CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2694 |
1.2640 |
-0.0054 |
-0.4% |
1.2559 |
| High |
1.2723 |
1.2649 |
-0.0074 |
-0.6% |
1.2725 |
| Low |
1.2609 |
1.2552 |
-0.0057 |
-0.5% |
1.2483 |
| Close |
1.2646 |
1.2597 |
-0.0049 |
-0.4% |
1.2646 |
| Range |
0.0114 |
0.0097 |
-0.0017 |
-14.9% |
0.0242 |
| ATR |
0.0155 |
0.0151 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
249,254 |
247,622 |
-1,632 |
-0.7% |
1,177,193 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2890 |
1.2841 |
1.2650 |
|
| R3 |
1.2793 |
1.2744 |
1.2624 |
|
| R2 |
1.2696 |
1.2696 |
1.2615 |
|
| R1 |
1.2647 |
1.2647 |
1.2606 |
1.2623 |
| PP |
1.2599 |
1.2599 |
1.2599 |
1.2588 |
| S1 |
1.2550 |
1.2550 |
1.2588 |
1.2526 |
| S2 |
1.2502 |
1.2502 |
1.2579 |
|
| S3 |
1.2405 |
1.2453 |
1.2570 |
|
| S4 |
1.2308 |
1.2356 |
1.2544 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3344 |
1.3237 |
1.2779 |
|
| R3 |
1.3102 |
1.2995 |
1.2713 |
|
| R2 |
1.2860 |
1.2860 |
1.2690 |
|
| R1 |
1.2753 |
1.2753 |
1.2668 |
1.2807 |
| PP |
1.2618 |
1.2618 |
1.2618 |
1.2645 |
| S1 |
1.2511 |
1.2511 |
1.2624 |
1.2565 |
| S2 |
1.2376 |
1.2376 |
1.2602 |
|
| S3 |
1.2134 |
1.2269 |
1.2579 |
|
| S4 |
1.1892 |
1.2027 |
1.2513 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2725 |
1.2483 |
0.0242 |
1.9% |
0.0122 |
1.0% |
47% |
False |
False |
284,963 |
| 10 |
1.2725 |
1.2157 |
0.0568 |
4.5% |
0.0150 |
1.2% |
77% |
False |
False |
313,154 |
| 20 |
1.2725 |
1.2124 |
0.0601 |
4.8% |
0.0144 |
1.1% |
79% |
False |
False |
299,689 |
| 40 |
1.2725 |
1.1884 |
0.0841 |
6.7% |
0.0170 |
1.3% |
85% |
False |
False |
165,635 |
| 60 |
1.3570 |
1.1884 |
0.1686 |
13.4% |
0.0168 |
1.3% |
42% |
False |
False |
111,149 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
14.3% |
0.0154 |
1.2% |
40% |
False |
False |
83,496 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.3% |
0.0136 |
1.1% |
37% |
False |
False |
66,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3061 |
|
2.618 |
1.2903 |
|
1.618 |
1.2806 |
|
1.000 |
1.2746 |
|
0.618 |
1.2709 |
|
HIGH |
1.2649 |
|
0.618 |
1.2612 |
|
0.500 |
1.2601 |
|
0.382 |
1.2589 |
|
LOW |
1.2552 |
|
0.618 |
1.2492 |
|
1.000 |
1.2455 |
|
1.618 |
1.2395 |
|
2.618 |
1.2298 |
|
4.250 |
1.2140 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2601 |
1.2639 |
| PP |
1.2599 |
1.2625 |
| S1 |
1.2598 |
1.2611 |
|