CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3071 |
1.3045 |
-0.0026 |
-0.2% |
1.2703 |
| High |
1.3155 |
1.3118 |
-0.0037 |
-0.3% |
1.3155 |
| Low |
1.3016 |
1.3025 |
0.0009 |
0.1% |
1.2700 |
| Close |
1.3039 |
1.3056 |
0.0017 |
0.1% |
1.3039 |
| Range |
0.0139 |
0.0093 |
-0.0046 |
-33.1% |
0.0455 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
326,382 |
229,521 |
-96,861 |
-29.7% |
1,704,140 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3345 |
1.3294 |
1.3107 |
|
| R3 |
1.3252 |
1.3201 |
1.3082 |
|
| R2 |
1.3159 |
1.3159 |
1.3073 |
|
| R1 |
1.3108 |
1.3108 |
1.3065 |
1.3134 |
| PP |
1.3066 |
1.3066 |
1.3066 |
1.3079 |
| S1 |
1.3015 |
1.3015 |
1.3047 |
1.3041 |
| S2 |
1.2973 |
1.2973 |
1.3039 |
|
| S3 |
1.2880 |
1.2922 |
1.3030 |
|
| S4 |
1.2787 |
1.2829 |
1.3005 |
|
|
| 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 |
1.2825 |
0.0330 |
2.5% |
0.0132 |
1.0% |
70% |
False |
False |
329,034 |
| 10 |
1.3155 |
1.2640 |
0.0515 |
3.9% |
0.0140 |
1.1% |
81% |
False |
False |
245,704 |
| 20 |
1.3155 |
1.2587 |
0.0568 |
4.4% |
0.0123 |
0.9% |
83% |
False |
False |
125,301 |
| 40 |
1.3325 |
1.2587 |
0.0738 |
5.7% |
0.0125 |
1.0% |
64% |
False |
False |
63,246 |
| 60 |
1.3325 |
1.2170 |
0.1155 |
8.8% |
0.0132 |
1.0% |
77% |
False |
False |
42,310 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
10.7% |
0.0126 |
1.0% |
81% |
False |
False |
31,758 |
| 100 |
1.3325 |
1.1922 |
0.1403 |
10.7% |
0.0130 |
1.0% |
81% |
False |
False |
25,416 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
13.0% |
0.0112 |
0.9% |
67% |
False |
False |
21,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3513 |
|
2.618 |
1.3361 |
|
1.618 |
1.3268 |
|
1.000 |
1.3211 |
|
0.618 |
1.3175 |
|
HIGH |
1.3118 |
|
0.618 |
1.3082 |
|
0.500 |
1.3072 |
|
0.382 |
1.3061 |
|
LOW |
1.3025 |
|
0.618 |
1.2968 |
|
1.000 |
1.2932 |
|
1.618 |
1.2875 |
|
2.618 |
1.2782 |
|
4.250 |
1.2630 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3072 |
1.3063 |
| PP |
1.3066 |
1.3061 |
| S1 |
1.3061 |
1.3058 |
|