CME Euro FX (E) Future March 2011
Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1.3907 |
1.3915 |
0.0008 |
0.1% |
1.3761 |
High |
1.4000 |
1.3955 |
-0.0045 |
-0.3% |
1.4000 |
Low |
1.3838 |
1.3814 |
-0.0024 |
-0.2% |
1.3629 |
Close |
1.3909 |
1.3891 |
-0.0018 |
-0.1% |
1.3891 |
Range |
0.0162 |
0.0141 |
-0.0021 |
-13.0% |
0.0371 |
ATR |
0.0128 |
0.0129 |
0.0001 |
0.7% |
0.0000 |
Volume |
355 |
856 |
501 |
141.1% |
3,848 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4310 |
1.4241 |
1.3969 |
|
R3 |
1.4169 |
1.4100 |
1.3930 |
|
R2 |
1.4028 |
1.4028 |
1.3917 |
|
R1 |
1.3959 |
1.3959 |
1.3904 |
1.3923 |
PP |
1.3887 |
1.3887 |
1.3887 |
1.3869 |
S1 |
1.3818 |
1.3818 |
1.3878 |
1.3782 |
S2 |
1.3746 |
1.3746 |
1.3865 |
|
S3 |
1.3605 |
1.3677 |
1.3852 |
|
S4 |
1.3464 |
1.3536 |
1.3813 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4953 |
1.4793 |
1.4095 |
|
R3 |
1.4582 |
1.4422 |
1.3993 |
|
R2 |
1.4211 |
1.4211 |
1.3959 |
|
R1 |
1.4051 |
1.4051 |
1.3925 |
1.4131 |
PP |
1.3840 |
1.3840 |
1.3840 |
1.3880 |
S1 |
1.3680 |
1.3680 |
1.3857 |
1.3760 |
S2 |
1.3469 |
1.3469 |
1.3823 |
|
S3 |
1.3098 |
1.3309 |
1.3789 |
|
S4 |
1.2727 |
1.2938 |
1.3687 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4554 |
2.618 |
1.4324 |
1.618 |
1.4183 |
1.000 |
1.4096 |
0.618 |
1.4042 |
HIGH |
1.3955 |
0.618 |
1.3901 |
0.500 |
1.3885 |
0.382 |
1.3868 |
LOW |
1.3814 |
0.618 |
1.3727 |
1.000 |
1.3673 |
1.618 |
1.3586 |
2.618 |
1.3445 |
4.250 |
1.3215 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3889 |
1.3892 |
PP |
1.3887 |
1.3891 |
S1 |
1.3885 |
1.3891 |
|