CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3000 |
1.2988 |
-0.0012 |
-0.1% |
1.2906 |
| High |
1.3029 |
1.3106 |
0.0077 |
0.6% |
1.3029 |
| Low |
1.2968 |
1.2977 |
0.0009 |
0.1% |
1.2731 |
| Close |
1.2979 |
1.3076 |
0.0097 |
0.7% |
1.2920 |
| Range |
0.0061 |
0.0129 |
0.0068 |
111.5% |
0.0298 |
| ATR |
0.0148 |
0.0147 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
277,661 |
219,732 |
-57,929 |
-20.9% |
1,358,931 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3440 |
1.3387 |
1.3147 |
|
| R3 |
1.3311 |
1.3258 |
1.3111 |
|
| R2 |
1.3182 |
1.3182 |
1.3100 |
|
| R1 |
1.3129 |
1.3129 |
1.3088 |
1.3156 |
| PP |
1.3053 |
1.3053 |
1.3053 |
1.3066 |
| S1 |
1.3000 |
1.3000 |
1.3064 |
1.3027 |
| S2 |
1.2924 |
1.2924 |
1.3052 |
|
| S3 |
1.2795 |
1.2871 |
1.3041 |
|
| S4 |
1.2666 |
1.2742 |
1.3005 |
|
|
| 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 |
1.3106 |
1.2792 |
0.0314 |
2.4% |
0.0118 |
0.9% |
90% |
True |
False |
271,843 |
| 10 |
1.3106 |
1.2731 |
0.0375 |
2.9% |
0.0140 |
1.1% |
92% |
True |
False |
277,596 |
| 20 |
1.3106 |
1.2197 |
0.0909 |
7.0% |
0.0153 |
1.2% |
97% |
True |
False |
290,211 |
| 40 |
1.3106 |
1.1884 |
0.1222 |
9.3% |
0.0149 |
1.1% |
98% |
True |
False |
252,448 |
| 60 |
1.3106 |
1.1884 |
0.1222 |
9.3% |
0.0171 |
1.3% |
98% |
True |
False |
170,049 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
13.8% |
0.0159 |
1.2% |
66% |
False |
False |
127,824 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
14.7% |
0.0150 |
1.1% |
62% |
False |
False |
102,342 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
14.7% |
0.0131 |
1.0% |
62% |
False |
False |
85,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3654 |
|
2.618 |
1.3444 |
|
1.618 |
1.3315 |
|
1.000 |
1.3235 |
|
0.618 |
1.3186 |
|
HIGH |
1.3106 |
|
0.618 |
1.3057 |
|
0.500 |
1.3042 |
|
0.382 |
1.3026 |
|
LOW |
1.2977 |
|
0.618 |
1.2897 |
|
1.000 |
1.2848 |
|
1.618 |
1.2768 |
|
2.618 |
1.2639 |
|
4.250 |
1.2429 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3065 |
1.3060 |
| PP |
1.3053 |
1.3044 |
| S1 |
1.3042 |
1.3028 |
|