CME Euro FX (E) Future March 2011
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3920 |
1.3916 |
-0.0004 |
0.0% |
1.3946 |
| High |
1.4053 |
1.3949 |
-0.0104 |
-0.7% |
1.4012 |
| Low |
1.3920 |
1.3796 |
-0.0124 |
-0.9% |
1.3683 |
| Close |
1.3948 |
1.3820 |
-0.0128 |
-0.9% |
1.3901 |
| Range |
0.0133 |
0.0153 |
0.0020 |
15.0% |
0.0329 |
| ATR |
0.0154 |
0.0154 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
243 |
371 |
128 |
52.7% |
2,938 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4314 |
1.4220 |
1.3904 |
|
| R3 |
1.4161 |
1.4067 |
1.3862 |
|
| R2 |
1.4008 |
1.4008 |
1.3848 |
|
| R1 |
1.3914 |
1.3914 |
1.3834 |
1.3885 |
| PP |
1.3855 |
1.3855 |
1.3855 |
1.3840 |
| S1 |
1.3761 |
1.3761 |
1.3806 |
1.3732 |
| S2 |
1.3702 |
1.3702 |
1.3792 |
|
| S3 |
1.3549 |
1.3608 |
1.3778 |
|
| S4 |
1.3396 |
1.3455 |
1.3736 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4852 |
1.4706 |
1.4082 |
|
| R3 |
1.4523 |
1.4377 |
1.3991 |
|
| R2 |
1.4194 |
1.4194 |
1.3961 |
|
| R1 |
1.4048 |
1.4048 |
1.3931 |
1.3957 |
| PP |
1.3865 |
1.3865 |
1.3865 |
1.3820 |
| S1 |
1.3719 |
1.3719 |
1.3871 |
1.3628 |
| S2 |
1.3536 |
1.3536 |
1.3841 |
|
| S3 |
1.3207 |
1.3390 |
1.3811 |
|
| S4 |
1.2878 |
1.3061 |
1.3720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4053 |
1.3683 |
0.0370 |
2.7% |
0.0166 |
1.2% |
37% |
False |
False |
470 |
| 10 |
1.4154 |
1.3683 |
0.0471 |
3.4% |
0.0173 |
1.3% |
29% |
False |
False |
466 |
| 20 |
1.4154 |
1.3546 |
0.0608 |
4.4% |
0.0158 |
1.1% |
45% |
False |
False |
551 |
| 40 |
1.4154 |
1.2650 |
0.1504 |
10.9% |
0.0131 |
0.9% |
78% |
False |
False |
358 |
| 60 |
1.4154 |
1.2642 |
0.1512 |
10.9% |
0.0092 |
0.7% |
78% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4599 |
|
2.618 |
1.4350 |
|
1.618 |
1.4197 |
|
1.000 |
1.4102 |
|
0.618 |
1.4044 |
|
HIGH |
1.3949 |
|
0.618 |
1.3891 |
|
0.500 |
1.3873 |
|
0.382 |
1.3854 |
|
LOW |
1.3796 |
|
0.618 |
1.3701 |
|
1.000 |
1.3643 |
|
1.618 |
1.3548 |
|
2.618 |
1.3395 |
|
4.250 |
1.3146 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3873 |
1.3925 |
| PP |
1.3855 |
1.3890 |
| S1 |
1.3838 |
1.3855 |
|