CME Euro FX (E) Future March 2011
| 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 |
1.3603 |
1.3761 |
0.0158 |
1.2% |
1.3455 |
| High |
1.3774 |
1.3766 |
-0.0008 |
-0.1% |
1.3774 |
| Low |
1.3603 |
1.3650 |
0.0047 |
0.3% |
1.3374 |
| Close |
1.3761 |
1.3669 |
-0.0092 |
-0.7% |
1.3761 |
| Range |
0.0171 |
0.0116 |
-0.0055 |
-32.2% |
0.0400 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
724 |
1,608 |
884 |
122.1% |
3,044 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4043 |
1.3972 |
1.3733 |
|
| R3 |
1.3927 |
1.3856 |
1.3701 |
|
| R2 |
1.3811 |
1.3811 |
1.3690 |
|
| R1 |
1.3740 |
1.3740 |
1.3680 |
1.3718 |
| PP |
1.3695 |
1.3695 |
1.3695 |
1.3684 |
| S1 |
1.3624 |
1.3624 |
1.3658 |
1.3602 |
| S2 |
1.3579 |
1.3579 |
1.3648 |
|
| S3 |
1.3463 |
1.3508 |
1.3637 |
|
| S4 |
1.3347 |
1.3392 |
1.3605 |
|
|
| 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 |
1.4259 |
|
2.618 |
1.4070 |
|
1.618 |
1.3954 |
|
1.000 |
1.3882 |
|
0.618 |
1.3838 |
|
HIGH |
1.3766 |
|
0.618 |
1.3722 |
|
0.500 |
1.3708 |
|
0.382 |
1.3694 |
|
LOW |
1.3650 |
|
0.618 |
1.3578 |
|
1.000 |
1.3534 |
|
1.618 |
1.3462 |
|
2.618 |
1.3346 |
|
4.250 |
1.3157 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3708 |
1.3666 |
| PP |
1.3695 |
1.3663 |
| S1 |
1.3682 |
1.3660 |
|