CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3851 |
1.3910 |
0.0059 |
0.4% |
1.3761 |
| High |
1.3917 |
1.3973 |
0.0056 |
0.4% |
1.4000 |
| Low |
1.3760 |
1.3900 |
0.0140 |
1.0% |
1.3629 |
| Close |
1.3892 |
1.3943 |
0.0051 |
0.4% |
1.3891 |
| Range |
0.0157 |
0.0073 |
-0.0084 |
-53.5% |
0.0371 |
| ATR |
0.0131 |
0.0128 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
210 |
374 |
164 |
78.1% |
3,848 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4158 |
1.4123 |
1.3983 |
|
| R3 |
1.4085 |
1.4050 |
1.3963 |
|
| R2 |
1.4012 |
1.4012 |
1.3956 |
|
| R1 |
1.3977 |
1.3977 |
1.3950 |
1.3995 |
| PP |
1.3939 |
1.3939 |
1.3939 |
1.3947 |
| S1 |
1.3904 |
1.3904 |
1.3936 |
1.3922 |
| S2 |
1.3866 |
1.3866 |
1.3930 |
|
| S3 |
1.3793 |
1.3831 |
1.3923 |
|
| S4 |
1.3720 |
1.3758 |
1.3903 |
|
|
| 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 |
1.3760 |
0.0240 |
1.7% |
0.0134 |
1.0% |
76% |
False |
False |
473 |
| 10 |
1.4000 |
1.3546 |
0.0454 |
3.3% |
0.0142 |
1.0% |
87% |
False |
False |
632 |
| 20 |
1.4000 |
1.2975 |
0.1025 |
7.4% |
0.0139 |
1.0% |
94% |
False |
False |
476 |
| 40 |
1.4000 |
1.2642 |
0.1358 |
9.7% |
0.0093 |
0.7% |
96% |
False |
False |
254 |
| 60 |
1.4000 |
1.2642 |
0.1358 |
9.7% |
0.0066 |
0.5% |
96% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4283 |
|
2.618 |
1.4164 |
|
1.618 |
1.4091 |
|
1.000 |
1.4046 |
|
0.618 |
1.4018 |
|
HIGH |
1.3973 |
|
0.618 |
1.3945 |
|
0.500 |
1.3937 |
|
0.382 |
1.3928 |
|
LOW |
1.3900 |
|
0.618 |
1.3855 |
|
1.000 |
1.3827 |
|
1.618 |
1.3782 |
|
2.618 |
1.3709 |
|
4.250 |
1.3590 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3941 |
1.3919 |
| PP |
1.3939 |
1.3895 |
| S1 |
1.3937 |
1.3872 |
|