CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3942 |
1.3948 |
0.0006 |
0.0% |
1.3964 |
| High |
1.4072 |
1.3974 |
-0.0098 |
-0.7% |
1.4042 |
| Low |
1.3926 |
1.3817 |
-0.0109 |
-0.8% |
1.3688 |
| Close |
1.3967 |
1.3840 |
-0.0127 |
-0.9% |
1.3920 |
| Range |
0.0146 |
0.0157 |
0.0011 |
7.5% |
0.0354 |
| ATR |
0.0167 |
0.0166 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
284,122 |
337,238 |
53,116 |
18.7% |
1,908,925 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4348 |
1.4251 |
1.3926 |
|
| R3 |
1.4191 |
1.4094 |
1.3883 |
|
| R2 |
1.4034 |
1.4034 |
1.3869 |
|
| R1 |
1.3937 |
1.3937 |
1.3854 |
1.3907 |
| PP |
1.3877 |
1.3877 |
1.3877 |
1.3862 |
| S1 |
1.3780 |
1.3780 |
1.3826 |
1.3750 |
| S2 |
1.3720 |
1.3720 |
1.3811 |
|
| S3 |
1.3563 |
1.3623 |
1.3797 |
|
| S4 |
1.3406 |
1.3466 |
1.3754 |
|
|
| 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 |
1.4072 |
1.3688 |
0.0384 |
2.8% |
0.0179 |
1.3% |
40% |
False |
False |
346,785 |
| 10 |
1.4156 |
1.3688 |
0.0468 |
3.4% |
0.0181 |
1.3% |
32% |
False |
False |
361,591 |
| 20 |
1.4156 |
1.3553 |
0.0603 |
4.4% |
0.0166 |
1.2% |
48% |
False |
False |
355,664 |
| 40 |
1.4156 |
1.2640 |
0.1516 |
11.0% |
0.0154 |
1.1% |
79% |
False |
False |
290,528 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.3% |
0.0146 |
1.1% |
80% |
False |
False |
194,250 |
| 80 |
1.4156 |
1.2531 |
0.1625 |
11.7% |
0.0141 |
1.0% |
81% |
False |
False |
145,845 |
| 100 |
1.4156 |
1.1922 |
0.2234 |
16.1% |
0.0138 |
1.0% |
86% |
False |
False |
116,710 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
16.1% |
0.0138 |
1.0% |
86% |
False |
False |
97,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4641 |
|
2.618 |
1.4385 |
|
1.618 |
1.4228 |
|
1.000 |
1.4131 |
|
0.618 |
1.4071 |
|
HIGH |
1.3974 |
|
0.618 |
1.3914 |
|
0.500 |
1.3896 |
|
0.382 |
1.3877 |
|
LOW |
1.3817 |
|
0.618 |
1.3720 |
|
1.000 |
1.3660 |
|
1.618 |
1.3563 |
|
2.618 |
1.3406 |
|
4.250 |
1.3150 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3896 |
1.3945 |
| PP |
1.3877 |
1.3910 |
| S1 |
1.3859 |
1.3875 |
|