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CME Euro FX (E) Future September 2010


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Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 1.2728 1.2742 0.0014 0.1% 1.2559
High 1.2779 1.2967 0.0188 1.5% 1.2725
Low 1.2682 1.2708 0.0026 0.2% 1.2483
Close 1.2730 1.2895 0.0165 1.3% 1.2646
Range 0.0097 0.0259 0.0162 167.0% 0.0242
ATR 0.0152 0.0159 0.0008 5.1% 0.0000
Volume 337,464 255,092 -82,372 -24.4% 1,177,193
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3634 1.3523 1.3037
R3 1.3375 1.3264 1.2966
R2 1.3116 1.3116 1.2942
R1 1.3005 1.3005 1.2919 1.3061
PP 1.2857 1.2857 1.2857 1.2884
S1 1.2746 1.2746 1.2871 1.2802
S2 1.2598 1.2598 1.2848
S3 1.2339 1.2487 1.2824
S4 1.2080 1.2228 1.2753
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 1.2967 1.2524 0.0443 3.4% 0.0157 1.2% 84% True False 254,748
10 1.2967 1.2197 0.0770 6.0% 0.0166 1.3% 91% True False 302,825
20 1.2967 1.2157 0.0810 6.3% 0.0149 1.2% 91% True False 293,400
40 1.2967 1.1884 0.1083 8.4% 0.0167 1.3% 93% True False 184,761
60 1.3441 1.1884 0.1557 12.1% 0.0173 1.3% 65% False False 124,053
80 1.3686 1.1884 0.1802 14.0% 0.0157 1.2% 56% False False 93,188
100 1.3812 1.1884 0.1928 15.0% 0.0140 1.1% 52% False False 74,589
120 1.4050 1.1884 0.2166 16.8% 0.0121 0.9% 47% False False 62,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4068
2.618 1.3645
1.618 1.3386
1.000 1.3226
0.618 1.3127
HIGH 1.2967
0.618 1.2868
0.500 1.2838
0.382 1.2807
LOW 1.2708
0.618 1.2548
1.000 1.2449
1.618 1.2289
2.618 1.2030
4.250 1.1607
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 1.2876 1.2845
PP 1.2857 1.2795
S1 1.2838 1.2746

These figures are updated between 7pm and 10pm EST after a trading day.

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