CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3060 |
1.3172 |
0.0112 |
0.9% |
1.2896 |
| High |
1.3195 |
1.3262 |
0.0067 |
0.5% |
1.3106 |
| Low |
1.3054 |
1.3146 |
0.0092 |
0.7% |
1.2876 |
| Close |
1.3167 |
1.3231 |
0.0064 |
0.5% |
1.3054 |
| Range |
0.0141 |
0.0116 |
-0.0025 |
-17.7% |
0.0230 |
| ATR |
0.0144 |
0.0142 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
285,059 |
234,043 |
-51,016 |
-17.9% |
1,326,259 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3561 |
1.3512 |
1.3295 |
|
| R3 |
1.3445 |
1.3396 |
1.3263 |
|
| R2 |
1.3329 |
1.3329 |
1.3252 |
|
| R1 |
1.3280 |
1.3280 |
1.3242 |
1.3305 |
| PP |
1.3213 |
1.3213 |
1.3213 |
1.3225 |
| S1 |
1.3164 |
1.3164 |
1.3220 |
1.3189 |
| S2 |
1.3097 |
1.3097 |
1.3210 |
|
| S3 |
1.2981 |
1.3048 |
1.3199 |
|
| S4 |
1.2865 |
1.2932 |
1.3167 |
|
|
| 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 |
1.3262 |
1.2968 |
0.0294 |
2.2% |
0.0112 |
0.8% |
89% |
True |
False |
253,517 |
| 10 |
1.3262 |
1.2731 |
0.0531 |
4.0% |
0.0134 |
1.0% |
94% |
True |
False |
268,841 |
| 20 |
1.3262 |
1.2524 |
0.0738 |
5.6% |
0.0138 |
1.0% |
96% |
True |
False |
273,410 |
| 40 |
1.3262 |
1.1913 |
0.1349 |
10.2% |
0.0144 |
1.1% |
98% |
True |
False |
270,142 |
| 60 |
1.3262 |
1.1884 |
0.1378 |
10.4% |
0.0165 |
1.2% |
98% |
True |
False |
182,673 |
| 80 |
1.3686 |
1.1884 |
0.1802 |
13.6% |
0.0160 |
1.2% |
75% |
False |
False |
137,435 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
14.6% |
0.0151 |
1.1% |
70% |
False |
False |
110,044 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
14.6% |
0.0134 |
1.0% |
70% |
False |
False |
91,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3755 |
|
2.618 |
1.3566 |
|
1.618 |
1.3450 |
|
1.000 |
1.3378 |
|
0.618 |
1.3334 |
|
HIGH |
1.3262 |
|
0.618 |
1.3218 |
|
0.500 |
1.3204 |
|
0.382 |
1.3190 |
|
LOW |
1.3146 |
|
0.618 |
1.3074 |
|
1.000 |
1.3030 |
|
1.618 |
1.2958 |
|
2.618 |
1.2842 |
|
4.250 |
1.2653 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3222 |
1.3194 |
| PP |
1.3213 |
1.3158 |
| S1 |
1.3204 |
1.3121 |
|