CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3784 |
1.3669 |
-0.0115 |
-0.8% |
1.3484 |
| High |
1.3784 |
1.3854 |
0.0070 |
0.5% |
1.3786 |
| Low |
1.3660 |
1.3632 |
-0.0028 |
-0.2% |
1.3377 |
| Close |
1.3679 |
1.3840 |
0.0161 |
1.2% |
1.3772 |
| Range |
0.0124 |
0.0222 |
0.0098 |
79.0% |
0.0409 |
| ATR |
0.0140 |
0.0146 |
0.0006 |
4.2% |
0.0000 |
| Volume |
261,091 |
361,684 |
100,593 |
38.5% |
1,719,173 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4441 |
1.4363 |
1.3962 |
|
| R3 |
1.4219 |
1.4141 |
1.3901 |
|
| R2 |
1.3997 |
1.3997 |
1.3881 |
|
| R1 |
1.3919 |
1.3919 |
1.3860 |
1.3958 |
| PP |
1.3775 |
1.3775 |
1.3775 |
1.3795 |
| S1 |
1.3697 |
1.3697 |
1.3820 |
1.3736 |
| S2 |
1.3553 |
1.3553 |
1.3799 |
|
| S3 |
1.3331 |
1.3475 |
1.3779 |
|
| S4 |
1.3109 |
1.3253 |
1.3718 |
|
|
| 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 |
1.3854 |
1.3553 |
0.0301 |
2.2% |
0.0145 |
1.0% |
95% |
True |
False |
341,972 |
| 10 |
1.3854 |
1.3244 |
0.0610 |
4.4% |
0.0154 |
1.1% |
98% |
True |
False |
340,217 |
| 20 |
1.3854 |
1.2640 |
0.1214 |
8.8% |
0.0146 |
1.1% |
99% |
True |
False |
308,458 |
| 40 |
1.3854 |
1.2587 |
0.1267 |
9.2% |
0.0139 |
1.0% |
99% |
True |
False |
156,172 |
| 60 |
1.3854 |
1.2587 |
0.1267 |
9.2% |
0.0136 |
1.0% |
99% |
True |
False |
104,377 |
| 80 |
1.3854 |
1.2170 |
0.1684 |
12.2% |
0.0134 |
1.0% |
99% |
True |
False |
78,339 |
| 100 |
1.3854 |
1.1922 |
0.1932 |
14.0% |
0.0135 |
1.0% |
99% |
True |
False |
62,685 |
| 120 |
1.3854 |
1.1922 |
0.1932 |
14.0% |
0.0125 |
0.9% |
99% |
True |
False |
52,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4798 |
|
2.618 |
1.4435 |
|
1.618 |
1.4213 |
|
1.000 |
1.4076 |
|
0.618 |
1.3991 |
|
HIGH |
1.3854 |
|
0.618 |
1.3769 |
|
0.500 |
1.3743 |
|
0.382 |
1.3717 |
|
LOW |
1.3632 |
|
0.618 |
1.3495 |
|
1.000 |
1.3410 |
|
1.618 |
1.3273 |
|
2.618 |
1.3051 |
|
4.250 |
1.2689 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3808 |
1.3804 |
| PP |
1.3775 |
1.3768 |
| S1 |
1.3743 |
1.3733 |
|