CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3928 |
1.4016 |
0.0088 |
0.6% |
1.3656 |
| High |
1.3928 |
1.4016 |
0.0088 |
0.6% |
1.3935 |
| Low |
1.3928 |
1.4016 |
0.0088 |
0.6% |
1.3656 |
| Close |
1.3928 |
1.4019 |
0.0091 |
0.7% |
1.3876 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
1 |
1 |
0 |
0.0% |
37 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4017 |
1.4018 |
1.4019 |
|
| R3 |
1.4017 |
1.4018 |
1.4019 |
|
| R2 |
1.4017 |
1.4017 |
1.4019 |
|
| R1 |
1.4018 |
1.4018 |
1.4019 |
1.4018 |
| PP |
1.4017 |
1.4017 |
1.4017 |
1.4017 |
| S1 |
1.4018 |
1.4018 |
1.4019 |
1.4018 |
| S2 |
1.4017 |
1.4017 |
1.4019 |
|
| S3 |
1.4017 |
1.4018 |
1.4019 |
|
| S4 |
1.4017 |
1.4018 |
1.4019 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4659 |
1.4547 |
1.4029 |
|
| R3 |
1.4380 |
1.4268 |
1.3953 |
|
| R2 |
1.4101 |
1.4101 |
1.3927 |
|
| R1 |
1.3989 |
1.3989 |
1.3902 |
1.4045 |
| PP |
1.3822 |
1.3822 |
1.3822 |
1.3851 |
| S1 |
1.3710 |
1.3710 |
1.3850 |
1.3766 |
| S2 |
1.3543 |
1.3543 |
1.3825 |
|
| S3 |
1.3264 |
1.3431 |
1.3799 |
|
| S4 |
1.2985 |
1.3152 |
1.3723 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4016 |
|
2.618 |
1.4016 |
|
1.618 |
1.4016 |
|
1.000 |
1.4016 |
|
0.618 |
1.4016 |
|
HIGH |
1.4016 |
|
0.618 |
1.4016 |
|
0.500 |
1.4016 |
|
0.382 |
1.4016 |
|
LOW |
1.4016 |
|
0.618 |
1.4016 |
|
1.000 |
1.4016 |
|
1.618 |
1.4016 |
|
2.618 |
1.4016 |
|
4.250 |
1.4016 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4018 |
1.3976 |
| PP |
1.4017 |
1.3933 |
| S1 |
1.4016 |
1.3891 |
|