CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3246 |
1.3396 |
0.0150 |
1.1% |
1.2703 |
| High |
1.3437 |
1.3412 |
-0.0025 |
-0.2% |
1.3155 |
| Low |
1.3244 |
1.3301 |
0.0057 |
0.4% |
1.2700 |
| Close |
1.3384 |
1.3331 |
-0.0053 |
-0.4% |
1.3039 |
| Range |
0.0193 |
0.0111 |
-0.0082 |
-42.5% |
0.0455 |
| ATR |
0.0139 |
0.0137 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
423,202 |
336,939 |
-86,263 |
-20.4% |
1,704,140 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3681 |
1.3617 |
1.3392 |
|
| R3 |
1.3570 |
1.3506 |
1.3362 |
|
| R2 |
1.3459 |
1.3459 |
1.3351 |
|
| R1 |
1.3395 |
1.3395 |
1.3341 |
1.3372 |
| PP |
1.3348 |
1.3348 |
1.3348 |
1.3336 |
| S1 |
1.3284 |
1.3284 |
1.3321 |
1.3261 |
| S2 |
1.3237 |
1.3237 |
1.3311 |
|
| S3 |
1.3126 |
1.3173 |
1.3300 |
|
| S4 |
1.3015 |
1.3062 |
1.3270 |
|
|
| 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 |
1.3016 |
0.0421 |
3.2% |
0.0153 |
1.1% |
75% |
False |
False |
328,207 |
| 10 |
1.3437 |
1.2640 |
0.0797 |
6.0% |
0.0149 |
1.1% |
87% |
False |
False |
328,463 |
| 20 |
1.3437 |
1.2623 |
0.0814 |
6.1% |
0.0132 |
1.0% |
87% |
False |
False |
179,212 |
| 40 |
1.3437 |
1.2587 |
0.0850 |
6.4% |
0.0132 |
1.0% |
88% |
False |
False |
90,310 |
| 60 |
1.3437 |
1.2209 |
0.1228 |
9.2% |
0.0135 |
1.0% |
91% |
False |
False |
60,384 |
| 80 |
1.3437 |
1.1922 |
0.1515 |
11.4% |
0.0129 |
1.0% |
93% |
False |
False |
45,322 |
| 100 |
1.3437 |
1.1922 |
0.1515 |
11.4% |
0.0133 |
1.0% |
93% |
False |
False |
36,268 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
12.8% |
0.0116 |
0.9% |
83% |
False |
False |
30,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3884 |
|
2.618 |
1.3703 |
|
1.618 |
1.3592 |
|
1.000 |
1.3523 |
|
0.618 |
1.3481 |
|
HIGH |
1.3412 |
|
0.618 |
1.3370 |
|
0.500 |
1.3357 |
|
0.382 |
1.3343 |
|
LOW |
1.3301 |
|
0.618 |
1.3232 |
|
1.000 |
1.3190 |
|
1.618 |
1.3121 |
|
2.618 |
1.3010 |
|
4.250 |
1.2829 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3357 |
1.3303 |
| PP |
1.3348 |
1.3274 |
| S1 |
1.3340 |
1.3246 |
|