CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3946 |
1.3910 |
-0.0036 |
-0.3% |
1.3979 |
| High |
1.3971 |
1.3974 |
0.0003 |
0.0% |
1.4154 |
| Low |
1.3810 |
1.3690 |
-0.0120 |
-0.9% |
1.3760 |
| Close |
1.3970 |
1.3714 |
-0.0256 |
-1.8% |
1.3939 |
| Range |
0.0161 |
0.0284 |
0.0123 |
76.4% |
0.0394 |
| ATR |
0.0138 |
0.0149 |
0.0010 |
7.5% |
0.0000 |
| Volume |
491 |
707 |
216 |
44.0% |
1,897 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4645 |
1.4463 |
1.3870 |
|
| R3 |
1.4361 |
1.4179 |
1.3792 |
|
| R2 |
1.4077 |
1.4077 |
1.3766 |
|
| R1 |
1.3895 |
1.3895 |
1.3740 |
1.3844 |
| PP |
1.3793 |
1.3793 |
1.3793 |
1.3767 |
| S1 |
1.3611 |
1.3611 |
1.3688 |
1.3560 |
| S2 |
1.3509 |
1.3509 |
1.3662 |
|
| S3 |
1.3225 |
1.3327 |
1.3636 |
|
| S4 |
1.2941 |
1.3043 |
1.3558 |
|
|
| 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 |
1.3690 |
0.0464 |
3.4% |
0.0181 |
1.3% |
5% |
False |
True |
462 |
| 10 |
1.4154 |
1.3690 |
0.0464 |
3.4% |
0.0164 |
1.2% |
5% |
False |
True |
504 |
| 20 |
1.4154 |
1.3264 |
0.0890 |
6.5% |
0.0154 |
1.1% |
51% |
False |
False |
540 |
| 40 |
1.4154 |
1.2650 |
0.1504 |
11.0% |
0.0113 |
0.8% |
71% |
False |
False |
300 |
| 60 |
1.4154 |
1.2642 |
0.1512 |
11.0% |
0.0079 |
0.6% |
71% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5181 |
|
2.618 |
1.4718 |
|
1.618 |
1.4434 |
|
1.000 |
1.4258 |
|
0.618 |
1.4150 |
|
HIGH |
1.3974 |
|
0.618 |
1.3866 |
|
0.500 |
1.3832 |
|
0.382 |
1.3798 |
|
LOW |
1.3690 |
|
0.618 |
1.3514 |
|
1.000 |
1.3406 |
|
1.618 |
1.3230 |
|
2.618 |
1.2946 |
|
4.250 |
1.2483 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3832 |
1.3922 |
| PP |
1.3793 |
1.3853 |
| S1 |
1.3753 |
1.3783 |
|