CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3887 |
1.3920 |
0.0033 |
0.2% |
1.3946 |
| High |
1.3938 |
1.4053 |
0.0115 |
0.8% |
1.4012 |
| Low |
1.3838 |
1.3920 |
0.0082 |
0.6% |
1.3683 |
| Close |
1.3901 |
1.3948 |
0.0047 |
0.3% |
1.3901 |
| Range |
0.0100 |
0.0133 |
0.0033 |
33.0% |
0.0329 |
| ATR |
0.0154 |
0.0154 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
400 |
243 |
-157 |
-39.3% |
2,938 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4373 |
1.4293 |
1.4021 |
|
| R3 |
1.4240 |
1.4160 |
1.3985 |
|
| R2 |
1.4107 |
1.4107 |
1.3972 |
|
| R1 |
1.4027 |
1.4027 |
1.3960 |
1.4067 |
| PP |
1.3974 |
1.3974 |
1.3974 |
1.3994 |
| S1 |
1.3894 |
1.3894 |
1.3936 |
1.3934 |
| S2 |
1.3841 |
1.3841 |
1.3924 |
|
| S3 |
1.3708 |
1.3761 |
1.3911 |
|
| S4 |
1.3575 |
1.3628 |
1.3875 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4852 |
1.4706 |
1.4082 |
|
| R3 |
1.4523 |
1.4377 |
1.3991 |
|
| R2 |
1.4194 |
1.4194 |
1.3961 |
|
| R1 |
1.4048 |
1.4048 |
1.3931 |
1.3957 |
| PP |
1.3865 |
1.3865 |
1.3865 |
1.3820 |
| S1 |
1.3719 |
1.3719 |
1.3871 |
1.3628 |
| S2 |
1.3536 |
1.3536 |
1.3841 |
|
| S3 |
1.3207 |
1.3390 |
1.3811 |
|
| S4 |
1.2878 |
1.3061 |
1.3720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4053 |
1.3683 |
0.0370 |
2.7% |
0.0192 |
1.4% |
72% |
True |
False |
538 |
| 10 |
1.4154 |
1.3683 |
0.0471 |
3.4% |
0.0174 |
1.2% |
56% |
False |
False |
450 |
| 20 |
1.4154 |
1.3374 |
0.0780 |
5.6% |
0.0160 |
1.1% |
74% |
False |
False |
554 |
| 40 |
1.4154 |
1.2650 |
0.1504 |
10.8% |
0.0127 |
0.9% |
86% |
False |
False |
349 |
| 60 |
1.4154 |
1.2642 |
0.1512 |
10.8% |
0.0090 |
0.6% |
86% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4618 |
|
2.618 |
1.4401 |
|
1.618 |
1.4268 |
|
1.000 |
1.4186 |
|
0.618 |
1.4135 |
|
HIGH |
1.4053 |
|
0.618 |
1.4002 |
|
0.500 |
1.3987 |
|
0.382 |
1.3971 |
|
LOW |
1.3920 |
|
0.618 |
1.3838 |
|
1.000 |
1.3787 |
|
1.618 |
1.3705 |
|
2.618 |
1.3572 |
|
4.250 |
1.3355 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3987 |
1.3947 |
| PP |
1.3974 |
1.3946 |
| S1 |
1.3961 |
1.3946 |
|