CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3045 |
1.3059 |
0.0014 |
0.1% |
1.2703 |
| High |
1.3118 |
1.3284 |
0.0166 |
1.3% |
1.3155 |
| Low |
1.3025 |
1.3054 |
0.0029 |
0.2% |
1.2700 |
| Close |
1.3056 |
1.3241 |
0.0185 |
1.4% |
1.3039 |
| Range |
0.0093 |
0.0230 |
0.0137 |
147.3% |
0.0455 |
| ATR |
0.0128 |
0.0135 |
0.0007 |
5.7% |
0.0000 |
| Volume |
229,521 |
324,992 |
95,471 |
41.6% |
1,704,140 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3883 |
1.3792 |
1.3368 |
|
| R3 |
1.3653 |
1.3562 |
1.3304 |
|
| R2 |
1.3423 |
1.3423 |
1.3283 |
|
| R1 |
1.3332 |
1.3332 |
1.3262 |
1.3378 |
| PP |
1.3193 |
1.3193 |
1.3193 |
1.3216 |
| S1 |
1.3102 |
1.3102 |
1.3220 |
1.3148 |
| S2 |
1.2963 |
1.2963 |
1.3199 |
|
| S3 |
1.2733 |
1.2872 |
1.3178 |
|
| S4 |
1.2503 |
1.2642 |
1.3115 |
|
|
| 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 |
1.3284 |
1.2952 |
0.0332 |
2.5% |
0.0137 |
1.0% |
87% |
True |
False |
311,397 |
| 10 |
1.3284 |
1.2640 |
0.0644 |
4.9% |
0.0139 |
1.0% |
93% |
True |
False |
276,699 |
| 20 |
1.3284 |
1.2610 |
0.0674 |
5.1% |
0.0128 |
1.0% |
94% |
True |
False |
141,486 |
| 40 |
1.3325 |
1.2587 |
0.0738 |
5.6% |
0.0129 |
1.0% |
89% |
False |
False |
71,336 |
| 60 |
1.3325 |
1.2170 |
0.1155 |
8.7% |
0.0134 |
1.0% |
93% |
False |
False |
47,722 |
| 80 |
1.3325 |
1.1922 |
0.1403 |
10.6% |
0.0129 |
1.0% |
94% |
False |
False |
35,821 |
| 100 |
1.3325 |
1.1922 |
0.1403 |
10.6% |
0.0132 |
1.0% |
94% |
False |
False |
28,666 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
12.9% |
0.0114 |
0.9% |
77% |
False |
False |
23,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4262 |
|
2.618 |
1.3886 |
|
1.618 |
1.3656 |
|
1.000 |
1.3514 |
|
0.618 |
1.3426 |
|
HIGH |
1.3284 |
|
0.618 |
1.3196 |
|
0.500 |
1.3169 |
|
0.382 |
1.3142 |
|
LOW |
1.3054 |
|
0.618 |
1.2912 |
|
1.000 |
1.2824 |
|
1.618 |
1.2682 |
|
2.618 |
1.2452 |
|
4.250 |
1.2077 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3217 |
1.3211 |
| PP |
1.3193 |
1.3180 |
| S1 |
1.3169 |
1.3150 |
|