CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3942 |
1.4051 |
0.0109 |
0.8% |
1.3979 |
| High |
1.4098 |
1.4154 |
0.0056 |
0.4% |
1.4154 |
| Low |
1.3942 |
1.3925 |
-0.0017 |
-0.1% |
1.3760 |
| Close |
1.4036 |
1.3939 |
-0.0097 |
-0.7% |
1.3939 |
| Range |
0.0156 |
0.0229 |
0.0073 |
46.8% |
0.0394 |
| ATR |
0.0130 |
0.0137 |
0.0007 |
5.5% |
0.0000 |
| Volume |
166 |
576 |
410 |
247.0% |
1,897 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4693 |
1.4545 |
1.4065 |
|
| R3 |
1.4464 |
1.4316 |
1.4002 |
|
| R2 |
1.4235 |
1.4235 |
1.3981 |
|
| R1 |
1.4087 |
1.4087 |
1.3960 |
1.4047 |
| PP |
1.4006 |
1.4006 |
1.4006 |
1.3986 |
| S1 |
1.3858 |
1.3858 |
1.3918 |
1.3818 |
| S2 |
1.3777 |
1.3777 |
1.3897 |
|
| S3 |
1.3548 |
1.3629 |
1.3876 |
|
| S4 |
1.3319 |
1.3400 |
1.3813 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5133 |
1.4930 |
1.4156 |
|
| R3 |
1.4739 |
1.4536 |
1.4047 |
|
| R2 |
1.4345 |
1.4345 |
1.4011 |
|
| R1 |
1.4142 |
1.4142 |
1.3975 |
1.4047 |
| PP |
1.3951 |
1.3951 |
1.3951 |
1.3903 |
| S1 |
1.3748 |
1.3748 |
1.3903 |
1.3653 |
| S2 |
1.3557 |
1.3557 |
1.3867 |
|
| S3 |
1.3163 |
1.3354 |
1.3831 |
|
| S4 |
1.2769 |
1.2960 |
1.3722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4154 |
1.3760 |
0.0394 |
2.8% |
0.0150 |
1.1% |
45% |
True |
False |
379 |
| 10 |
1.4154 |
1.3629 |
0.0525 |
3.8% |
0.0152 |
1.1% |
59% |
True |
False |
574 |
| 20 |
1.4154 |
1.3023 |
0.1131 |
8.1% |
0.0147 |
1.1% |
81% |
True |
False |
492 |
| 40 |
1.4154 |
1.2642 |
0.1512 |
10.8% |
0.0102 |
0.7% |
86% |
True |
False |
271 |
| 60 |
1.4154 |
1.2642 |
0.1512 |
10.8% |
0.0072 |
0.5% |
86% |
True |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5127 |
|
2.618 |
1.4754 |
|
1.618 |
1.4525 |
|
1.000 |
1.4383 |
|
0.618 |
1.4296 |
|
HIGH |
1.4154 |
|
0.618 |
1.4067 |
|
0.500 |
1.4040 |
|
0.382 |
1.4012 |
|
LOW |
1.3925 |
|
0.618 |
1.3783 |
|
1.000 |
1.3696 |
|
1.618 |
1.3554 |
|
2.618 |
1.3325 |
|
4.250 |
1.2952 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4040 |
1.4027 |
| PP |
1.4006 |
1.3998 |
| S1 |
1.3973 |
1.3968 |
|