CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2559 |
1.2627 |
0.0068 |
0.5% |
1.2384 |
| High |
1.2666 |
1.2668 |
0.0002 |
0.0% |
1.2617 |
| Low |
1.2483 |
1.2556 |
0.0073 |
0.6% |
1.2157 |
| Close |
1.2623 |
1.2654 |
0.0031 |
0.2% |
1.2557 |
| Range |
0.0183 |
0.0112 |
-0.0071 |
-38.8% |
0.0460 |
| ATR |
0.0167 |
0.0163 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
279,628 |
359,963 |
80,335 |
28.7% |
1,706,731 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2962 |
1.2920 |
1.2716 |
|
| R3 |
1.2850 |
1.2808 |
1.2685 |
|
| R2 |
1.2738 |
1.2738 |
1.2675 |
|
| R1 |
1.2696 |
1.2696 |
1.2664 |
1.2717 |
| PP |
1.2626 |
1.2626 |
1.2626 |
1.2637 |
| S1 |
1.2584 |
1.2584 |
1.2644 |
1.2605 |
| S2 |
1.2514 |
1.2514 |
1.2633 |
|
| S3 |
1.2402 |
1.2472 |
1.2623 |
|
| S4 |
1.2290 |
1.2360 |
1.2592 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3824 |
1.3650 |
1.2810 |
|
| R3 |
1.3364 |
1.3190 |
1.2684 |
|
| R2 |
1.2904 |
1.2904 |
1.2641 |
|
| R1 |
1.2730 |
1.2730 |
1.2599 |
1.2817 |
| PP |
1.2444 |
1.2444 |
1.2444 |
1.2487 |
| S1 |
1.2270 |
1.2270 |
1.2515 |
1.2357 |
| S2 |
1.1984 |
1.1984 |
1.2473 |
|
| S3 |
1.1524 |
1.1810 |
1.2431 |
|
| S4 |
1.1064 |
1.1350 |
1.2304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2668 |
1.2172 |
0.0496 |
3.9% |
0.0183 |
1.4% |
97% |
True |
False |
359,275 |
| 10 |
1.2668 |
1.2157 |
0.0511 |
4.0% |
0.0159 |
1.3% |
97% |
True |
False |
328,447 |
| 20 |
1.2668 |
1.1933 |
0.0735 |
5.8% |
0.0151 |
1.2% |
98% |
True |
False |
282,362 |
| 40 |
1.2799 |
1.1884 |
0.0915 |
7.2% |
0.0173 |
1.4% |
84% |
False |
False |
146,229 |
| 60 |
1.3675 |
1.1884 |
0.1791 |
14.2% |
0.0167 |
1.3% |
43% |
False |
False |
98,095 |
| 80 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0155 |
1.2% |
40% |
False |
False |
73,701 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.2% |
0.0134 |
1.1% |
40% |
False |
False |
58,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3144 |
|
2.618 |
1.2961 |
|
1.618 |
1.2849 |
|
1.000 |
1.2780 |
|
0.618 |
1.2737 |
|
HIGH |
1.2668 |
|
0.618 |
1.2625 |
|
0.500 |
1.2612 |
|
0.382 |
1.2599 |
|
LOW |
1.2556 |
|
0.618 |
1.2487 |
|
1.000 |
1.2444 |
|
1.618 |
1.2375 |
|
2.618 |
1.2263 |
|
4.250 |
1.2080 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2640 |
1.2628 |
| PP |
1.2626 |
1.2602 |
| S1 |
1.2612 |
1.2576 |
|