CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3817 |
1.3907 |
0.0090 |
0.7% |
1.3455 |
| High |
1.3922 |
1.4000 |
0.0078 |
0.6% |
1.3774 |
| Low |
1.3783 |
1.3838 |
0.0055 |
0.4% |
1.3374 |
| Close |
1.3918 |
1.3909 |
-0.0009 |
-0.1% |
1.3761 |
| Range |
0.0139 |
0.0162 |
0.0023 |
16.5% |
0.0400 |
| ATR |
0.0125 |
0.0128 |
0.0003 |
2.1% |
0.0000 |
| Volume |
742 |
355 |
-387 |
-52.2% |
3,044 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4402 |
1.4317 |
1.3998 |
|
| R3 |
1.4240 |
1.4155 |
1.3954 |
|
| R2 |
1.4078 |
1.4078 |
1.3939 |
|
| R1 |
1.3993 |
1.3993 |
1.3924 |
1.4036 |
| PP |
1.3916 |
1.3916 |
1.3916 |
1.3937 |
| S1 |
1.3831 |
1.3831 |
1.3894 |
1.3874 |
| S2 |
1.3754 |
1.3754 |
1.3879 |
|
| S3 |
1.3592 |
1.3669 |
1.3864 |
|
| S4 |
1.3430 |
1.3507 |
1.3820 |
|
|
| 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 |
1.4689 |
|
2.618 |
1.4424 |
|
1.618 |
1.4262 |
|
1.000 |
1.4162 |
|
0.618 |
1.4100 |
|
HIGH |
1.4000 |
|
0.618 |
1.3938 |
|
0.500 |
1.3919 |
|
0.382 |
1.3900 |
|
LOW |
1.3838 |
|
0.618 |
1.3738 |
|
1.000 |
1.3676 |
|
1.618 |
1.3576 |
|
2.618 |
1.3414 |
|
4.250 |
1.3150 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3919 |
1.3878 |
| PP |
1.3916 |
1.3846 |
| S1 |
1.3912 |
1.3815 |
|