CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3761 |
1.3664 |
-0.0097 |
-0.7% |
1.3455 |
| High |
1.3766 |
1.3840 |
0.0074 |
0.5% |
1.3774 |
| Low |
1.3650 |
1.3629 |
-0.0021 |
-0.2% |
1.3374 |
| Close |
1.3669 |
1.3830 |
0.0161 |
1.2% |
1.3761 |
| Range |
0.0116 |
0.0211 |
0.0095 |
81.9% |
0.0400 |
| ATR |
0.0117 |
0.0124 |
0.0007 |
5.7% |
0.0000 |
| Volume |
1,608 |
287 |
-1,321 |
-82.2% |
3,044 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4399 |
1.4326 |
1.3946 |
|
| R3 |
1.4188 |
1.4115 |
1.3888 |
|
| R2 |
1.3977 |
1.3977 |
1.3869 |
|
| R1 |
1.3904 |
1.3904 |
1.3849 |
1.3941 |
| PP |
1.3766 |
1.3766 |
1.3766 |
1.3785 |
| S1 |
1.3693 |
1.3693 |
1.3811 |
1.3730 |
| S2 |
1.3555 |
1.3555 |
1.3791 |
|
| S3 |
1.3344 |
1.3482 |
1.3772 |
|
| S4 |
1.3133 |
1.3271 |
1.3714 |
|
|
| 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 |
1.4737 |
|
2.618 |
1.4392 |
|
1.618 |
1.4181 |
|
1.000 |
1.4051 |
|
0.618 |
1.3970 |
|
HIGH |
1.3840 |
|
0.618 |
1.3759 |
|
0.500 |
1.3735 |
|
0.382 |
1.3710 |
|
LOW |
1.3629 |
|
0.618 |
1.3499 |
|
1.000 |
1.3418 |
|
1.618 |
1.3288 |
|
2.618 |
1.3077 |
|
4.250 |
1.2732 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3798 |
1.3794 |
| PP |
1.3766 |
1.3758 |
| S1 |
1.3735 |
1.3722 |
|