CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3624 |
1.3784 |
0.0160 |
1.2% |
1.3484 |
| High |
1.3786 |
1.3784 |
-0.0002 |
0.0% |
1.3786 |
| Low |
1.3611 |
1.3660 |
0.0049 |
0.4% |
1.3377 |
| Close |
1.3772 |
1.3679 |
-0.0093 |
-0.7% |
1.3772 |
| Range |
0.0175 |
0.0124 |
-0.0051 |
-29.1% |
0.0409 |
| ATR |
0.0141 |
0.0140 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
322,548 |
261,091 |
-61,457 |
-19.1% |
1,719,173 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4080 |
1.4003 |
1.3747 |
|
| R3 |
1.3956 |
1.3879 |
1.3713 |
|
| R2 |
1.3832 |
1.3832 |
1.3702 |
|
| R1 |
1.3755 |
1.3755 |
1.3690 |
1.3732 |
| PP |
1.3708 |
1.3708 |
1.3708 |
1.3696 |
| S1 |
1.3631 |
1.3631 |
1.3668 |
1.3608 |
| S2 |
1.3584 |
1.3584 |
1.3656 |
|
| S3 |
1.3460 |
1.3507 |
1.3645 |
|
| S4 |
1.3336 |
1.3383 |
1.3611 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4872 |
1.4731 |
1.3997 |
|
| R3 |
1.4463 |
1.4322 |
1.3884 |
|
| R2 |
1.4054 |
1.4054 |
1.3847 |
|
| R1 |
1.3913 |
1.3913 |
1.3809 |
1.3984 |
| PP |
1.3645 |
1.3645 |
1.3645 |
1.3680 |
| S1 |
1.3504 |
1.3504 |
1.3735 |
1.3575 |
| S2 |
1.3236 |
1.3236 |
1.3697 |
|
| S3 |
1.2827 |
1.3095 |
1.3660 |
|
| S4 |
1.2418 |
1.2686 |
1.3547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3786 |
1.3377 |
0.0409 |
3.0% |
0.0144 |
1.1% |
74% |
False |
False |
354,621 |
| 10 |
1.3786 |
1.3054 |
0.0732 |
5.4% |
0.0155 |
1.1% |
85% |
False |
False |
336,548 |
| 20 |
1.3786 |
1.2640 |
0.1146 |
8.4% |
0.0147 |
1.1% |
91% |
False |
False |
291,126 |
| 40 |
1.3786 |
1.2587 |
0.1199 |
8.8% |
0.0137 |
1.0% |
91% |
False |
False |
147,140 |
| 60 |
1.3786 |
1.2531 |
0.1255 |
9.2% |
0.0136 |
1.0% |
91% |
False |
False |
98,352 |
| 80 |
1.3786 |
1.2170 |
0.1616 |
11.8% |
0.0133 |
1.0% |
93% |
False |
False |
73,818 |
| 100 |
1.3786 |
1.1922 |
0.1864 |
13.6% |
0.0134 |
1.0% |
94% |
False |
False |
59,070 |
| 120 |
1.3786 |
1.1922 |
0.1864 |
13.6% |
0.0123 |
0.9% |
94% |
False |
False |
49,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4311 |
|
2.618 |
1.4109 |
|
1.618 |
1.3985 |
|
1.000 |
1.3908 |
|
0.618 |
1.3861 |
|
HIGH |
1.3784 |
|
0.618 |
1.3737 |
|
0.500 |
1.3722 |
|
0.382 |
1.3707 |
|
LOW |
1.3660 |
|
0.618 |
1.3583 |
|
1.000 |
1.3536 |
|
1.618 |
1.3459 |
|
2.618 |
1.3335 |
|
4.250 |
1.3133 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3722 |
1.3676 |
| PP |
1.3708 |
1.3673 |
| S1 |
1.3693 |
1.3670 |
|