CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3911 |
1.3993 |
0.0082 |
0.6% |
1.3784 |
| High |
1.3978 |
1.4001 |
0.0023 |
0.2% |
1.4022 |
| Low |
1.3825 |
1.3859 |
0.0034 |
0.2% |
1.3632 |
| Close |
1.3904 |
1.3880 |
-0.0024 |
-0.2% |
1.3904 |
| Range |
0.0153 |
0.0142 |
-0.0011 |
-7.2% |
0.0390 |
| ATR |
0.0148 |
0.0148 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
410,313 |
191,627 |
-218,686 |
-53.3% |
1,822,731 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4339 |
1.4252 |
1.3958 |
|
| R3 |
1.4197 |
1.4110 |
1.3919 |
|
| R2 |
1.4055 |
1.4055 |
1.3906 |
|
| R1 |
1.3968 |
1.3968 |
1.3893 |
1.3941 |
| PP |
1.3913 |
1.3913 |
1.3913 |
1.3900 |
| S1 |
1.3826 |
1.3826 |
1.3867 |
1.3799 |
| S2 |
1.3771 |
1.3771 |
1.3854 |
|
| S3 |
1.3629 |
1.3684 |
1.3841 |
|
| S4 |
1.3487 |
1.3542 |
1.3802 |
|
|
| 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% |
0.0168 |
1.2% |
64% |
False |
False |
350,653 |
| 10 |
1.4022 |
1.3377 |
0.0645 |
4.6% |
0.0156 |
1.1% |
78% |
False |
False |
352,637 |
| 20 |
1.4022 |
1.2825 |
0.1197 |
8.6% |
0.0152 |
1.1% |
88% |
False |
False |
338,195 |
| 40 |
1.4022 |
1.2587 |
0.1435 |
10.3% |
0.0135 |
1.0% |
90% |
False |
False |
190,755 |
| 60 |
1.4022 |
1.2587 |
0.1435 |
10.3% |
0.0137 |
1.0% |
90% |
False |
False |
127,513 |
| 80 |
1.4022 |
1.2170 |
0.1852 |
13.3% |
0.0137 |
1.0% |
92% |
False |
False |
95,727 |
| 100 |
1.4022 |
1.1922 |
0.2100 |
15.1% |
0.0132 |
1.0% |
93% |
False |
False |
76,597 |
| 120 |
1.4022 |
1.1922 |
0.2100 |
15.1% |
0.0130 |
0.9% |
93% |
False |
False |
63,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4605 |
|
2.618 |
1.4373 |
|
1.618 |
1.4231 |
|
1.000 |
1.4143 |
|
0.618 |
1.4089 |
|
HIGH |
1.4001 |
|
0.618 |
1.3947 |
|
0.500 |
1.3930 |
|
0.382 |
1.3913 |
|
LOW |
1.3859 |
|
0.618 |
1.3771 |
|
1.000 |
1.3717 |
|
1.618 |
1.3629 |
|
2.618 |
1.3487 |
|
4.250 |
1.3256 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3930 |
1.3924 |
| PP |
1.3913 |
1.3909 |
| S1 |
1.3897 |
1.3895 |
|