CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3964 |
1.3938 |
-0.0026 |
-0.2% |
1.3993 |
| High |
1.3990 |
1.3996 |
0.0006 |
0.0% |
1.4156 |
| Low |
1.3823 |
1.3703 |
-0.0120 |
-0.9% |
1.3768 |
| Close |
1.3988 |
1.3732 |
-0.0256 |
-1.8% |
1.3954 |
| Range |
0.0167 |
0.0293 |
0.0126 |
75.4% |
0.0388 |
| ATR |
0.0152 |
0.0162 |
0.0010 |
6.7% |
0.0000 |
| Volume |
315,661 |
480,698 |
165,037 |
52.3% |
1,673,191 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4689 |
1.4504 |
1.3893 |
|
| R3 |
1.4396 |
1.4211 |
1.3813 |
|
| R2 |
1.4103 |
1.4103 |
1.3786 |
|
| R1 |
1.3918 |
1.3918 |
1.3759 |
1.3864 |
| PP |
1.3810 |
1.3810 |
1.3810 |
1.3784 |
| S1 |
1.3625 |
1.3625 |
1.3705 |
1.3571 |
| S2 |
1.3517 |
1.3517 |
1.3678 |
|
| S3 |
1.3224 |
1.3332 |
1.3651 |
|
| S4 |
1.2931 |
1.3039 |
1.3571 |
|
|
| 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 |
1.3703 |
0.0453 |
3.3% |
0.0184 |
1.3% |
6% |
False |
True |
376,397 |
| 10 |
1.4156 |
1.3703 |
0.0453 |
3.3% |
0.0170 |
1.2% |
6% |
False |
True |
366,950 |
| 20 |
1.4156 |
1.3244 |
0.0912 |
6.6% |
0.0162 |
1.2% |
54% |
False |
False |
353,583 |
| 40 |
1.4156 |
1.2610 |
0.1546 |
11.3% |
0.0145 |
1.1% |
73% |
False |
False |
247,535 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.4% |
0.0140 |
1.0% |
73% |
False |
False |
165,419 |
| 80 |
1.4156 |
1.2170 |
0.1986 |
14.5% |
0.0141 |
1.0% |
79% |
False |
False |
124,187 |
| 100 |
1.4156 |
1.1922 |
0.2234 |
16.3% |
0.0136 |
1.0% |
81% |
False |
False |
99,373 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
16.3% |
0.0137 |
1.0% |
81% |
False |
False |
82,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5241 |
|
2.618 |
1.4763 |
|
1.618 |
1.4470 |
|
1.000 |
1.4289 |
|
0.618 |
1.4177 |
|
HIGH |
1.3996 |
|
0.618 |
1.3884 |
|
0.500 |
1.3850 |
|
0.382 |
1.3815 |
|
LOW |
1.3703 |
|
0.618 |
1.3522 |
|
1.000 |
1.3410 |
|
1.618 |
1.3229 |
|
2.618 |
1.2936 |
|
4.250 |
1.2458 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3850 |
1.3930 |
| PP |
1.3810 |
1.3864 |
| S1 |
1.3771 |
1.3798 |
|