CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3669 |
1.3827 |
0.0158 |
1.2% |
1.3484 |
| High |
1.3854 |
1.3942 |
0.0088 |
0.6% |
1.3786 |
| Low |
1.3632 |
1.3792 |
0.0160 |
1.2% |
1.3377 |
| Close |
1.3840 |
1.3929 |
0.0089 |
0.6% |
1.3772 |
| Range |
0.0222 |
0.0150 |
-0.0072 |
-32.4% |
0.0409 |
| ATR |
0.0146 |
0.0146 |
0.0000 |
0.2% |
0.0000 |
| Volume |
361,684 |
340,483 |
-21,201 |
-5.9% |
1,719,173 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4338 |
1.4283 |
1.4012 |
|
| R3 |
1.4188 |
1.4133 |
1.3970 |
|
| R2 |
1.4038 |
1.4038 |
1.3957 |
|
| R1 |
1.3983 |
1.3983 |
1.3943 |
1.4011 |
| PP |
1.3888 |
1.3888 |
1.3888 |
1.3901 |
| S1 |
1.3833 |
1.3833 |
1.3915 |
1.3861 |
| S2 |
1.3738 |
1.3738 |
1.3902 |
|
| S3 |
1.3588 |
1.3683 |
1.3888 |
|
| S4 |
1.3438 |
1.3533 |
1.3847 |
|
|
| 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 |
1.3942 |
1.3553 |
0.0389 |
2.8% |
0.0159 |
1.1% |
97% |
True |
False |
343,140 |
| 10 |
1.3942 |
1.3284 |
0.0658 |
4.7% |
0.0150 |
1.1% |
98% |
True |
False |
331,945 |
| 20 |
1.3942 |
1.2640 |
0.1302 |
9.3% |
0.0149 |
1.1% |
99% |
True |
False |
320,519 |
| 40 |
1.3942 |
1.2587 |
0.1355 |
9.7% |
0.0134 |
1.0% |
99% |
True |
False |
164,607 |
| 60 |
1.3942 |
1.2587 |
0.1355 |
9.7% |
0.0137 |
1.0% |
99% |
True |
False |
110,043 |
| 80 |
1.3942 |
1.2170 |
0.1772 |
12.7% |
0.0134 |
1.0% |
99% |
True |
False |
82,593 |
| 100 |
1.3942 |
1.1922 |
0.2020 |
14.5% |
0.0135 |
1.0% |
99% |
True |
False |
66,090 |
| 120 |
1.3942 |
1.1922 |
0.2020 |
14.5% |
0.0126 |
0.9% |
99% |
True |
False |
55,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4580 |
|
2.618 |
1.4335 |
|
1.618 |
1.4185 |
|
1.000 |
1.4092 |
|
0.618 |
1.4035 |
|
HIGH |
1.3942 |
|
0.618 |
1.3885 |
|
0.500 |
1.3867 |
|
0.382 |
1.3849 |
|
LOW |
1.3792 |
|
0.618 |
1.3699 |
|
1.000 |
1.3642 |
|
1.618 |
1.3549 |
|
2.618 |
1.3399 |
|
4.250 |
1.3155 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3908 |
1.3882 |
| PP |
1.3888 |
1.3834 |
| S1 |
1.3867 |
1.3787 |
|