CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3440 |
1.3582 |
0.0142 |
1.1% |
1.3045 |
| High |
1.3592 |
1.3644 |
0.0052 |
0.4% |
1.3494 |
| Low |
1.3377 |
1.3564 |
0.0187 |
1.4% |
1.3025 |
| Close |
1.3562 |
1.3637 |
0.0075 |
0.6% |
1.3467 |
| Range |
0.0215 |
0.0080 |
-0.0135 |
-62.8% |
0.0469 |
| ATR |
0.0144 |
0.0139 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
424,926 |
334,646 |
-90,280 |
-21.2% |
1,614,737 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3855 |
1.3826 |
1.3681 |
|
| R3 |
1.3775 |
1.3746 |
1.3659 |
|
| R2 |
1.3695 |
1.3695 |
1.3652 |
|
| R1 |
1.3666 |
1.3666 |
1.3644 |
1.3681 |
| PP |
1.3615 |
1.3615 |
1.3615 |
1.3622 |
| S1 |
1.3586 |
1.3586 |
1.3630 |
1.3601 |
| S2 |
1.3535 |
1.3535 |
1.3622 |
|
| S3 |
1.3455 |
1.3506 |
1.3615 |
|
| S4 |
1.3375 |
1.3426 |
1.3593 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4736 |
1.4570 |
1.3725 |
|
| R3 |
1.4267 |
1.4101 |
1.3596 |
|
| R2 |
1.3798 |
1.3798 |
1.3553 |
|
| R1 |
1.3632 |
1.3632 |
1.3510 |
1.3715 |
| PP |
1.3329 |
1.3329 |
1.3329 |
1.3370 |
| S1 |
1.3163 |
1.3163 |
1.3424 |
1.3246 |
| S2 |
1.2860 |
1.2860 |
1.3381 |
|
| S3 |
1.2391 |
1.2694 |
1.3338 |
|
| S4 |
1.1922 |
1.2225 |
1.3209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3644 |
1.3284 |
0.0360 |
2.6% |
0.0140 |
1.0% |
98% |
True |
False |
320,750 |
| 10 |
1.3644 |
1.2971 |
0.0673 |
4.9% |
0.0150 |
1.1% |
99% |
True |
False |
325,611 |
| 20 |
1.3644 |
1.2640 |
0.1004 |
7.4% |
0.0136 |
1.0% |
99% |
True |
False |
241,926 |
| 40 |
1.3644 |
1.2587 |
0.1057 |
7.8% |
0.0135 |
1.0% |
99% |
True |
False |
121,889 |
| 60 |
1.3644 |
1.2531 |
0.1113 |
8.2% |
0.0132 |
1.0% |
99% |
True |
False |
81,477 |
| 80 |
1.3644 |
1.2035 |
0.1609 |
11.8% |
0.0131 |
1.0% |
100% |
True |
False |
61,152 |
| 100 |
1.3644 |
1.1922 |
0.1722 |
12.6% |
0.0130 |
1.0% |
100% |
True |
False |
48,935 |
| 120 |
1.3644 |
1.1922 |
0.1722 |
12.6% |
0.0120 |
0.9% |
100% |
True |
False |
40,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3984 |
|
2.618 |
1.3853 |
|
1.618 |
1.3773 |
|
1.000 |
1.3724 |
|
0.618 |
1.3693 |
|
HIGH |
1.3644 |
|
0.618 |
1.3613 |
|
0.500 |
1.3604 |
|
0.382 |
1.3595 |
|
LOW |
1.3564 |
|
0.618 |
1.3515 |
|
1.000 |
1.3484 |
|
1.618 |
1.3435 |
|
2.618 |
1.3355 |
|
4.250 |
1.3224 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3626 |
1.3595 |
| PP |
1.3615 |
1.3553 |
| S1 |
1.3604 |
1.3511 |
|