CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4051 |
1.3946 |
-0.0105 |
-0.7% |
1.3979 |
| High |
1.4154 |
1.3971 |
-0.0183 |
-1.3% |
1.4154 |
| Low |
1.3925 |
1.3810 |
-0.0115 |
-0.8% |
1.3760 |
| Close |
1.3939 |
1.3970 |
0.0031 |
0.2% |
1.3939 |
| Range |
0.0229 |
0.0161 |
-0.0068 |
-29.7% |
0.0394 |
| ATR |
0.0137 |
0.0138 |
0.0002 |
1.3% |
0.0000 |
| Volume |
576 |
491 |
-85 |
-14.8% |
1,897 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4400 |
1.4346 |
1.4059 |
|
| R3 |
1.4239 |
1.4185 |
1.4014 |
|
| R2 |
1.4078 |
1.4078 |
1.4000 |
|
| R1 |
1.4024 |
1.4024 |
1.3985 |
1.4051 |
| PP |
1.3917 |
1.3917 |
1.3917 |
1.3931 |
| S1 |
1.3863 |
1.3863 |
1.3955 |
1.3890 |
| S2 |
1.3756 |
1.3756 |
1.3940 |
|
| S3 |
1.3595 |
1.3702 |
1.3926 |
|
| S4 |
1.3434 |
1.3541 |
1.3881 |
|
|
| 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% |
0.0155 |
1.1% |
53% |
False |
False |
363 |
| 10 |
1.4154 |
1.3629 |
0.0525 |
3.8% |
0.0157 |
1.1% |
65% |
False |
False |
462 |
| 20 |
1.4154 |
1.3050 |
0.1104 |
7.9% |
0.0151 |
1.1% |
83% |
False |
False |
510 |
| 40 |
1.4154 |
1.2642 |
0.1512 |
10.8% |
0.0106 |
0.8% |
88% |
False |
False |
283 |
| 60 |
1.4154 |
1.2642 |
0.1512 |
10.8% |
0.0074 |
0.5% |
88% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4655 |
|
2.618 |
1.4392 |
|
1.618 |
1.4231 |
|
1.000 |
1.4132 |
|
0.618 |
1.4070 |
|
HIGH |
1.3971 |
|
0.618 |
1.3909 |
|
0.500 |
1.3891 |
|
0.382 |
1.3872 |
|
LOW |
1.3810 |
|
0.618 |
1.3711 |
|
1.000 |
1.3649 |
|
1.618 |
1.3550 |
|
2.618 |
1.3389 |
|
4.250 |
1.3126 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3944 |
1.3982 |
| PP |
1.3917 |
1.3978 |
| S1 |
1.3891 |
1.3974 |
|