CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3919 |
1.3942 |
0.0023 |
0.2% |
1.3964 |
| High |
1.3966 |
1.4072 |
0.0106 |
0.8% |
1.4042 |
| Low |
1.3850 |
1.3926 |
0.0076 |
0.5% |
1.3688 |
| Close |
1.3920 |
1.3967 |
0.0047 |
0.3% |
1.3920 |
| Range |
0.0116 |
0.0146 |
0.0030 |
25.9% |
0.0354 |
| ATR |
0.0168 |
0.0167 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
267,208 |
284,122 |
16,914 |
6.3% |
1,908,925 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4426 |
1.4343 |
1.4047 |
|
| R3 |
1.4280 |
1.4197 |
1.4007 |
|
| R2 |
1.4134 |
1.4134 |
1.3994 |
|
| R1 |
1.4051 |
1.4051 |
1.3980 |
1.4093 |
| PP |
1.3988 |
1.3988 |
1.3988 |
1.4009 |
| S1 |
1.3905 |
1.3905 |
1.3954 |
1.3947 |
| S2 |
1.3842 |
1.3842 |
1.3940 |
|
| S3 |
1.3696 |
1.3759 |
1.3927 |
|
| S4 |
1.3550 |
1.3613 |
1.3887 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4945 |
1.4787 |
1.4115 |
|
| R3 |
1.4591 |
1.4433 |
1.4017 |
|
| R2 |
1.4237 |
1.4237 |
1.3985 |
|
| R1 |
1.4079 |
1.4079 |
1.3952 |
1.3981 |
| PP |
1.3883 |
1.3883 |
1.3883 |
1.3835 |
| S1 |
1.3725 |
1.3725 |
1.3888 |
1.3627 |
| S2 |
1.3529 |
1.3529 |
1.3855 |
|
| S3 |
1.3175 |
1.3371 |
1.3823 |
|
| S4 |
1.2821 |
1.3017 |
1.3725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4072 |
1.3688 |
0.0384 |
2.7% |
0.0206 |
1.5% |
73% |
True |
False |
375,477 |
| 10 |
1.4156 |
1.3688 |
0.0468 |
3.4% |
0.0182 |
1.3% |
60% |
False |
False |
367,461 |
| 20 |
1.4156 |
1.3377 |
0.0779 |
5.6% |
0.0169 |
1.2% |
76% |
False |
False |
360,049 |
| 40 |
1.4156 |
1.2623 |
0.1533 |
11.0% |
0.0153 |
1.1% |
88% |
False |
False |
282,172 |
| 60 |
1.4156 |
1.2587 |
0.1569 |
11.2% |
0.0145 |
1.0% |
88% |
False |
False |
188,659 |
| 80 |
1.4156 |
1.2490 |
0.1666 |
11.9% |
0.0141 |
1.0% |
89% |
False |
False |
141,633 |
| 100 |
1.4156 |
1.1922 |
0.2234 |
16.0% |
0.0137 |
1.0% |
92% |
False |
False |
113,338 |
| 120 |
1.4156 |
1.1922 |
0.2234 |
16.0% |
0.0138 |
1.0% |
92% |
False |
False |
94,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4693 |
|
2.618 |
1.4454 |
|
1.618 |
1.4308 |
|
1.000 |
1.4218 |
|
0.618 |
1.4162 |
|
HIGH |
1.4072 |
|
0.618 |
1.4016 |
|
0.500 |
1.3999 |
|
0.382 |
1.3982 |
|
LOW |
1.3926 |
|
0.618 |
1.3836 |
|
1.000 |
1.3780 |
|
1.618 |
1.3690 |
|
2.618 |
1.3544 |
|
4.250 |
1.3306 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3999 |
1.3965 |
| PP |
1.3988 |
1.3963 |
| S1 |
1.3978 |
1.3961 |
|