CME Euro FX (E) Future September 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2846 |
1.2826 |
-0.0020 |
-0.2% |
1.3284 |
| High |
1.2932 |
1.2906 |
-0.0026 |
-0.2% |
1.3307 |
| Low |
1.2779 |
1.2749 |
-0.0030 |
-0.2% |
1.2749 |
| Close |
1.2822 |
1.2752 |
-0.0070 |
-0.5% |
1.2752 |
| Range |
0.0153 |
0.0157 |
0.0004 |
2.6% |
0.0558 |
| ATR |
0.0153 |
0.0153 |
0.0000 |
0.2% |
0.0000 |
| Volume |
0 |
280,863 |
280,863 |
|
1,163,562 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3273 |
1.3170 |
1.2838 |
|
| R3 |
1.3116 |
1.3013 |
1.2795 |
|
| R2 |
1.2959 |
1.2959 |
1.2781 |
|
| R1 |
1.2856 |
1.2856 |
1.2766 |
1.2829 |
| PP |
1.2802 |
1.2802 |
1.2802 |
1.2789 |
| S1 |
1.2699 |
1.2699 |
1.2738 |
1.2672 |
| S2 |
1.2645 |
1.2645 |
1.2723 |
|
| S3 |
1.2488 |
1.2542 |
1.2709 |
|
| S4 |
1.2331 |
1.2385 |
1.2666 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4610 |
1.4239 |
1.3059 |
|
| R3 |
1.4052 |
1.3681 |
1.2905 |
|
| R2 |
1.3494 |
1.3494 |
1.2854 |
|
| R1 |
1.3123 |
1.3123 |
1.2803 |
1.3030 |
| PP |
1.2936 |
1.2936 |
1.2936 |
1.2889 |
| S1 |
1.2565 |
1.2565 |
1.2701 |
1.2472 |
| S2 |
1.2378 |
1.2378 |
1.2650 |
|
| S3 |
1.1820 |
1.2007 |
1.2599 |
|
| S4 |
1.1262 |
1.1449 |
1.2445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3307 |
1.2749 |
0.0558 |
4.4% |
0.0177 |
1.4% |
1% |
False |
True |
232,712 |
| 10 |
1.3333 |
1.2749 |
0.0584 |
4.6% |
0.0155 |
1.2% |
1% |
False |
True |
246,938 |
| 20 |
1.3333 |
1.2731 |
0.0602 |
4.7% |
0.0147 |
1.2% |
3% |
False |
False |
257,728 |
| 40 |
1.3333 |
1.2157 |
0.1176 |
9.2% |
0.0147 |
1.2% |
51% |
False |
False |
277,692 |
| 60 |
1.3333 |
1.1884 |
0.1449 |
11.4% |
0.0158 |
1.2% |
60% |
False |
False |
214,657 |
| 80 |
1.3419 |
1.1884 |
0.1535 |
12.0% |
0.0167 |
1.3% |
57% |
False |
False |
161,740 |
| 100 |
1.3686 |
1.1884 |
0.1802 |
14.1% |
0.0155 |
1.2% |
48% |
False |
False |
129,512 |
| 120 |
1.3812 |
1.1884 |
0.1928 |
15.1% |
0.0142 |
1.1% |
45% |
False |
False |
107,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3573 |
|
2.618 |
1.3317 |
|
1.618 |
1.3160 |
|
1.000 |
1.3063 |
|
0.618 |
1.3003 |
|
HIGH |
1.2906 |
|
0.618 |
1.2846 |
|
0.500 |
1.2828 |
|
0.382 |
1.2809 |
|
LOW |
1.2749 |
|
0.618 |
1.2652 |
|
1.000 |
1.2592 |
|
1.618 |
1.2495 |
|
2.618 |
1.2338 |
|
4.250 |
1.2082 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2828 |
1.2968 |
| PP |
1.2802 |
1.2896 |
| S1 |
1.2777 |
1.2824 |
|