CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3993 |
1.3874 |
-0.0119 |
-0.9% |
1.3784 |
| High |
1.4001 |
1.3931 |
-0.0070 |
-0.5% |
1.4022 |
| Low |
1.3859 |
1.3768 |
-0.0091 |
-0.7% |
1.3632 |
| Close |
1.3880 |
1.3906 |
0.0026 |
0.2% |
1.3904 |
| Range |
0.0142 |
0.0163 |
0.0021 |
14.8% |
0.0390 |
| ATR |
0.0148 |
0.0149 |
0.0001 |
0.7% |
0.0000 |
| Volume |
191,627 |
395,937 |
204,310 |
106.6% |
1,822,731 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4357 |
1.4295 |
1.3996 |
|
| R3 |
1.4194 |
1.4132 |
1.3951 |
|
| R2 |
1.4031 |
1.4031 |
1.3936 |
|
| R1 |
1.3969 |
1.3969 |
1.3921 |
1.4000 |
| PP |
1.3868 |
1.3868 |
1.3868 |
1.3884 |
| S1 |
1.3806 |
1.3806 |
1.3891 |
1.3837 |
| S2 |
1.3705 |
1.3705 |
1.3876 |
|
| S3 |
1.3542 |
1.3643 |
1.3861 |
|
| S4 |
1.3379 |
1.3480 |
1.3816 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5023 |
1.4853 |
1.4119 |
|
| R3 |
1.4633 |
1.4463 |
1.4011 |
|
| R2 |
1.4243 |
1.4243 |
1.3976 |
|
| R1 |
1.4073 |
1.4073 |
1.3940 |
1.4158 |
| PP |
1.3853 |
1.3853 |
1.3853 |
1.3895 |
| S1 |
1.3683 |
1.3683 |
1.3868 |
1.3768 |
| S2 |
1.3463 |
1.3463 |
1.3833 |
|
| S3 |
1.3073 |
1.3293 |
1.3797 |
|
| S4 |
1.2683 |
1.2903 |
1.3690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4022 |
1.3768 |
0.0254 |
1.8% |
0.0156 |
1.1% |
54% |
False |
True |
357,504 |
| 10 |
1.4022 |
1.3553 |
0.0469 |
3.4% |
0.0151 |
1.1% |
75% |
False |
False |
349,738 |
| 20 |
1.4022 |
1.2952 |
0.1070 |
7.7% |
0.0150 |
1.1% |
89% |
False |
False |
337,334 |
| 40 |
1.4022 |
1.2587 |
0.1435 |
10.3% |
0.0137 |
1.0% |
92% |
False |
False |
200,630 |
| 60 |
1.4022 |
1.2587 |
0.1435 |
10.3% |
0.0136 |
1.0% |
92% |
False |
False |
134,106 |
| 80 |
1.4022 |
1.2170 |
0.1852 |
13.3% |
0.0136 |
1.0% |
94% |
False |
False |
100,675 |
| 100 |
1.4022 |
1.1922 |
0.2100 |
15.1% |
0.0131 |
0.9% |
94% |
False |
False |
80,555 |
| 120 |
1.4022 |
1.1922 |
0.2100 |
15.1% |
0.0130 |
0.9% |
94% |
False |
False |
67,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4624 |
|
2.618 |
1.4358 |
|
1.618 |
1.4195 |
|
1.000 |
1.4094 |
|
0.618 |
1.4032 |
|
HIGH |
1.3931 |
|
0.618 |
1.3869 |
|
0.500 |
1.3850 |
|
0.382 |
1.3830 |
|
LOW |
1.3768 |
|
0.618 |
1.3667 |
|
1.000 |
1.3605 |
|
1.618 |
1.3504 |
|
2.618 |
1.3341 |
|
4.250 |
1.3075 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3887 |
1.3899 |
| PP |
1.3868 |
1.3892 |
| S1 |
1.3850 |
1.3885 |
|