CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3565 |
1.3616 |
0.0051 |
0.4% |
1.3025 |
| High |
1.3629 |
1.3663 |
0.0034 |
0.2% |
1.3488 |
| Low |
1.3560 |
1.3546 |
-0.0014 |
-0.1% |
1.3023 |
| Close |
1.3629 |
1.3624 |
-0.0005 |
0.0% |
1.3461 |
| Range |
0.0069 |
0.0117 |
0.0048 |
69.6% |
0.0465 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
0.3% |
0.0000 |
| Volume |
407 |
601 |
194 |
47.7% |
1,063 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3962 |
1.3910 |
1.3688 |
|
| R3 |
1.3845 |
1.3793 |
1.3656 |
|
| R2 |
1.3728 |
1.3728 |
1.3645 |
|
| R1 |
1.3676 |
1.3676 |
1.3635 |
1.3702 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3624 |
| S1 |
1.3559 |
1.3559 |
1.3613 |
1.3585 |
| S2 |
1.3494 |
1.3494 |
1.3603 |
|
| S3 |
1.3377 |
1.3442 |
1.3592 |
|
| S4 |
1.3260 |
1.3325 |
1.3560 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4719 |
1.4555 |
1.3717 |
|
| R3 |
1.4254 |
1.4090 |
1.3589 |
|
| R2 |
1.3789 |
1.3789 |
1.3546 |
|
| R1 |
1.3625 |
1.3625 |
1.3504 |
1.3707 |
| PP |
1.3324 |
1.3324 |
1.3324 |
1.3365 |
| S1 |
1.3160 |
1.3160 |
1.3418 |
1.3242 |
| S2 |
1.2859 |
1.2859 |
1.3376 |
|
| S3 |
1.2394 |
1.2695 |
1.3333 |
|
| S4 |
1.1929 |
1.2230 |
1.3205 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4160 |
|
2.618 |
1.3969 |
|
1.618 |
1.3852 |
|
1.000 |
1.3780 |
|
0.618 |
1.3735 |
|
HIGH |
1.3663 |
|
0.618 |
1.3618 |
|
0.500 |
1.3605 |
|
0.382 |
1.3591 |
|
LOW |
1.3546 |
|
0.618 |
1.3474 |
|
1.000 |
1.3429 |
|
1.618 |
1.3357 |
|
2.618 |
1.3240 |
|
4.250 |
1.3049 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3618 |
1.3589 |
| PP |
1.3611 |
1.3554 |
| S1 |
1.3605 |
1.3519 |
|