CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3938 |
1.3732 |
-0.0206 |
-1.5% |
1.3993 |
| High |
1.3996 |
1.3982 |
-0.0014 |
-0.1% |
1.4156 |
| Low |
1.3703 |
1.3688 |
-0.0015 |
-0.1% |
1.3768 |
| Close |
1.3732 |
1.3949 |
0.0217 |
1.6% |
1.3954 |
| Range |
0.0293 |
0.0294 |
0.0001 |
0.3% |
0.0388 |
| ATR |
0.0162 |
0.0171 |
0.0009 |
5.8% |
0.0000 |
| Volume |
480,698 |
434,199 |
-46,499 |
-9.7% |
1,673,191 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4755 |
1.4646 |
1.4111 |
|
| R3 |
1.4461 |
1.4352 |
1.4030 |
|
| R2 |
1.4167 |
1.4167 |
1.4003 |
|
| R1 |
1.4058 |
1.4058 |
1.3976 |
1.4113 |
| PP |
1.3873 |
1.3873 |
1.3873 |
1.3900 |
| S1 |
1.3764 |
1.3764 |
1.3922 |
1.3819 |
| S2 |
1.3579 |
1.3579 |
1.3895 |
|
| S3 |
1.3285 |
1.3470 |
1.3868 |
|
| S4 |
1.2991 |
1.3176 |
1.3787 |
|
|
| 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 |
1.3688 |
0.0468 |
3.4% |
0.0225 |
1.6% |
56% |
False |
True |
404,794 |
| 10 |
1.4156 |
1.3688 |
0.0468 |
3.4% |
0.0185 |
1.3% |
56% |
False |
True |
376,322 |
| 20 |
1.4156 |
1.3284 |
0.0872 |
6.3% |
0.0167 |
1.2% |
76% |
False |
False |
354,133 |
| 40 |
1.4156 |
1.2623 |
0.1533 |
11.0% |
0.0149 |
1.1% |
86% |
False |
False |
258,321 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.2% |
0.0144 |
1.0% |
87% |
False |
False |
172,645 |
| 80 |
1.4156 |
1.2189 |
0.1967 |
14.1% |
0.0143 |
1.0% |
89% |
False |
False |
129,613 |
| 100 |
1.4156 |
1.1922 |
0.2234 |
16.0% |
0.0136 |
1.0% |
91% |
False |
False |
103,715 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
16.0% |
0.0139 |
1.0% |
91% |
False |
False |
86,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5232 |
|
2.618 |
1.4752 |
|
1.618 |
1.4458 |
|
1.000 |
1.4276 |
|
0.618 |
1.4164 |
|
HIGH |
1.3982 |
|
0.618 |
1.3870 |
|
0.500 |
1.3835 |
|
0.382 |
1.3800 |
|
LOW |
1.3688 |
|
0.618 |
1.3506 |
|
1.000 |
1.3394 |
|
1.618 |
1.3212 |
|
2.618 |
1.2918 |
|
4.250 |
1.2439 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3911 |
1.3913 |
| PP |
1.3873 |
1.3878 |
| S1 |
1.3835 |
1.3842 |
|