CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2931 |
1.2906 |
-0.0025 |
-0.2% |
1.2640 |
| High |
1.3006 |
1.2990 |
-0.0016 |
-0.1% |
1.3006 |
| Low |
1.2889 |
1.2869 |
-0.0020 |
-0.2% |
1.2524 |
| Close |
1.2943 |
1.2958 |
0.0015 |
0.1% |
1.2943 |
| Range |
0.0117 |
0.0121 |
0.0004 |
3.4% |
0.0482 |
| ATR |
0.0156 |
0.0154 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
341,871 |
289,643 |
-52,228 |
-15.3% |
1,366,361 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3302 |
1.3251 |
1.3025 |
|
| R3 |
1.3181 |
1.3130 |
1.2991 |
|
| R2 |
1.3060 |
1.3060 |
1.2980 |
|
| R1 |
1.3009 |
1.3009 |
1.2969 |
1.3035 |
| PP |
1.2939 |
1.2939 |
1.2939 |
1.2952 |
| S1 |
1.2888 |
1.2888 |
1.2947 |
1.2914 |
| S2 |
1.2818 |
1.2818 |
1.2936 |
|
| S3 |
1.2697 |
1.2767 |
1.2925 |
|
| S4 |
1.2576 |
1.2646 |
1.2891 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4270 |
1.4089 |
1.3208 |
|
| R3 |
1.3788 |
1.3607 |
1.3076 |
|
| R2 |
1.3306 |
1.3306 |
1.3031 |
|
| R1 |
1.3125 |
1.3125 |
1.2987 |
1.3216 |
| PP |
1.2824 |
1.2824 |
1.2824 |
1.2870 |
| S1 |
1.2643 |
1.2643 |
1.2899 |
1.2734 |
| S2 |
1.2342 |
1.2342 |
1.2855 |
|
| S3 |
1.1860 |
1.2161 |
1.2810 |
|
| S4 |
1.1378 |
1.1679 |
1.2678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3006 |
1.2524 |
0.0482 |
3.7% |
0.0162 |
1.3% |
90% |
False |
False |
281,676 |
| 10 |
1.3006 |
1.2483 |
0.0523 |
4.0% |
0.0142 |
1.1% |
91% |
False |
False |
283,319 |
| 20 |
1.3006 |
1.2157 |
0.0849 |
6.6% |
0.0149 |
1.2% |
94% |
False |
False |
296,293 |
| 40 |
1.3006 |
1.1884 |
0.1122 |
8.7% |
0.0159 |
1.2% |
96% |
False |
False |
200,195 |
| 60 |
1.3415 |
1.1884 |
0.1531 |
11.8% |
0.0173 |
1.3% |
70% |
False |
False |
134,559 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
13.9% |
0.0157 |
1.2% |
60% |
False |
False |
101,073 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
14.9% |
0.0142 |
1.1% |
56% |
False |
False |
80,904 |
| 120 |
1.3961 |
1.1884 |
0.2077 |
16.0% |
0.0123 |
0.9% |
52% |
False |
False |
67,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3504 |
|
2.618 |
1.3307 |
|
1.618 |
1.3186 |
|
1.000 |
1.3111 |
|
0.618 |
1.3065 |
|
HIGH |
1.2990 |
|
0.618 |
1.2944 |
|
0.500 |
1.2930 |
|
0.382 |
1.2915 |
|
LOW |
1.2869 |
|
0.618 |
1.2794 |
|
1.000 |
1.2748 |
|
1.618 |
1.2673 |
|
2.618 |
1.2552 |
|
4.250 |
1.2355 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2949 |
1.2924 |
| PP |
1.2939 |
1.2891 |
| S1 |
1.2930 |
1.2857 |
|