CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3874 |
1.3911 |
0.0037 |
0.3% |
1.3784 |
| High |
1.3931 |
1.3996 |
0.0065 |
0.5% |
1.4022 |
| Low |
1.3768 |
1.3905 |
0.0137 |
1.0% |
1.3632 |
| Close |
1.3906 |
1.3956 |
0.0050 |
0.4% |
1.3904 |
| Range |
0.0163 |
0.0091 |
-0.0072 |
-44.2% |
0.0390 |
| ATR |
0.0149 |
0.0145 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
395,937 |
292,214 |
-103,723 |
-26.2% |
1,822,731 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4225 |
1.4182 |
1.4006 |
|
| R3 |
1.4134 |
1.4091 |
1.3981 |
|
| R2 |
1.4043 |
1.4043 |
1.3973 |
|
| R1 |
1.4000 |
1.4000 |
1.3964 |
1.4022 |
| PP |
1.3952 |
1.3952 |
1.3952 |
1.3963 |
| S1 |
1.3909 |
1.3909 |
1.3948 |
1.3931 |
| S2 |
1.3861 |
1.3861 |
1.3939 |
|
| S3 |
1.3770 |
1.3818 |
1.3931 |
|
| S4 |
1.3679 |
1.3727 |
1.3906 |
|
|
| 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 |
1.3768 |
0.0254 |
1.8% |
0.0144 |
1.0% |
74% |
False |
False |
347,850 |
| 10 |
1.4022 |
1.3553 |
0.0469 |
3.4% |
0.0152 |
1.1% |
86% |
False |
False |
345,495 |
| 20 |
1.4022 |
1.2971 |
0.1051 |
7.5% |
0.0151 |
1.1% |
94% |
False |
False |
335,553 |
| 40 |
1.4022 |
1.2587 |
0.1435 |
10.3% |
0.0137 |
1.0% |
95% |
False |
False |
207,917 |
| 60 |
1.4022 |
1.2587 |
0.1435 |
10.3% |
0.0135 |
1.0% |
95% |
False |
False |
138,969 |
| 80 |
1.4022 |
1.2170 |
0.1852 |
13.3% |
0.0136 |
1.0% |
96% |
False |
False |
104,324 |
| 100 |
1.4022 |
1.1922 |
0.2100 |
15.0% |
0.0131 |
0.9% |
97% |
False |
False |
83,476 |
| 120 |
1.4022 |
1.1922 |
0.2100 |
15.0% |
0.0131 |
0.9% |
97% |
False |
False |
69,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4383 |
|
2.618 |
1.4234 |
|
1.618 |
1.4143 |
|
1.000 |
1.4087 |
|
0.618 |
1.4052 |
|
HIGH |
1.3996 |
|
0.618 |
1.3961 |
|
0.500 |
1.3951 |
|
0.382 |
1.3940 |
|
LOW |
1.3905 |
|
0.618 |
1.3849 |
|
1.000 |
1.3814 |
|
1.618 |
1.3758 |
|
2.618 |
1.3667 |
|
4.250 |
1.3518 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3954 |
1.3932 |
| PP |
1.3952 |
1.3908 |
| S1 |
1.3951 |
1.3885 |
|