CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3915 |
1.3979 |
0.0064 |
0.5% |
1.3761 |
| High |
1.3955 |
1.3983 |
0.0028 |
0.2% |
1.4000 |
| Low |
1.3814 |
1.3847 |
0.0033 |
0.2% |
1.3629 |
| Close |
1.3891 |
1.3867 |
-0.0024 |
-0.2% |
1.3891 |
| Range |
0.0141 |
0.0136 |
-0.0005 |
-3.5% |
0.0371 |
| ATR |
0.0129 |
0.0129 |
0.0001 |
0.4% |
0.0000 |
| Volume |
856 |
571 |
-285 |
-33.3% |
3,848 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4307 |
1.4223 |
1.3942 |
|
| R3 |
1.4171 |
1.4087 |
1.3904 |
|
| R2 |
1.4035 |
1.4035 |
1.3892 |
|
| R1 |
1.3951 |
1.3951 |
1.3879 |
1.3925 |
| PP |
1.3899 |
1.3899 |
1.3899 |
1.3886 |
| S1 |
1.3815 |
1.3815 |
1.3855 |
1.3789 |
| S2 |
1.3763 |
1.3763 |
1.3842 |
|
| S3 |
1.3627 |
1.3679 |
1.3830 |
|
| S4 |
1.3491 |
1.3543 |
1.3792 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4953 |
1.4793 |
1.4095 |
|
| R3 |
1.4582 |
1.4422 |
1.3993 |
|
| R2 |
1.4211 |
1.4211 |
1.3959 |
|
| R1 |
1.4051 |
1.4051 |
1.3925 |
1.4131 |
| PP |
1.3840 |
1.3840 |
1.3840 |
1.3880 |
| S1 |
1.3680 |
1.3680 |
1.3857 |
1.3760 |
| S2 |
1.3469 |
1.3469 |
1.3823 |
|
| S3 |
1.3098 |
1.3309 |
1.3789 |
|
| S4 |
1.2727 |
1.2938 |
1.3687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4000 |
1.3629 |
0.0371 |
2.7% |
0.0158 |
1.1% |
64% |
False |
False |
562 |
| 10 |
1.4000 |
1.3374 |
0.0626 |
4.5% |
0.0147 |
1.1% |
79% |
False |
False |
658 |
| 20 |
1.4000 |
1.2825 |
0.1175 |
8.5% |
0.0140 |
1.0% |
89% |
False |
False |
454 |
| 40 |
1.4000 |
1.2642 |
0.1358 |
9.8% |
0.0087 |
0.6% |
90% |
False |
False |
240 |
| 60 |
1.4000 |
1.2642 |
0.1358 |
9.8% |
0.0062 |
0.4% |
90% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4561 |
|
2.618 |
1.4339 |
|
1.618 |
1.4203 |
|
1.000 |
1.4119 |
|
0.618 |
1.4067 |
|
HIGH |
1.3983 |
|
0.618 |
1.3931 |
|
0.500 |
1.3915 |
|
0.382 |
1.3899 |
|
LOW |
1.3847 |
|
0.618 |
1.3763 |
|
1.000 |
1.3711 |
|
1.618 |
1.3627 |
|
2.618 |
1.3491 |
|
4.250 |
1.3269 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3915 |
1.3907 |
| PP |
1.3899 |
1.3894 |
| S1 |
1.3883 |
1.3880 |
|