CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3396 |
1.3312 |
-0.0084 |
-0.6% |
1.3045 |
| High |
1.3412 |
1.3494 |
0.0082 |
0.6% |
1.3494 |
| Low |
1.3301 |
1.3284 |
-0.0017 |
-0.1% |
1.3025 |
| Close |
1.3331 |
1.3467 |
0.0136 |
1.0% |
1.3467 |
| Range |
0.0111 |
0.0210 |
0.0099 |
89.2% |
0.0469 |
| ATR |
0.0137 |
0.0143 |
0.0005 |
3.8% |
0.0000 |
| Volume |
336,939 |
300,083 |
-36,856 |
-10.9% |
1,614,737 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4045 |
1.3966 |
1.3583 |
|
| R3 |
1.3835 |
1.3756 |
1.3525 |
|
| R2 |
1.3625 |
1.3625 |
1.3506 |
|
| R1 |
1.3546 |
1.3546 |
1.3486 |
1.3586 |
| PP |
1.3415 |
1.3415 |
1.3415 |
1.3435 |
| S1 |
1.3336 |
1.3336 |
1.3448 |
1.3376 |
| S2 |
1.3205 |
1.3205 |
1.3429 |
|
| S3 |
1.2995 |
1.3126 |
1.3409 |
|
| S4 |
1.2785 |
1.2916 |
1.3352 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4736 |
1.4570 |
1.3725 |
|
| R3 |
1.4267 |
1.4101 |
1.3596 |
|
| R2 |
1.3798 |
1.3798 |
1.3553 |
|
| R1 |
1.3632 |
1.3632 |
1.3510 |
1.3715 |
| PP |
1.3329 |
1.3329 |
1.3329 |
1.3370 |
| S1 |
1.3163 |
1.3163 |
1.3424 |
1.3246 |
| S2 |
1.2860 |
1.2860 |
1.3381 |
|
| S3 |
1.2391 |
1.2694 |
1.3338 |
|
| S4 |
1.1922 |
1.2225 |
1.3209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3494 |
1.3025 |
0.0469 |
3.5% |
0.0167 |
1.2% |
94% |
True |
False |
322,947 |
| 10 |
1.3494 |
1.2700 |
0.0794 |
5.9% |
0.0159 |
1.2% |
97% |
True |
False |
331,887 |
| 20 |
1.3494 |
1.2623 |
0.0871 |
6.5% |
0.0137 |
1.0% |
97% |
True |
False |
194,117 |
| 40 |
1.3494 |
1.2587 |
0.0907 |
6.7% |
0.0134 |
1.0% |
97% |
True |
False |
97,803 |
| 60 |
1.3494 |
1.2490 |
0.1004 |
7.5% |
0.0133 |
1.0% |
97% |
True |
False |
65,382 |
| 80 |
1.3494 |
1.1922 |
0.1572 |
11.7% |
0.0131 |
1.0% |
98% |
True |
False |
49,071 |
| 100 |
1.3494 |
1.1922 |
0.1572 |
11.7% |
0.0135 |
1.0% |
98% |
True |
False |
39,268 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
12.6% |
0.0118 |
0.9% |
91% |
False |
False |
32,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4387 |
|
2.618 |
1.4044 |
|
1.618 |
1.3834 |
|
1.000 |
1.3704 |
|
0.618 |
1.3624 |
|
HIGH |
1.3494 |
|
0.618 |
1.3414 |
|
0.500 |
1.3389 |
|
0.382 |
1.3364 |
|
LOW |
1.3284 |
|
0.618 |
1.3154 |
|
1.000 |
1.3074 |
|
1.618 |
1.2944 |
|
2.618 |
1.2734 |
|
4.250 |
1.2392 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3441 |
1.3434 |
| PP |
1.3415 |
1.3402 |
| S1 |
1.3389 |
1.3369 |
|