CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3227 |
1.3156 |
-0.0071 |
-0.5% |
1.2896 |
| High |
1.3239 |
1.3235 |
-0.0004 |
0.0% |
1.3106 |
| Low |
1.3129 |
1.3118 |
-0.0011 |
-0.1% |
1.2876 |
| Close |
1.3172 |
1.3175 |
0.0003 |
0.0% |
1.3054 |
| Range |
0.0110 |
0.0117 |
0.0007 |
6.4% |
0.0230 |
| ATR |
0.0140 |
0.0138 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
261,806 |
240,602 |
-21,204 |
-8.1% |
1,326,259 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3527 |
1.3468 |
1.3239 |
|
| R3 |
1.3410 |
1.3351 |
1.3207 |
|
| R2 |
1.3293 |
1.3293 |
1.3196 |
|
| R1 |
1.3234 |
1.3234 |
1.3186 |
1.3264 |
| PP |
1.3176 |
1.3176 |
1.3176 |
1.3191 |
| S1 |
1.3117 |
1.3117 |
1.3164 |
1.3147 |
| S2 |
1.3059 |
1.3059 |
1.3154 |
|
| S3 |
1.2942 |
1.3000 |
1.3143 |
|
| S4 |
1.2825 |
1.2883 |
1.3111 |
|
|
| 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 |
1.2980 |
0.0282 |
2.1% |
0.0120 |
0.9% |
69% |
False |
False |
254,520 |
| 10 |
1.3262 |
1.2792 |
0.0470 |
3.6% |
0.0119 |
0.9% |
81% |
False |
False |
263,182 |
| 20 |
1.3262 |
1.2524 |
0.0738 |
5.6% |
0.0139 |
1.1% |
88% |
False |
False |
266,115 |
| 40 |
1.3262 |
1.1966 |
0.1296 |
9.8% |
0.0144 |
1.1% |
93% |
False |
False |
279,376 |
| 60 |
1.3262 |
1.1884 |
0.1378 |
10.5% |
0.0161 |
1.2% |
94% |
False |
False |
190,926 |
| 80 |
1.3675 |
1.1884 |
0.1791 |
13.6% |
0.0160 |
1.2% |
72% |
False |
False |
143,700 |
| 100 |
1.3812 |
1.1884 |
0.1928 |
14.6% |
0.0151 |
1.1% |
67% |
False |
False |
115,066 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
14.6% |
0.0135 |
1.0% |
67% |
False |
False |
95,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3732 |
|
2.618 |
1.3541 |
|
1.618 |
1.3424 |
|
1.000 |
1.3352 |
|
0.618 |
1.3307 |
|
HIGH |
1.3235 |
|
0.618 |
1.3190 |
|
0.500 |
1.3177 |
|
0.382 |
1.3163 |
|
LOW |
1.3118 |
|
0.618 |
1.3046 |
|
1.000 |
1.3001 |
|
1.618 |
1.2929 |
|
2.618 |
1.2812 |
|
4.250 |
1.2621 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3177 |
1.3190 |
| PP |
1.3176 |
1.3185 |
| S1 |
1.3176 |
1.3180 |
|