CME Euro FX (E) Future September 2010
| 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 |
|
|
|
| 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 |
|