CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3911 |
1.3953 |
0.0042 |
0.3% |
1.3784 |
| High |
1.3996 |
1.4116 |
0.0120 |
0.9% |
1.4022 |
| Low |
1.3905 |
1.3948 |
0.0043 |
0.3% |
1.3632 |
| Close |
1.3956 |
1.4049 |
0.0093 |
0.7% |
1.3904 |
| Range |
0.0091 |
0.0168 |
0.0077 |
84.6% |
0.0390 |
| ATR |
0.0145 |
0.0146 |
0.0002 |
1.1% |
0.0000 |
| Volume |
292,214 |
334,745 |
42,531 |
14.6% |
1,822,731 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4542 |
1.4463 |
1.4141 |
|
| R3 |
1.4374 |
1.4295 |
1.4095 |
|
| R2 |
1.4206 |
1.4206 |
1.4080 |
|
| R1 |
1.4127 |
1.4127 |
1.4064 |
1.4167 |
| PP |
1.4038 |
1.4038 |
1.4038 |
1.4057 |
| S1 |
1.3959 |
1.3959 |
1.4034 |
1.3999 |
| S2 |
1.3870 |
1.3870 |
1.4018 |
|
| S3 |
1.3702 |
1.3791 |
1.4003 |
|
| S4 |
1.3534 |
1.3623 |
1.3957 |
|
|
| 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 |
1.4116 |
1.3768 |
0.0348 |
2.5% |
0.0143 |
1.0% |
81% |
True |
False |
324,967 |
| 10 |
1.4116 |
1.3611 |
0.0505 |
3.6% |
0.0156 |
1.1% |
87% |
True |
False |
335,980 |
| 20 |
1.4116 |
1.3016 |
0.1100 |
7.8% |
0.0152 |
1.1% |
94% |
True |
False |
334,877 |
| 40 |
1.4116 |
1.2587 |
0.1529 |
10.9% |
0.0138 |
1.0% |
96% |
True |
False |
216,274 |
| 60 |
1.4116 |
1.2587 |
0.1529 |
10.9% |
0.0135 |
1.0% |
96% |
True |
False |
144,541 |
| 80 |
1.4116 |
1.2170 |
0.1946 |
13.9% |
0.0137 |
1.0% |
97% |
True |
False |
108,506 |
| 100 |
1.4116 |
1.1922 |
0.2194 |
15.6% |
0.0131 |
0.9% |
97% |
True |
False |
86,823 |
| 120 |
1.4116 |
1.1922 |
0.2194 |
15.6% |
0.0132 |
0.9% |
97% |
True |
False |
72,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4830 |
|
2.618 |
1.4556 |
|
1.618 |
1.4388 |
|
1.000 |
1.4284 |
|
0.618 |
1.4220 |
|
HIGH |
1.4116 |
|
0.618 |
1.4052 |
|
0.500 |
1.4032 |
|
0.382 |
1.4012 |
|
LOW |
1.3948 |
|
0.618 |
1.3844 |
|
1.000 |
1.3780 |
|
1.618 |
1.3676 |
|
2.618 |
1.3508 |
|
4.250 |
1.3234 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4043 |
1.4013 |
| PP |
1.4038 |
1.3978 |
| S1 |
1.4032 |
1.3942 |
|