CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.3185 |
1.3284 |
0.0099 |
0.8% |
1.3060 |
| High |
1.3333 |
1.3307 |
-0.0026 |
-0.2% |
1.3333 |
| Low |
1.3156 |
1.3215 |
0.0059 |
0.4% |
1.3054 |
| Close |
1.3274 |
1.3225 |
-0.0049 |
-0.4% |
1.3274 |
| Range |
0.0177 |
0.0092 |
-0.0085 |
-48.0% |
0.0279 |
| ATR |
0.0141 |
0.0138 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
284,316 |
164,008 |
-120,308 |
-42.3% |
1,305,826 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3525 |
1.3467 |
1.3276 |
|
| R3 |
1.3433 |
1.3375 |
1.3250 |
|
| R2 |
1.3341 |
1.3341 |
1.3242 |
|
| R1 |
1.3283 |
1.3283 |
1.3233 |
1.3266 |
| PP |
1.3249 |
1.3249 |
1.3249 |
1.3241 |
| S1 |
1.3191 |
1.3191 |
1.3217 |
1.3174 |
| S2 |
1.3157 |
1.3157 |
1.3208 |
|
| S3 |
1.3065 |
1.3099 |
1.3200 |
|
| S4 |
1.2973 |
1.3007 |
1.3174 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4057 |
1.3945 |
1.3427 |
|
| R3 |
1.3778 |
1.3666 |
1.3351 |
|
| R2 |
1.3499 |
1.3499 |
1.3325 |
|
| R1 |
1.3387 |
1.3387 |
1.3300 |
1.3443 |
| PP |
1.3220 |
1.3220 |
1.3220 |
1.3249 |
| S1 |
1.3108 |
1.3108 |
1.3248 |
1.3164 |
| S2 |
1.2941 |
1.2941 |
1.3223 |
|
| S3 |
1.2662 |
1.2829 |
1.3197 |
|
| S4 |
1.2383 |
1.2550 |
1.3121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3333 |
1.3118 |
0.0215 |
1.6% |
0.0122 |
0.9% |
50% |
False |
False |
236,955 |
| 10 |
1.3333 |
1.2950 |
0.0383 |
2.9% |
0.0115 |
0.9% |
72% |
False |
False |
244,817 |
| 20 |
1.3333 |
1.2524 |
0.0809 |
6.1% |
0.0142 |
1.1% |
87% |
False |
False |
263,688 |
| 40 |
1.3333 |
1.2124 |
0.1209 |
9.1% |
0.0143 |
1.1% |
91% |
False |
False |
281,688 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.0% |
0.0160 |
1.2% |
93% |
False |
False |
198,319 |
| 80 |
1.3570 |
1.1884 |
0.1686 |
12.7% |
0.0161 |
1.2% |
80% |
False |
False |
149,284 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
13.6% |
0.0152 |
1.1% |
74% |
False |
False |
119,534 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
14.6% |
0.0137 |
1.0% |
70% |
False |
False |
99,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3698 |
|
2.618 |
1.3548 |
|
1.618 |
1.3456 |
|
1.000 |
1.3399 |
|
0.618 |
1.3364 |
|
HIGH |
1.3307 |
|
0.618 |
1.3272 |
|
0.500 |
1.3261 |
|
0.382 |
1.3250 |
|
LOW |
1.3215 |
|
0.618 |
1.3158 |
|
1.000 |
1.3123 |
|
1.618 |
1.3066 |
|
2.618 |
1.2974 |
|
4.250 |
1.2824 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.3261 |
1.3226 |
| PP |
1.3249 |
1.3225 |
| S1 |
1.3237 |
1.3225 |
|