CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3077 |
1.3060 |
-0.0017 |
-0.1% |
1.2896 |
| High |
1.3094 |
1.3195 |
0.0101 |
0.8% |
1.3106 |
| Low |
1.2980 |
1.3054 |
0.0074 |
0.6% |
1.2876 |
| Close |
1.3054 |
1.3167 |
0.0113 |
0.9% |
1.3054 |
| Range |
0.0114 |
0.0141 |
0.0027 |
23.7% |
0.0230 |
| ATR |
0.0145 |
0.0144 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
251,094 |
285,059 |
33,965 |
13.5% |
1,326,259 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3562 |
1.3505 |
1.3245 |
|
| R3 |
1.3421 |
1.3364 |
1.3206 |
|
| R2 |
1.3280 |
1.3280 |
1.3193 |
|
| R1 |
1.3223 |
1.3223 |
1.3180 |
1.3252 |
| PP |
1.3139 |
1.3139 |
1.3139 |
1.3153 |
| S1 |
1.3082 |
1.3082 |
1.3154 |
1.3111 |
| S2 |
1.2998 |
1.2998 |
1.3141 |
|
| S3 |
1.2857 |
1.2941 |
1.3128 |
|
| S4 |
1.2716 |
1.2800 |
1.3089 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3702 |
1.3608 |
1.3181 |
|
| R3 |
1.3472 |
1.3378 |
1.3117 |
|
| R2 |
1.3242 |
1.3242 |
1.3096 |
|
| R1 |
1.3148 |
1.3148 |
1.3075 |
1.3195 |
| PP |
1.3012 |
1.3012 |
1.3012 |
1.3036 |
| S1 |
1.2918 |
1.2918 |
1.3033 |
1.2965 |
| S2 |
1.2782 |
1.2782 |
1.3012 |
|
| S3 |
1.2552 |
1.2688 |
1.2991 |
|
| S4 |
1.2322 |
1.2458 |
1.2928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3195 |
1.2950 |
0.0245 |
1.9% |
0.0108 |
0.8% |
89% |
True |
False |
252,680 |
| 10 |
1.3195 |
1.2731 |
0.0464 |
3.5% |
0.0141 |
1.1% |
94% |
True |
False |
268,060 |
| 20 |
1.3195 |
1.2483 |
0.0712 |
5.4% |
0.0142 |
1.1% |
96% |
True |
False |
275,690 |
| 40 |
1.3195 |
1.1884 |
0.1311 |
10.0% |
0.0144 |
1.1% |
98% |
True |
False |
265,128 |
| 60 |
1.3195 |
1.1884 |
0.1311 |
10.0% |
0.0167 |
1.3% |
98% |
True |
False |
178,854 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
13.7% |
0.0160 |
1.2% |
71% |
False |
False |
134,514 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
14.6% |
0.0151 |
1.1% |
67% |
False |
False |
107,703 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
14.6% |
0.0133 |
1.0% |
67% |
False |
False |
89,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3794 |
|
2.618 |
1.3564 |
|
1.618 |
1.3423 |
|
1.000 |
1.3336 |
|
0.618 |
1.3282 |
|
HIGH |
1.3195 |
|
0.618 |
1.3141 |
|
0.500 |
1.3125 |
|
0.382 |
1.3108 |
|
LOW |
1.3054 |
|
0.618 |
1.2967 |
|
1.000 |
1.2913 |
|
1.618 |
1.2826 |
|
2.618 |
1.2685 |
|
4.250 |
1.2455 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3153 |
1.3140 |
| PP |
1.3139 |
1.3113 |
| S1 |
1.3125 |
1.3086 |
|