CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3851 |
1.3769 |
-0.0082 |
-0.6% |
1.3964 |
| High |
1.3871 |
1.3939 |
0.0068 |
0.5% |
1.4042 |
| Low |
1.3726 |
1.3761 |
0.0035 |
0.3% |
1.3688 |
| Close |
1.3752 |
1.3919 |
0.0167 |
1.2% |
1.3920 |
| Range |
0.0145 |
0.0178 |
0.0033 |
22.8% |
0.0354 |
| ATR |
0.0164 |
0.0166 |
0.0002 |
1.0% |
0.0000 |
| Volume |
357,662 |
365,639 |
7,977 |
2.2% |
1,908,925 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4407 |
1.4341 |
1.4017 |
|
| R3 |
1.4229 |
1.4163 |
1.3968 |
|
| R2 |
1.4051 |
1.4051 |
1.3952 |
|
| R1 |
1.3985 |
1.3985 |
1.3935 |
1.4018 |
| PP |
1.3873 |
1.3873 |
1.3873 |
1.3890 |
| S1 |
1.3807 |
1.3807 |
1.3903 |
1.3840 |
| S2 |
1.3695 |
1.3695 |
1.3886 |
|
| S3 |
1.3517 |
1.3629 |
1.3870 |
|
| S4 |
1.3339 |
1.3451 |
1.3821 |
|
|
| 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% |
0.0148 |
1.1% |
56% |
False |
False |
322,373 |
| 10 |
1.4156 |
1.3688 |
0.0468 |
3.4% |
0.0188 |
1.3% |
49% |
False |
False |
371,225 |
| 20 |
1.4156 |
1.3611 |
0.0545 |
3.9% |
0.0172 |
1.2% |
57% |
False |
False |
353,602 |
| 40 |
1.4156 |
1.2640 |
0.1516 |
10.9% |
0.0155 |
1.1% |
84% |
False |
False |
308,399 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.3% |
0.0148 |
1.1% |
85% |
False |
False |
206,281 |
| 80 |
1.4156 |
1.2531 |
0.1625 |
11.7% |
0.0143 |
1.0% |
85% |
False |
False |
154,880 |
| 100 |
1.4156 |
1.2070 |
0.2086 |
15.0% |
0.0140 |
1.0% |
89% |
False |
False |
123,940 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
16.1% |
0.0138 |
1.0% |
89% |
False |
False |
103,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4696 |
|
2.618 |
1.4405 |
|
1.618 |
1.4227 |
|
1.000 |
1.4117 |
|
0.618 |
1.4049 |
|
HIGH |
1.3939 |
|
0.618 |
1.3871 |
|
0.500 |
1.3850 |
|
0.382 |
1.3829 |
|
LOW |
1.3761 |
|
0.618 |
1.3651 |
|
1.000 |
1.3583 |
|
1.618 |
1.3473 |
|
2.618 |
1.3295 |
|
4.250 |
1.3005 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3896 |
1.3896 |
| PP |
1.3873 |
1.3873 |
| S1 |
1.3850 |
1.3850 |
|