CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3617 |
1.3624 |
0.0007 |
0.1% |
1.3484 |
| High |
1.3678 |
1.3786 |
0.0108 |
0.8% |
1.3786 |
| Low |
1.3553 |
1.3611 |
0.0058 |
0.4% |
1.3377 |
| Close |
1.3634 |
1.3772 |
0.0138 |
1.0% |
1.3772 |
| Range |
0.0125 |
0.0175 |
0.0050 |
40.0% |
0.0409 |
| ATR |
0.0138 |
0.0141 |
0.0003 |
1.9% |
0.0000 |
| Volume |
429,894 |
322,548 |
-107,346 |
-25.0% |
1,719,173 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4248 |
1.4185 |
1.3868 |
|
| R3 |
1.4073 |
1.4010 |
1.3820 |
|
| R2 |
1.3898 |
1.3898 |
1.3804 |
|
| R1 |
1.3835 |
1.3835 |
1.3788 |
1.3867 |
| PP |
1.3723 |
1.3723 |
1.3723 |
1.3739 |
| S1 |
1.3660 |
1.3660 |
1.3756 |
1.3692 |
| S2 |
1.3548 |
1.3548 |
1.3740 |
|
| S3 |
1.3373 |
1.3485 |
1.3724 |
|
| S4 |
1.3198 |
1.3310 |
1.3676 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4872 |
1.4731 |
1.3997 |
|
| R3 |
1.4463 |
1.4322 |
1.3884 |
|
| R2 |
1.4054 |
1.4054 |
1.3847 |
|
| R1 |
1.3913 |
1.3913 |
1.3809 |
1.3984 |
| PP |
1.3645 |
1.3645 |
1.3645 |
1.3680 |
| S1 |
1.3504 |
1.3504 |
1.3735 |
1.3575 |
| S2 |
1.3236 |
1.3236 |
1.3697 |
|
| S3 |
1.2827 |
1.3095 |
1.3660 |
|
| S4 |
1.2418 |
1.2686 |
1.3547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3786 |
1.3377 |
0.0409 |
3.0% |
0.0136 |
1.0% |
97% |
True |
False |
343,834 |
| 10 |
1.3786 |
1.3025 |
0.0761 |
5.5% |
0.0152 |
1.1% |
98% |
True |
False |
333,391 |
| 20 |
1.3786 |
1.2640 |
0.1146 |
8.3% |
0.0143 |
1.0% |
99% |
True |
False |
278,823 |
| 40 |
1.3786 |
1.2587 |
0.1199 |
8.7% |
0.0136 |
1.0% |
99% |
True |
False |
140,656 |
| 60 |
1.3786 |
1.2531 |
0.1255 |
9.1% |
0.0134 |
1.0% |
99% |
True |
False |
94,004 |
| 80 |
1.3786 |
1.2070 |
0.1716 |
12.5% |
0.0133 |
1.0% |
99% |
True |
False |
70,556 |
| 100 |
1.3786 |
1.1922 |
0.1864 |
13.5% |
0.0133 |
1.0% |
99% |
True |
False |
56,459 |
| 120 |
1.3786 |
1.1922 |
0.1864 |
13.5% |
0.0122 |
0.9% |
99% |
True |
False |
47,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4530 |
|
2.618 |
1.4244 |
|
1.618 |
1.4069 |
|
1.000 |
1.3961 |
|
0.618 |
1.3894 |
|
HIGH |
1.3786 |
|
0.618 |
1.3719 |
|
0.500 |
1.3699 |
|
0.382 |
1.3678 |
|
LOW |
1.3611 |
|
0.618 |
1.3503 |
|
1.000 |
1.3436 |
|
1.618 |
1.3328 |
|
2.618 |
1.3153 |
|
4.250 |
1.2867 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3748 |
1.3738 |
| PP |
1.3723 |
1.3704 |
| S1 |
1.3699 |
1.3670 |
|