CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2947 |
1.2890 |
-0.0057 |
-0.4% |
1.2640 |
| High |
1.3029 |
1.2912 |
-0.0117 |
-0.9% |
1.3006 |
| Low |
1.2838 |
1.2731 |
-0.0107 |
-0.8% |
1.2524 |
| Close |
1.2893 |
1.2743 |
-0.0150 |
-1.2% |
1.2943 |
| Range |
0.0191 |
0.0181 |
-0.0010 |
-5.2% |
0.0482 |
| ATR |
0.0156 |
0.0158 |
0.0002 |
1.1% |
0.0000 |
| Volume |
226,230 |
285,869 |
59,639 |
26.4% |
1,366,361 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3338 |
1.3222 |
1.2843 |
|
| R3 |
1.3157 |
1.3041 |
1.2793 |
|
| R2 |
1.2976 |
1.2976 |
1.2776 |
|
| R1 |
1.2860 |
1.2860 |
1.2760 |
1.2828 |
| PP |
1.2795 |
1.2795 |
1.2795 |
1.2779 |
| S1 |
1.2679 |
1.2679 |
1.2726 |
1.2647 |
| S2 |
1.2614 |
1.2614 |
1.2710 |
|
| S3 |
1.2433 |
1.2498 |
1.2693 |
|
| S4 |
1.2252 |
1.2317 |
1.2643 |
|
|
| 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 |
1.2708 |
0.0321 |
2.5% |
0.0174 |
1.4% |
11% |
False |
False |
279,741 |
| 10 |
1.3029 |
1.2524 |
0.0505 |
4.0% |
0.0150 |
1.2% |
43% |
False |
False |
270,570 |
| 20 |
1.3029 |
1.2157 |
0.0872 |
6.8% |
0.0154 |
1.2% |
67% |
False |
False |
299,508 |
| 40 |
1.3029 |
1.1884 |
0.1145 |
9.0% |
0.0158 |
1.2% |
75% |
False |
False |
212,737 |
| 60 |
1.3415 |
1.1884 |
0.1531 |
12.0% |
0.0174 |
1.4% |
56% |
False |
False |
143,022 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
14.1% |
0.0159 |
1.2% |
48% |
False |
False |
107,462 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
15.1% |
0.0144 |
1.1% |
45% |
False |
False |
86,025 |
| 120 |
1.3940 |
1.1884 |
0.2056 |
16.1% |
0.0126 |
1.0% |
42% |
False |
False |
71,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3681 |
|
2.618 |
1.3386 |
|
1.618 |
1.3205 |
|
1.000 |
1.3093 |
|
0.618 |
1.3024 |
|
HIGH |
1.2912 |
|
0.618 |
1.2843 |
|
0.500 |
1.2822 |
|
0.382 |
1.2800 |
|
LOW |
1.2731 |
|
0.618 |
1.2619 |
|
1.000 |
1.2550 |
|
1.618 |
1.2438 |
|
2.618 |
1.2257 |
|
4.250 |
1.1962 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2822 |
1.2880 |
| PP |
1.2795 |
1.2834 |
| S1 |
1.2769 |
1.2789 |
|