CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3916 |
1.3826 |
-0.0090 |
-0.6% |
1.3946 |
| High |
1.3949 |
1.3848 |
-0.0101 |
-0.7% |
1.4012 |
| Low |
1.3796 |
1.3710 |
-0.0086 |
-0.6% |
1.3683 |
| Close |
1.3820 |
1.3731 |
-0.0089 |
-0.6% |
1.3901 |
| Range |
0.0153 |
0.0138 |
-0.0015 |
-9.8% |
0.0329 |
| ATR |
0.0154 |
0.0153 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
371 |
752 |
381 |
102.7% |
2,938 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4177 |
1.4092 |
1.3807 |
|
| R3 |
1.4039 |
1.3954 |
1.3769 |
|
| R2 |
1.3901 |
1.3901 |
1.3756 |
|
| R1 |
1.3816 |
1.3816 |
1.3744 |
1.3790 |
| PP |
1.3763 |
1.3763 |
1.3763 |
1.3750 |
| S1 |
1.3678 |
1.3678 |
1.3718 |
1.3652 |
| S2 |
1.3625 |
1.3625 |
1.3706 |
|
| S3 |
1.3487 |
1.3540 |
1.3693 |
|
| S4 |
1.3349 |
1.3402 |
1.3655 |
|
|
| 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 |
1.3710 |
0.0343 |
2.5% |
0.0138 |
1.0% |
6% |
False |
True |
488 |
| 10 |
1.4154 |
1.3683 |
0.0471 |
3.4% |
0.0180 |
1.3% |
10% |
False |
False |
504 |
| 20 |
1.4154 |
1.3546 |
0.0608 |
4.4% |
0.0161 |
1.2% |
30% |
False |
False |
568 |
| 40 |
1.4154 |
1.2650 |
0.1504 |
11.0% |
0.0134 |
1.0% |
72% |
False |
False |
376 |
| 60 |
1.4154 |
1.2642 |
0.1512 |
11.0% |
0.0095 |
0.7% |
72% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4435 |
|
2.618 |
1.4209 |
|
1.618 |
1.4071 |
|
1.000 |
1.3986 |
|
0.618 |
1.3933 |
|
HIGH |
1.3848 |
|
0.618 |
1.3795 |
|
0.500 |
1.3779 |
|
0.382 |
1.3763 |
|
LOW |
1.3710 |
|
0.618 |
1.3625 |
|
1.000 |
1.3572 |
|
1.618 |
1.3487 |
|
2.618 |
1.3349 |
|
4.250 |
1.3124 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3779 |
1.3882 |
| PP |
1.3763 |
1.3831 |
| S1 |
1.3747 |
1.3781 |
|