CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4070 |
1.3964 |
-0.0106 |
-0.8% |
1.3993 |
| High |
1.4156 |
1.3990 |
-0.0166 |
-1.2% |
1.4156 |
| Low |
1.3954 |
1.3823 |
-0.0131 |
-0.9% |
1.3768 |
| Close |
1.3954 |
1.3988 |
0.0034 |
0.2% |
1.3954 |
| Range |
0.0202 |
0.0167 |
-0.0035 |
-17.3% |
0.0388 |
| ATR |
0.0150 |
0.0152 |
0.0001 |
0.8% |
0.0000 |
| Volume |
458,668 |
315,661 |
-143,007 |
-31.2% |
1,673,191 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4435 |
1.4378 |
1.4080 |
|
| R3 |
1.4268 |
1.4211 |
1.4034 |
|
| R2 |
1.4101 |
1.4101 |
1.4019 |
|
| R1 |
1.4044 |
1.4044 |
1.4003 |
1.4073 |
| PP |
1.3934 |
1.3934 |
1.3934 |
1.3948 |
| S1 |
1.3877 |
1.3877 |
1.3973 |
1.3906 |
| S2 |
1.3767 |
1.3767 |
1.3957 |
|
| S3 |
1.3600 |
1.3710 |
1.3942 |
|
| S4 |
1.3433 |
1.3543 |
1.3896 |
|
|
| 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% |
0.0158 |
1.1% |
57% |
False |
False |
359,445 |
| 10 |
1.4156 |
1.3632 |
0.0524 |
3.7% |
0.0163 |
1.2% |
68% |
False |
False |
355,049 |
| 20 |
1.4156 |
1.3054 |
0.1102 |
7.9% |
0.0159 |
1.1% |
85% |
False |
False |
345,798 |
| 40 |
1.4156 |
1.2587 |
0.1569 |
11.2% |
0.0141 |
1.0% |
89% |
False |
False |
235,550 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.2% |
0.0137 |
1.0% |
89% |
False |
False |
157,430 |
| 80 |
1.4156 |
1.2170 |
0.1986 |
14.2% |
0.0139 |
1.0% |
92% |
False |
False |
118,182 |
| 100 |
1.4156 |
1.1922 |
0.2234 |
16.0% |
0.0133 |
0.9% |
92% |
False |
False |
94,566 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
16.0% |
0.0135 |
1.0% |
92% |
False |
False |
78,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4700 |
|
2.618 |
1.4427 |
|
1.618 |
1.4260 |
|
1.000 |
1.4157 |
|
0.618 |
1.4093 |
|
HIGH |
1.3990 |
|
0.618 |
1.3926 |
|
0.500 |
1.3907 |
|
0.382 |
1.3887 |
|
LOW |
1.3823 |
|
0.618 |
1.3720 |
|
1.000 |
1.3656 |
|
1.618 |
1.3553 |
|
2.618 |
1.3386 |
|
4.250 |
1.3113 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3961 |
1.3990 |
| PP |
1.3934 |
1.3989 |
| S1 |
1.3907 |
1.3989 |
|