CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3664 |
1.3817 |
0.0153 |
1.1% |
1.3455 |
| High |
1.3840 |
1.3922 |
0.0082 |
0.6% |
1.3774 |
| Low |
1.3629 |
1.3783 |
0.0154 |
1.1% |
1.3374 |
| Close |
1.3830 |
1.3918 |
0.0088 |
0.6% |
1.3761 |
| Range |
0.0211 |
0.0139 |
-0.0072 |
-34.1% |
0.0400 |
| ATR |
0.0124 |
0.0125 |
0.0001 |
0.9% |
0.0000 |
| Volume |
287 |
742 |
455 |
158.5% |
3,044 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4291 |
1.4244 |
1.3994 |
|
| R3 |
1.4152 |
1.4105 |
1.3956 |
|
| R2 |
1.4013 |
1.4013 |
1.3943 |
|
| R1 |
1.3966 |
1.3966 |
1.3931 |
1.3990 |
| PP |
1.3874 |
1.3874 |
1.3874 |
1.3886 |
| S1 |
1.3827 |
1.3827 |
1.3905 |
1.3851 |
| S2 |
1.3735 |
1.3735 |
1.3893 |
|
| S3 |
1.3596 |
1.3688 |
1.3880 |
|
| S4 |
1.3457 |
1.3549 |
1.3842 |
|
|
| 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 |
1.4513 |
|
2.618 |
1.4286 |
|
1.618 |
1.4147 |
|
1.000 |
1.4061 |
|
0.618 |
1.4008 |
|
HIGH |
1.3922 |
|
0.618 |
1.3869 |
|
0.500 |
1.3853 |
|
0.382 |
1.3836 |
|
LOW |
1.3783 |
|
0.618 |
1.3697 |
|
1.000 |
1.3644 |
|
1.618 |
1.3558 |
|
2.618 |
1.3419 |
|
4.250 |
1.3192 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3896 |
1.3871 |
| PP |
1.3874 |
1.3823 |
| S1 |
1.3853 |
1.3776 |
|