CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3732 |
1.3949 |
0.0217 |
1.6% |
1.3993 |
| High |
1.3982 |
1.4042 |
0.0060 |
0.4% |
1.4156 |
| Low |
1.3688 |
1.3862 |
0.0174 |
1.3% |
1.3768 |
| Close |
1.3949 |
1.3922 |
-0.0027 |
-0.2% |
1.3954 |
| Range |
0.0294 |
0.0180 |
-0.0114 |
-38.8% |
0.0388 |
| ATR |
0.0171 |
0.0172 |
0.0001 |
0.4% |
0.0000 |
| Volume |
434,199 |
411,159 |
-23,040 |
-5.3% |
1,673,191 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4482 |
1.4382 |
1.4021 |
|
| R3 |
1.4302 |
1.4202 |
1.3972 |
|
| R2 |
1.4122 |
1.4122 |
1.3955 |
|
| R1 |
1.4022 |
1.4022 |
1.3939 |
1.3982 |
| PP |
1.3942 |
1.3942 |
1.3942 |
1.3922 |
| S1 |
1.3842 |
1.3842 |
1.3906 |
1.3802 |
| S2 |
1.3762 |
1.3762 |
1.3889 |
|
| S3 |
1.3582 |
1.3662 |
1.3873 |
|
| S4 |
1.3402 |
1.3482 |
1.3823 |
|
|
| 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% |
0.0227 |
1.6% |
50% |
False |
False |
420,077 |
| 10 |
1.4156 |
1.3688 |
0.0468 |
3.4% |
0.0185 |
1.3% |
50% |
False |
False |
372,522 |
| 20 |
1.4156 |
1.3284 |
0.0872 |
6.3% |
0.0171 |
1.2% |
73% |
False |
False |
357,844 |
| 40 |
1.4156 |
1.2623 |
0.1533 |
11.0% |
0.0151 |
1.1% |
85% |
False |
False |
268,528 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.3% |
0.0145 |
1.0% |
85% |
False |
False |
179,488 |
| 80 |
1.4156 |
1.2209 |
0.1947 |
14.0% |
0.0144 |
1.0% |
88% |
False |
False |
134,749 |
| 100 |
1.4156 |
1.1922 |
0.2234 |
16.0% |
0.0137 |
1.0% |
90% |
False |
False |
107,826 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
16.0% |
0.0140 |
1.0% |
90% |
False |
False |
89,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4807 |
|
2.618 |
1.4513 |
|
1.618 |
1.4333 |
|
1.000 |
1.4222 |
|
0.618 |
1.4153 |
|
HIGH |
1.4042 |
|
0.618 |
1.3973 |
|
0.500 |
1.3952 |
|
0.382 |
1.3931 |
|
LOW |
1.3862 |
|
0.618 |
1.3751 |
|
1.000 |
1.3682 |
|
1.618 |
1.3571 |
|
2.618 |
1.3391 |
|
4.250 |
1.3097 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3952 |
1.3903 |
| PP |
1.3942 |
1.3884 |
| S1 |
1.3932 |
1.3865 |
|