CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3953 |
1.4070 |
0.0117 |
0.8% |
1.3993 |
| High |
1.4116 |
1.4156 |
0.0040 |
0.3% |
1.4156 |
| Low |
1.3948 |
1.3954 |
0.0006 |
0.0% |
1.3768 |
| Close |
1.4049 |
1.3954 |
-0.0095 |
-0.7% |
1.3954 |
| Range |
0.0168 |
0.0202 |
0.0034 |
20.2% |
0.0388 |
| ATR |
0.0146 |
0.0150 |
0.0004 |
2.7% |
0.0000 |
| Volume |
334,745 |
458,668 |
123,923 |
37.0% |
1,673,191 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4627 |
1.4493 |
1.4065 |
|
| R3 |
1.4425 |
1.4291 |
1.4010 |
|
| R2 |
1.4223 |
1.4223 |
1.3991 |
|
| R1 |
1.4089 |
1.4089 |
1.3973 |
1.4055 |
| PP |
1.4021 |
1.4021 |
1.4021 |
1.4005 |
| S1 |
1.3887 |
1.3887 |
1.3935 |
1.3853 |
| S2 |
1.3819 |
1.3819 |
1.3917 |
|
| S3 |
1.3617 |
1.3685 |
1.3898 |
|
| S4 |
1.3415 |
1.3483 |
1.3843 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5123 |
1.4927 |
1.4167 |
|
| R3 |
1.4735 |
1.4539 |
1.4061 |
|
| R2 |
1.4347 |
1.4347 |
1.4025 |
|
| R1 |
1.4151 |
1.4151 |
1.3990 |
1.4055 |
| PP |
1.3959 |
1.3959 |
1.3959 |
1.3912 |
| S1 |
1.3763 |
1.3763 |
1.3918 |
1.3667 |
| S2 |
1.3571 |
1.3571 |
1.3883 |
|
| S3 |
1.3183 |
1.3375 |
1.3847 |
|
| S4 |
1.2795 |
1.2987 |
1.3741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4156 |
1.3768 |
0.0388 |
2.8% |
0.0153 |
1.1% |
48% |
True |
False |
334,638 |
| 10 |
1.4156 |
1.3632 |
0.0524 |
3.8% |
0.0159 |
1.1% |
61% |
True |
False |
349,592 |
| 20 |
1.4156 |
1.3025 |
0.1131 |
8.1% |
0.0155 |
1.1% |
82% |
True |
False |
341,491 |
| 40 |
1.4156 |
1.2587 |
0.1569 |
11.2% |
0.0139 |
1.0% |
87% |
True |
False |
227,702 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.2% |
0.0136 |
1.0% |
87% |
True |
False |
152,177 |
| 80 |
1.4156 |
1.2170 |
0.1986 |
14.2% |
0.0138 |
1.0% |
90% |
True |
False |
114,238 |
| 100 |
1.4156 |
1.1922 |
0.2234 |
16.0% |
0.0132 |
0.9% |
91% |
True |
False |
91,410 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
16.0% |
0.0133 |
1.0% |
91% |
True |
False |
76,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5015 |
|
2.618 |
1.4685 |
|
1.618 |
1.4483 |
|
1.000 |
1.4358 |
|
0.618 |
1.4281 |
|
HIGH |
1.4156 |
|
0.618 |
1.4079 |
|
0.500 |
1.4055 |
|
0.382 |
1.4031 |
|
LOW |
1.3954 |
|
0.618 |
1.3829 |
|
1.000 |
1.3752 |
|
1.618 |
1.3627 |
|
2.618 |
1.3425 |
|
4.250 |
1.3096 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4055 |
1.4031 |
| PP |
1.4021 |
1.4005 |
| S1 |
1.3988 |
1.3980 |
|