CME Euro FX (E) Future September 2010


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Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 1.2906 1.2947 0.0041 0.3% 1.2640
High 1.2990 1.3029 0.0039 0.3% 1.3006
Low 1.2869 1.2838 -0.0031 -0.2% 1.2524
Close 1.2958 1.2893 -0.0065 -0.5% 1.2943
Range 0.0121 0.0191 0.0070 57.9% 0.0482
ATR 0.0154 0.0156 0.0003 1.7% 0.0000
Volume 289,643 226,230 -63,413 -21.9% 1,366,361
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3493 1.3384 1.2998
R3 1.3302 1.3193 1.2946
R2 1.3111 1.3111 1.2928
R1 1.3002 1.3002 1.2911 1.2961
PP 1.2920 1.2920 1.2920 1.2900
S1 1.2811 1.2811 1.2875 1.2770
S2 1.2729 1.2729 1.2858
S3 1.2538 1.2620 1.2840
S4 1.2347 1.2429 1.2788
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 1.3029 1.2682 0.0347 2.7% 0.0157 1.2% 61% True False 290,060
10 1.3029 1.2524 0.0505 3.9% 0.0143 1.1% 73% True False 277,979
20 1.3029 1.2157 0.0872 6.8% 0.0151 1.2% 84% True False 298,113
40 1.3029 1.1884 0.1145 8.9% 0.0158 1.2% 88% True False 205,720
60 1.3415 1.1884 0.1531 11.9% 0.0173 1.3% 66% False False 138,294
80 1.3686 1.1884 0.1802 14.0% 0.0157 1.2% 56% False False 103,895
100 1.3812 1.1884 0.1928 15.0% 0.0143 1.1% 52% False False 83,166
120 1.3940 1.1884 0.2056 15.9% 0.0124 1.0% 49% False False 69,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0040
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3841
2.618 1.3529
1.618 1.3338
1.000 1.3220
0.618 1.3147
HIGH 1.3029
0.618 1.2956
0.500 1.2934
0.382 1.2911
LOW 1.2838
0.618 1.2720
1.000 1.2647
1.618 1.2529
2.618 1.2338
4.250 1.2026
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 1.2934 1.2934
PP 1.2920 1.2920
S1 1.2907 1.2907

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

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