CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3059 |
1.3246 |
0.0187 |
1.4% |
1.2703 |
| High |
1.3284 |
1.3437 |
0.0153 |
1.2% |
1.3155 |
| Low |
1.3054 |
1.3244 |
0.0190 |
1.5% |
1.2700 |
| Close |
1.3241 |
1.3384 |
0.0143 |
1.1% |
1.3039 |
| Range |
0.0230 |
0.0193 |
-0.0037 |
-16.1% |
0.0455 |
| ATR |
0.0135 |
0.0139 |
0.0004 |
3.2% |
0.0000 |
| Volume |
324,992 |
423,202 |
98,210 |
30.2% |
1,704,140 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3934 |
1.3852 |
1.3490 |
|
| R3 |
1.3741 |
1.3659 |
1.3437 |
|
| R2 |
1.3548 |
1.3548 |
1.3419 |
|
| R1 |
1.3466 |
1.3466 |
1.3402 |
1.3507 |
| PP |
1.3355 |
1.3355 |
1.3355 |
1.3376 |
| S1 |
1.3273 |
1.3273 |
1.3366 |
1.3314 |
| S2 |
1.3162 |
1.3162 |
1.3349 |
|
| S3 |
1.2969 |
1.3080 |
1.3331 |
|
| S4 |
1.2776 |
1.2887 |
1.3278 |
|
|
| 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 |
1.3437 |
1.2971 |
0.0466 |
3.5% |
0.0159 |
1.2% |
89% |
True |
False |
330,472 |
| 10 |
1.3437 |
1.2640 |
0.0797 |
6.0% |
0.0148 |
1.1% |
93% |
True |
False |
309,092 |
| 20 |
1.3437 |
1.2623 |
0.0814 |
6.1% |
0.0132 |
1.0% |
93% |
True |
False |
162,508 |
| 40 |
1.3437 |
1.2587 |
0.0850 |
6.4% |
0.0132 |
1.0% |
94% |
True |
False |
81,901 |
| 60 |
1.3437 |
1.2189 |
0.1248 |
9.3% |
0.0135 |
1.0% |
96% |
True |
False |
54,773 |
| 80 |
1.3437 |
1.1922 |
0.1515 |
11.3% |
0.0129 |
1.0% |
97% |
True |
False |
41,111 |
| 100 |
1.3437 |
1.1922 |
0.1515 |
11.3% |
0.0134 |
1.0% |
97% |
True |
False |
32,898 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
12.7% |
0.0115 |
0.9% |
86% |
False |
False |
27,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4257 |
|
2.618 |
1.3942 |
|
1.618 |
1.3749 |
|
1.000 |
1.3630 |
|
0.618 |
1.3556 |
|
HIGH |
1.3437 |
|
0.618 |
1.3363 |
|
0.500 |
1.3341 |
|
0.382 |
1.3318 |
|
LOW |
1.3244 |
|
0.618 |
1.3125 |
|
1.000 |
1.3051 |
|
1.618 |
1.2932 |
|
2.618 |
1.2739 |
|
4.250 |
1.2424 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3370 |
1.3333 |
| PP |
1.3355 |
1.3282 |
| S1 |
1.3341 |
1.3231 |
|