CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3917 |
1.3911 |
-0.0006 |
0.0% |
1.3784 |
| High |
1.4022 |
1.3978 |
-0.0044 |
-0.3% |
1.4022 |
| Low |
1.3849 |
1.3825 |
-0.0024 |
-0.2% |
1.3632 |
| Close |
1.3922 |
1.3904 |
-0.0018 |
-0.1% |
1.3904 |
| Range |
0.0173 |
0.0153 |
-0.0020 |
-11.6% |
0.0390 |
| ATR |
0.0148 |
0.0148 |
0.0000 |
0.2% |
0.0000 |
| Volume |
449,160 |
410,313 |
-38,847 |
-8.6% |
1,822,731 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4361 |
1.4286 |
1.3988 |
|
| R3 |
1.4208 |
1.4133 |
1.3946 |
|
| R2 |
1.4055 |
1.4055 |
1.3932 |
|
| R1 |
1.3980 |
1.3980 |
1.3918 |
1.3941 |
| PP |
1.3902 |
1.3902 |
1.3902 |
1.3883 |
| S1 |
1.3827 |
1.3827 |
1.3890 |
1.3788 |
| S2 |
1.3749 |
1.3749 |
1.3876 |
|
| S3 |
1.3596 |
1.3674 |
1.3862 |
|
| S4 |
1.3443 |
1.3521 |
1.3820 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5023 |
1.4853 |
1.4119 |
|
| R3 |
1.4633 |
1.4463 |
1.4011 |
|
| R2 |
1.4243 |
1.4243 |
1.3976 |
|
| R1 |
1.4073 |
1.4073 |
1.3940 |
1.4158 |
| PP |
1.3853 |
1.3853 |
1.3853 |
1.3895 |
| S1 |
1.3683 |
1.3683 |
1.3868 |
1.3768 |
| S2 |
1.3463 |
1.3463 |
1.3833 |
|
| S3 |
1.3073 |
1.3293 |
1.3797 |
|
| S4 |
1.2683 |
1.2903 |
1.3690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4022 |
1.3632 |
0.0390 |
2.8% |
0.0164 |
1.2% |
70% |
False |
False |
364,546 |
| 10 |
1.4022 |
1.3377 |
0.0645 |
4.6% |
0.0150 |
1.1% |
82% |
False |
False |
354,190 |
| 20 |
1.4022 |
1.2700 |
0.1322 |
9.5% |
0.0155 |
1.1% |
91% |
False |
False |
343,039 |
| 40 |
1.4022 |
1.2587 |
0.1435 |
10.3% |
0.0135 |
1.0% |
92% |
False |
False |
185,989 |
| 60 |
1.4022 |
1.2587 |
0.1435 |
10.3% |
0.0136 |
1.0% |
92% |
False |
False |
124,342 |
| 80 |
1.4022 |
1.2170 |
0.1852 |
13.3% |
0.0135 |
1.0% |
94% |
False |
False |
93,334 |
| 100 |
1.4022 |
1.1922 |
0.2100 |
15.1% |
0.0133 |
1.0% |
94% |
False |
False |
74,682 |
| 120 |
1.4022 |
1.1922 |
0.2100 |
15.1% |
0.0129 |
0.9% |
94% |
False |
False |
62,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4628 |
|
2.618 |
1.4379 |
|
1.618 |
1.4226 |
|
1.000 |
1.4131 |
|
0.618 |
1.4073 |
|
HIGH |
1.3978 |
|
0.618 |
1.3920 |
|
0.500 |
1.3902 |
|
0.382 |
1.3883 |
|
LOW |
1.3825 |
|
0.618 |
1.3730 |
|
1.000 |
1.3672 |
|
1.618 |
1.3577 |
|
2.618 |
1.3424 |
|
4.250 |
1.3175 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3903 |
1.3907 |
| PP |
1.3902 |
1.3906 |
| S1 |
1.3902 |
1.3905 |
|