CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3582 |
1.3617 |
0.0035 |
0.3% |
1.3045 |
| High |
1.3644 |
1.3678 |
0.0034 |
0.2% |
1.3494 |
| Low |
1.3564 |
1.3553 |
-0.0011 |
-0.1% |
1.3025 |
| Close |
1.3637 |
1.3634 |
-0.0003 |
0.0% |
1.3467 |
| Range |
0.0080 |
0.0125 |
0.0045 |
56.3% |
0.0469 |
| ATR |
0.0139 |
0.0138 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
334,646 |
429,894 |
95,248 |
28.5% |
1,614,737 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3997 |
1.3940 |
1.3703 |
|
| R3 |
1.3872 |
1.3815 |
1.3668 |
|
| R2 |
1.3747 |
1.3747 |
1.3657 |
|
| R1 |
1.3690 |
1.3690 |
1.3645 |
1.3719 |
| PP |
1.3622 |
1.3622 |
1.3622 |
1.3636 |
| S1 |
1.3565 |
1.3565 |
1.3623 |
1.3594 |
| S2 |
1.3497 |
1.3497 |
1.3611 |
|
| S3 |
1.3372 |
1.3440 |
1.3600 |
|
| S4 |
1.3247 |
1.3315 |
1.3565 |
|
|
| 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 |
1.3678 |
1.3284 |
0.0394 |
2.9% |
0.0143 |
1.0% |
89% |
True |
False |
339,341 |
| 10 |
1.3678 |
1.3016 |
0.0662 |
4.9% |
0.0148 |
1.1% |
93% |
True |
False |
333,774 |
| 20 |
1.3678 |
1.2640 |
0.1038 |
7.6% |
0.0139 |
1.0% |
96% |
True |
False |
263,197 |
| 40 |
1.3678 |
1.2587 |
0.1091 |
8.0% |
0.0136 |
1.0% |
96% |
True |
False |
132,620 |
| 60 |
1.3678 |
1.2531 |
0.1147 |
8.4% |
0.0133 |
1.0% |
96% |
True |
False |
88,639 |
| 80 |
1.3678 |
1.2070 |
0.1608 |
11.8% |
0.0132 |
1.0% |
97% |
True |
False |
66,525 |
| 100 |
1.3678 |
1.1922 |
0.1756 |
12.9% |
0.0131 |
1.0% |
97% |
True |
False |
53,234 |
| 120 |
1.3678 |
1.1922 |
0.1756 |
12.9% |
0.0121 |
0.9% |
97% |
True |
False |
44,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4209 |
|
2.618 |
1.4005 |
|
1.618 |
1.3880 |
|
1.000 |
1.3803 |
|
0.618 |
1.3755 |
|
HIGH |
1.3678 |
|
0.618 |
1.3630 |
|
0.500 |
1.3616 |
|
0.382 |
1.3601 |
|
LOW |
1.3553 |
|
0.618 |
1.3476 |
|
1.000 |
1.3428 |
|
1.618 |
1.3351 |
|
2.618 |
1.3226 |
|
4.250 |
1.3022 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3628 |
1.3599 |
| PP |
1.3622 |
1.3563 |
| S1 |
1.3616 |
1.3528 |
|