CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3949 |
1.3919 |
-0.0030 |
-0.2% |
1.3964 |
| High |
1.4042 |
1.3966 |
-0.0076 |
-0.5% |
1.4042 |
| Low |
1.3862 |
1.3850 |
-0.0012 |
-0.1% |
1.3688 |
| Close |
1.3922 |
1.3920 |
-0.0002 |
0.0% |
1.3920 |
| Range |
0.0180 |
0.0116 |
-0.0064 |
-35.6% |
0.0354 |
| ATR |
0.0172 |
0.0168 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
411,159 |
267,208 |
-143,951 |
-35.0% |
1,908,925 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4260 |
1.4206 |
1.3984 |
|
| R3 |
1.4144 |
1.4090 |
1.3952 |
|
| R2 |
1.4028 |
1.4028 |
1.3941 |
|
| R1 |
1.3974 |
1.3974 |
1.3931 |
1.4001 |
| PP |
1.3912 |
1.3912 |
1.3912 |
1.3926 |
| S1 |
1.3858 |
1.3858 |
1.3909 |
1.3885 |
| S2 |
1.3796 |
1.3796 |
1.3899 |
|
| S3 |
1.3680 |
1.3742 |
1.3888 |
|
| S4 |
1.3564 |
1.3626 |
1.3856 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4945 |
1.4787 |
1.4115 |
|
| R3 |
1.4591 |
1.4433 |
1.4017 |
|
| R2 |
1.4237 |
1.4237 |
1.3985 |
|
| R1 |
1.4079 |
1.4079 |
1.3952 |
1.3981 |
| PP |
1.3883 |
1.3883 |
1.3883 |
1.3835 |
| S1 |
1.3725 |
1.3725 |
1.3888 |
1.3627 |
| S2 |
1.3529 |
1.3529 |
1.3855 |
|
| S3 |
1.3175 |
1.3371 |
1.3823 |
|
| S4 |
1.2821 |
1.3017 |
1.3725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4042 |
1.3688 |
0.0354 |
2.5% |
0.0210 |
1.5% |
66% |
False |
False |
381,785 |
| 10 |
1.4156 |
1.3688 |
0.0468 |
3.4% |
0.0182 |
1.3% |
50% |
False |
False |
358,211 |
| 20 |
1.4156 |
1.3377 |
0.0779 |
5.6% |
0.0166 |
1.2% |
70% |
False |
False |
356,201 |
| 40 |
1.4156 |
1.2623 |
0.1533 |
11.0% |
0.0152 |
1.1% |
85% |
False |
False |
275,159 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.3% |
0.0145 |
1.0% |
85% |
False |
False |
183,936 |
| 80 |
1.4156 |
1.2490 |
0.1666 |
12.0% |
0.0141 |
1.0% |
86% |
False |
False |
138,087 |
| 100 |
1.4156 |
1.1922 |
0.2234 |
16.0% |
0.0138 |
1.0% |
89% |
False |
False |
110,497 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
16.0% |
0.0140 |
1.0% |
89% |
False |
False |
92,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4459 |
|
2.618 |
1.4270 |
|
1.618 |
1.4154 |
|
1.000 |
1.4082 |
|
0.618 |
1.4038 |
|
HIGH |
1.3966 |
|
0.618 |
1.3922 |
|
0.500 |
1.3908 |
|
0.382 |
1.3894 |
|
LOW |
1.3850 |
|
0.618 |
1.3778 |
|
1.000 |
1.3734 |
|
1.618 |
1.3662 |
|
2.618 |
1.3546 |
|
4.250 |
1.3357 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3916 |
1.3902 |
| PP |
1.3912 |
1.3883 |
| S1 |
1.3908 |
1.3865 |
|