CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3827 |
1.3917 |
0.0090 |
0.7% |
1.3484 |
| High |
1.3942 |
1.4022 |
0.0080 |
0.6% |
1.3786 |
| Low |
1.3792 |
1.3849 |
0.0057 |
0.4% |
1.3377 |
| Close |
1.3929 |
1.3922 |
-0.0007 |
-0.1% |
1.3772 |
| Range |
0.0150 |
0.0173 |
0.0023 |
15.3% |
0.0409 |
| ATR |
0.0146 |
0.0148 |
0.0002 |
1.3% |
0.0000 |
| Volume |
340,483 |
449,160 |
108,677 |
31.9% |
1,719,173 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4450 |
1.4359 |
1.4017 |
|
| R3 |
1.4277 |
1.4186 |
1.3970 |
|
| R2 |
1.4104 |
1.4104 |
1.3954 |
|
| R1 |
1.4013 |
1.4013 |
1.3938 |
1.4059 |
| PP |
1.3931 |
1.3931 |
1.3931 |
1.3954 |
| S1 |
1.3840 |
1.3840 |
1.3906 |
1.3886 |
| S2 |
1.3758 |
1.3758 |
1.3890 |
|
| S3 |
1.3585 |
1.3667 |
1.3874 |
|
| S4 |
1.3412 |
1.3494 |
1.3827 |
|
|
| 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 |
1.4022 |
1.3611 |
0.0411 |
3.0% |
0.0169 |
1.2% |
76% |
True |
False |
346,993 |
| 10 |
1.4022 |
1.3284 |
0.0738 |
5.3% |
0.0156 |
1.1% |
86% |
True |
False |
343,167 |
| 20 |
1.4022 |
1.2640 |
0.1382 |
9.9% |
0.0152 |
1.1% |
93% |
True |
False |
335,815 |
| 40 |
1.4022 |
1.2587 |
0.1435 |
10.3% |
0.0135 |
1.0% |
93% |
True |
False |
175,781 |
| 60 |
1.4022 |
1.2587 |
0.1435 |
10.3% |
0.0136 |
1.0% |
93% |
True |
False |
117,522 |
| 80 |
1.4022 |
1.2170 |
0.1852 |
13.3% |
0.0135 |
1.0% |
95% |
True |
False |
88,207 |
| 100 |
1.4022 |
1.1922 |
0.2100 |
15.1% |
0.0134 |
1.0% |
95% |
True |
False |
70,579 |
| 120 |
1.4022 |
1.1922 |
0.2100 |
15.1% |
0.0128 |
0.9% |
95% |
True |
False |
58,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4757 |
|
2.618 |
1.4475 |
|
1.618 |
1.4302 |
|
1.000 |
1.4195 |
|
0.618 |
1.4129 |
|
HIGH |
1.4022 |
|
0.618 |
1.3956 |
|
0.500 |
1.3936 |
|
0.382 |
1.3915 |
|
LOW |
1.3849 |
|
0.618 |
1.3742 |
|
1.000 |
1.3676 |
|
1.618 |
1.3569 |
|
2.618 |
1.3396 |
|
4.250 |
1.3114 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3936 |
1.3890 |
| PP |
1.3931 |
1.3859 |
| S1 |
1.3927 |
1.3827 |
|