CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3484 |
1.3440 |
-0.0044 |
-0.3% |
1.3045 |
| High |
1.3505 |
1.3592 |
0.0087 |
0.6% |
1.3494 |
| Low |
1.3422 |
1.3377 |
-0.0045 |
-0.3% |
1.3025 |
| Close |
1.3471 |
1.3562 |
0.0091 |
0.7% |
1.3467 |
| Range |
0.0083 |
0.0215 |
0.0132 |
159.0% |
0.0469 |
| ATR |
0.0138 |
0.0144 |
0.0005 |
4.0% |
0.0000 |
| Volume |
207,159 |
424,926 |
217,767 |
105.1% |
1,614,737 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4155 |
1.4074 |
1.3680 |
|
| R3 |
1.3940 |
1.3859 |
1.3621 |
|
| R2 |
1.3725 |
1.3725 |
1.3601 |
|
| R1 |
1.3644 |
1.3644 |
1.3582 |
1.3685 |
| PP |
1.3510 |
1.3510 |
1.3510 |
1.3531 |
| S1 |
1.3429 |
1.3429 |
1.3542 |
1.3470 |
| S2 |
1.3295 |
1.3295 |
1.3523 |
|
| S3 |
1.3080 |
1.3214 |
1.3503 |
|
| S4 |
1.2865 |
1.2999 |
1.3444 |
|
|
| 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 |
1.3592 |
1.3244 |
0.0348 |
2.6% |
0.0162 |
1.2% |
91% |
True |
False |
338,461 |
| 10 |
1.3592 |
1.2952 |
0.0640 |
4.7% |
0.0150 |
1.1% |
95% |
True |
False |
324,929 |
| 20 |
1.3592 |
1.2640 |
0.0952 |
7.0% |
0.0141 |
1.0% |
97% |
True |
False |
225,391 |
| 40 |
1.3592 |
1.2587 |
0.1005 |
7.4% |
0.0136 |
1.0% |
97% |
True |
False |
113,543 |
| 60 |
1.3592 |
1.2531 |
0.1061 |
7.8% |
0.0133 |
1.0% |
97% |
True |
False |
75,906 |
| 80 |
1.3592 |
1.1922 |
0.1670 |
12.3% |
0.0131 |
1.0% |
98% |
True |
False |
56,972 |
| 100 |
1.3592 |
1.1922 |
0.1670 |
12.3% |
0.0133 |
1.0% |
98% |
True |
False |
45,589 |
| 120 |
1.3625 |
1.1922 |
0.1703 |
12.6% |
0.0120 |
0.9% |
96% |
False |
False |
37,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4506 |
|
2.618 |
1.4155 |
|
1.618 |
1.3940 |
|
1.000 |
1.3807 |
|
0.618 |
1.3725 |
|
HIGH |
1.3592 |
|
0.618 |
1.3510 |
|
0.500 |
1.3485 |
|
0.382 |
1.3459 |
|
LOW |
1.3377 |
|
0.618 |
1.3244 |
|
1.000 |
1.3162 |
|
1.618 |
1.3029 |
|
2.618 |
1.2814 |
|
4.250 |
1.2463 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3536 |
1.3521 |
| PP |
1.3510 |
1.3479 |
| S1 |
1.3485 |
1.3438 |
|