CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2887 |
1.2896 |
0.0009 |
0.1% |
1.2906 |
| High |
1.2966 |
1.3006 |
0.0040 |
0.3% |
1.3029 |
| Low |
1.2792 |
1.2876 |
0.0084 |
0.7% |
1.2731 |
| Close |
1.2920 |
1.2988 |
0.0068 |
0.5% |
1.2920 |
| Range |
0.0174 |
0.0130 |
-0.0044 |
-25.3% |
0.0298 |
| ATR |
0.0162 |
0.0160 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
284,053 |
347,918 |
63,865 |
22.5% |
1,358,931 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3347 |
1.3297 |
1.3060 |
|
| R3 |
1.3217 |
1.3167 |
1.3024 |
|
| R2 |
1.3087 |
1.3087 |
1.3012 |
|
| R1 |
1.3037 |
1.3037 |
1.3000 |
1.3062 |
| PP |
1.2957 |
1.2957 |
1.2957 |
1.2969 |
| S1 |
1.2907 |
1.2907 |
1.2976 |
1.2932 |
| S2 |
1.2827 |
1.2827 |
1.2964 |
|
| S3 |
1.2697 |
1.2777 |
1.2952 |
|
| S4 |
1.2567 |
1.2647 |
1.2917 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3787 |
1.3652 |
1.3084 |
|
| R3 |
1.3489 |
1.3354 |
1.3002 |
|
| R2 |
1.3191 |
1.3191 |
1.2975 |
|
| R1 |
1.3056 |
1.3056 |
1.2947 |
1.3124 |
| PP |
1.2893 |
1.2893 |
1.2893 |
1.2927 |
| S1 |
1.2758 |
1.2758 |
1.2893 |
1.2826 |
| S2 |
1.2595 |
1.2595 |
1.2865 |
|
| S3 |
1.2297 |
1.2460 |
1.2838 |
|
| S4 |
1.1999 |
1.2162 |
1.2756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3029 |
1.2731 |
0.0298 |
2.3% |
0.0174 |
1.3% |
86% |
False |
False |
283,441 |
| 10 |
1.3029 |
1.2524 |
0.0505 |
3.9% |
0.0168 |
1.3% |
92% |
False |
False |
282,558 |
| 20 |
1.3029 |
1.2157 |
0.0872 |
6.7% |
0.0159 |
1.2% |
95% |
False |
False |
297,856 |
| 40 |
1.3029 |
1.1884 |
0.1145 |
8.8% |
0.0155 |
1.2% |
96% |
False |
False |
235,044 |
| 60 |
1.3341 |
1.1884 |
0.1457 |
11.2% |
0.0175 |
1.3% |
76% |
False |
False |
157,988 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
13.9% |
0.0160 |
1.2% |
61% |
False |
False |
118,756 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
14.8% |
0.0147 |
1.1% |
57% |
False |
False |
95,072 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
14.8% |
0.0129 |
1.0% |
57% |
False |
False |
79,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3559 |
|
2.618 |
1.3346 |
|
1.618 |
1.3216 |
|
1.000 |
1.3136 |
|
0.618 |
1.3086 |
|
HIGH |
1.3006 |
|
0.618 |
1.2956 |
|
0.500 |
1.2941 |
|
0.382 |
1.2926 |
|
LOW |
1.2876 |
|
0.618 |
1.2796 |
|
1.000 |
1.2746 |
|
1.618 |
1.2666 |
|
2.618 |
1.2536 |
|
4.250 |
1.2324 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2972 |
1.2949 |
| PP |
1.2957 |
1.2910 |
| S1 |
1.2941 |
1.2872 |
|