 |
| S1 |
1.3055 |
1.3044 |
|