CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3616 |
1.3603 |
-0.0013 |
-0.1% |
1.3455 |
| High |
1.3663 |
1.3774 |
0.0111 |
0.8% |
1.3774 |
| Low |
1.3546 |
1.3603 |
0.0057 |
0.4% |
1.3374 |
| Close |
1.3624 |
1.3761 |
0.0137 |
1.0% |
1.3761 |
| Range |
0.0117 |
0.0171 |
0.0054 |
46.2% |
0.0400 |
| ATR |
0.0113 |
0.0117 |
0.0004 |
3.6% |
0.0000 |
| Volume |
601 |
724 |
123 |
20.5% |
3,044 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4226 |
1.4164 |
1.3855 |
|
| R3 |
1.4055 |
1.3993 |
1.3808 |
|
| R2 |
1.3884 |
1.3884 |
1.3792 |
|
| R1 |
1.3822 |
1.3822 |
1.3777 |
1.3853 |
| PP |
1.3713 |
1.3713 |
1.3713 |
1.3728 |
| S1 |
1.3651 |
1.3651 |
1.3745 |
1.3682 |
| S2 |
1.3542 |
1.3542 |
1.3730 |
|
| S3 |
1.3371 |
1.3480 |
1.3714 |
|
| S4 |
1.3200 |
1.3309 |
1.3667 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4836 |
1.4699 |
1.3981 |
|
| R3 |
1.4436 |
1.4299 |
1.3871 |
|
| R2 |
1.4036 |
1.4036 |
1.3834 |
|
| R1 |
1.3899 |
1.3899 |
1.3798 |
1.3968 |
| PP |
1.3636 |
1.3636 |
1.3636 |
1.3671 |
| S1 |
1.3499 |
1.3499 |
1.3724 |
1.3568 |
| S2 |
1.3236 |
1.3236 |
1.3688 |
|
| S3 |
1.2836 |
1.3099 |
1.3651 |
|
| S4 |
1.2436 |
1.2699 |
1.3541 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4501 |
|
2.618 |
1.4222 |
|
1.618 |
1.4051 |
|
1.000 |
1.3945 |
|
0.618 |
1.3880 |
|
HIGH |
1.3774 |
|
0.618 |
1.3709 |
|
0.500 |
1.3689 |
|
0.382 |
1.3668 |
|
LOW |
1.3603 |
|
0.618 |
1.3497 |
|
1.000 |
1.3432 |
|
1.618 |
1.3326 |
|
2.618 |
1.3155 |
|
4.250 |
1.2876 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3737 |
1.3727 |
| PP |
1.3713 |
1.3694 |
| S1 |
1.3689 |
1.3660 |
|