CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3172 |
1.3227 |
0.0055 |
0.4% |
1.2896 |
| High |
1.3262 |
1.3239 |
-0.0023 |
-0.2% |
1.3106 |
| Low |
1.3146 |
1.3129 |
-0.0017 |
-0.1% |
1.2876 |
| Close |
1.3231 |
1.3172 |
-0.0059 |
-0.4% |
1.3054 |
| Range |
0.0116 |
0.0110 |
-0.0006 |
-5.2% |
0.0230 |
| ATR |
0.0142 |
0.0140 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
234,043 |
261,806 |
27,763 |
11.9% |
1,326,259 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3510 |
1.3451 |
1.3233 |
|
| R3 |
1.3400 |
1.3341 |
1.3202 |
|
| R2 |
1.3290 |
1.3290 |
1.3192 |
|
| R1 |
1.3231 |
1.3231 |
1.3182 |
1.3206 |
| PP |
1.3180 |
1.3180 |
1.3180 |
1.3167 |
| S1 |
1.3121 |
1.3121 |
1.3162 |
1.3096 |
| S2 |
1.3070 |
1.3070 |
1.3152 |
|
| S3 |
1.2960 |
1.3011 |
1.3142 |
|
| S4 |
1.2850 |
1.2901 |
1.3112 |
|
|
| 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 |
1.2977 |
0.0285 |
2.2% |
0.0122 |
0.9% |
68% |
False |
False |
250,346 |
| 10 |
1.3262 |
1.2737 |
0.0525 |
4.0% |
0.0127 |
1.0% |
83% |
False |
False |
266,435 |
| 20 |
1.3262 |
1.2524 |
0.0738 |
5.6% |
0.0138 |
1.0% |
88% |
False |
False |
268,503 |
| 40 |
1.3262 |
1.1933 |
0.1329 |
10.1% |
0.0144 |
1.1% |
93% |
False |
False |
275,432 |
| 60 |
1.3262 |
1.1884 |
0.1378 |
10.5% |
0.0161 |
1.2% |
93% |
False |
False |
186,987 |
| 80 |
1.3675 |
1.1884 |
0.1791 |
13.6% |
0.0160 |
1.2% |
72% |
False |
False |
140,697 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
14.6% |
0.0151 |
1.1% |
67% |
False |
False |
112,661 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
14.6% |
0.0135 |
1.0% |
67% |
False |
False |
93,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3707 |
|
2.618 |
1.3527 |
|
1.618 |
1.3417 |
|
1.000 |
1.3349 |
|
0.618 |
1.3307 |
|
HIGH |
1.3239 |
|
0.618 |
1.3197 |
|
0.500 |
1.3184 |
|
0.382 |
1.3171 |
|
LOW |
1.3129 |
|
0.618 |
1.3061 |
|
1.000 |
1.3019 |
|
1.618 |
1.2951 |
|
2.618 |
1.2841 |
|
4.250 |
1.2662 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3184 |
1.3167 |
| PP |
1.3180 |
1.3163 |
| S1 |
1.3176 |
1.3158 |
|