CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3769 |
1.3920 |
0.0151 |
1.1% |
1.3942 |
| High |
1.3939 |
1.3946 |
0.0007 |
0.1% |
1.4072 |
| Low |
1.3761 |
1.3800 |
0.0039 |
0.3% |
1.3726 |
| Close |
1.3919 |
1.3888 |
-0.0031 |
-0.2% |
1.3888 |
| Range |
0.0178 |
0.0146 |
-0.0032 |
-18.0% |
0.0346 |
| ATR |
0.0166 |
0.0165 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
365,639 |
349,527 |
-16,112 |
-4.4% |
1,694,188 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4316 |
1.4248 |
1.3968 |
|
| R3 |
1.4170 |
1.4102 |
1.3928 |
|
| R2 |
1.4024 |
1.4024 |
1.3915 |
|
| R1 |
1.3956 |
1.3956 |
1.3901 |
1.3917 |
| PP |
1.3878 |
1.3878 |
1.3878 |
1.3859 |
| S1 |
1.3810 |
1.3810 |
1.3875 |
1.3771 |
| S2 |
1.3732 |
1.3732 |
1.3861 |
|
| S3 |
1.3586 |
1.3664 |
1.3848 |
|
| S4 |
1.3440 |
1.3518 |
1.3808 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4933 |
1.4757 |
1.4078 |
|
| R3 |
1.4587 |
1.4411 |
1.3983 |
|
| R2 |
1.4241 |
1.4241 |
1.3951 |
|
| R1 |
1.4065 |
1.4065 |
1.3920 |
1.3980 |
| PP |
1.3895 |
1.3895 |
1.3895 |
1.3853 |
| S1 |
1.3719 |
1.3719 |
1.3856 |
1.3634 |
| S2 |
1.3549 |
1.3549 |
1.3825 |
|
| S3 |
1.3203 |
1.3373 |
1.3793 |
|
| S4 |
1.2857 |
1.3027 |
1.3698 |
|
|
| 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% |
0.0154 |
1.1% |
47% |
False |
False |
338,837 |
| 10 |
1.4072 |
1.3688 |
0.0384 |
2.8% |
0.0182 |
1.3% |
52% |
False |
False |
360,311 |
| 20 |
1.4156 |
1.3632 |
0.0524 |
3.8% |
0.0171 |
1.2% |
49% |
False |
False |
354,951 |
| 40 |
1.4156 |
1.2640 |
0.1516 |
10.9% |
0.0157 |
1.1% |
82% |
False |
False |
316,887 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.3% |
0.0147 |
1.1% |
83% |
False |
False |
212,088 |
| 80 |
1.4156 |
1.2531 |
0.1625 |
11.7% |
0.0143 |
1.0% |
84% |
False |
False |
159,241 |
| 100 |
1.4156 |
1.2070 |
0.2086 |
15.0% |
0.0141 |
1.0% |
87% |
False |
False |
127,435 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
16.1% |
0.0139 |
1.0% |
88% |
False |
False |
106,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4567 |
|
2.618 |
1.4328 |
|
1.618 |
1.4182 |
|
1.000 |
1.4092 |
|
0.618 |
1.4036 |
|
HIGH |
1.3946 |
|
0.618 |
1.3890 |
|
0.500 |
1.3873 |
|
0.382 |
1.3856 |
|
LOW |
1.3800 |
|
0.618 |
1.3710 |
|
1.000 |
1.3654 |
|
1.618 |
1.3564 |
|
2.618 |
1.3418 |
|
4.250 |
1.3180 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3883 |
1.3871 |
| PP |
1.3878 |
1.3853 |
| S1 |
1.3873 |
1.3836 |
|