CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3910 |
1.3942 |
0.0032 |
0.2% |
1.3761 |
| High |
1.3973 |
1.4098 |
0.0125 |
0.9% |
1.4000 |
| Low |
1.3900 |
1.3942 |
0.0042 |
0.3% |
1.3629 |
| Close |
1.3943 |
1.4036 |
0.0093 |
0.7% |
1.3891 |
| Range |
0.0073 |
0.0156 |
0.0083 |
113.7% |
0.0371 |
| ATR |
0.0128 |
0.0130 |
0.0002 |
1.6% |
0.0000 |
| Volume |
374 |
166 |
-208 |
-55.6% |
3,848 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4493 |
1.4421 |
1.4122 |
|
| R3 |
1.4337 |
1.4265 |
1.4079 |
|
| R2 |
1.4181 |
1.4181 |
1.4065 |
|
| R1 |
1.4109 |
1.4109 |
1.4050 |
1.4145 |
| PP |
1.4025 |
1.4025 |
1.4025 |
1.4044 |
| S1 |
1.3953 |
1.3953 |
1.4022 |
1.3989 |
| S2 |
1.3869 |
1.3869 |
1.4007 |
|
| S3 |
1.3713 |
1.3797 |
1.3993 |
|
| S4 |
1.3557 |
1.3641 |
1.3950 |
|
|
| 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 |
1.4098 |
1.3760 |
0.0338 |
2.4% |
0.0133 |
0.9% |
82% |
True |
False |
435 |
| 10 |
1.4098 |
1.3603 |
0.0495 |
3.5% |
0.0146 |
1.0% |
87% |
True |
False |
589 |
| 20 |
1.4098 |
1.3023 |
0.1075 |
7.7% |
0.0141 |
1.0% |
94% |
True |
False |
469 |
| 40 |
1.4098 |
1.2642 |
0.1456 |
10.4% |
0.0097 |
0.7% |
96% |
True |
False |
258 |
| 60 |
1.4098 |
1.2642 |
0.1456 |
10.4% |
0.0068 |
0.5% |
96% |
True |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4761 |
|
2.618 |
1.4506 |
|
1.618 |
1.4350 |
|
1.000 |
1.4254 |
|
0.618 |
1.4194 |
|
HIGH |
1.4098 |
|
0.618 |
1.4038 |
|
0.500 |
1.4020 |
|
0.382 |
1.4002 |
|
LOW |
1.3942 |
|
0.618 |
1.3846 |
|
1.000 |
1.3786 |
|
1.618 |
1.3690 |
|
2.618 |
1.3534 |
|
4.250 |
1.3279 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4031 |
1.4000 |
| PP |
1.4025 |
1.3965 |
| S1 |
1.4020 |
1.3929 |
|