CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3948 |
1.3851 |
-0.0097 |
-0.7% |
1.3964 |
| High |
1.3974 |
1.3871 |
-0.0103 |
-0.7% |
1.4042 |
| Low |
1.3817 |
1.3726 |
-0.0091 |
-0.7% |
1.3688 |
| Close |
1.3840 |
1.3752 |
-0.0088 |
-0.6% |
1.3920 |
| Range |
0.0157 |
0.0145 |
-0.0012 |
-7.6% |
0.0354 |
| ATR |
0.0166 |
0.0164 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
337,238 |
357,662 |
20,424 |
6.1% |
1,908,925 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4218 |
1.4130 |
1.3832 |
|
| R3 |
1.4073 |
1.3985 |
1.3792 |
|
| R2 |
1.3928 |
1.3928 |
1.3779 |
|
| R1 |
1.3840 |
1.3840 |
1.3765 |
1.3812 |
| PP |
1.3783 |
1.3783 |
1.3783 |
1.3769 |
| S1 |
1.3695 |
1.3695 |
1.3739 |
1.3667 |
| S2 |
1.3638 |
1.3638 |
1.3725 |
|
| S3 |
1.3493 |
1.3550 |
1.3712 |
|
| S4 |
1.3348 |
1.3405 |
1.3672 |
|
|
| 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 |
1.3726 |
0.0346 |
2.5% |
0.0149 |
1.1% |
8% |
False |
True |
331,477 |
| 10 |
1.4156 |
1.3688 |
0.0468 |
3.4% |
0.0187 |
1.4% |
14% |
False |
False |
368,136 |
| 20 |
1.4156 |
1.3553 |
0.0603 |
4.4% |
0.0169 |
1.2% |
33% |
False |
False |
356,815 |
| 40 |
1.4156 |
1.2640 |
0.1516 |
11.0% |
0.0153 |
1.1% |
73% |
False |
False |
299,371 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.4% |
0.0147 |
1.1% |
74% |
False |
False |
200,198 |
| 80 |
1.4156 |
1.2531 |
0.1625 |
11.8% |
0.0142 |
1.0% |
75% |
False |
False |
150,311 |
| 100 |
1.4156 |
1.2035 |
0.2121 |
15.4% |
0.0139 |
1.0% |
81% |
False |
False |
120,285 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
16.2% |
0.0137 |
1.0% |
82% |
False |
False |
100,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4487 |
|
2.618 |
1.4251 |
|
1.618 |
1.4106 |
|
1.000 |
1.4016 |
|
0.618 |
1.3961 |
|
HIGH |
1.3871 |
|
0.618 |
1.3816 |
|
0.500 |
1.3799 |
|
0.382 |
1.3781 |
|
LOW |
1.3726 |
|
0.618 |
1.3636 |
|
1.000 |
1.3581 |
|
1.618 |
1.3491 |
|
2.618 |
1.3346 |
|
4.250 |
1.3110 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3799 |
1.3899 |
| PP |
1.3783 |
1.3850 |
| S1 |
1.3768 |
1.3801 |
|